The $loo()
method computes approximate LOO-CV using the
loo package. This is a simple wrapper around loo::loo.array()
provided for convenience and requires computing the pointwise
log-likelihood in your Stan program. See the loo package
vignettes for details.
loo(variables = "log_lik", r_eff = TRUE, ...)
variables | (character vector) The name(s) of the variable(s) in the
Stan program containing the pointwise log-likelihood. The default is to
look for |
---|---|
r_eff | (multiple options) How to handle the
|
... | Other arguments (e.g., |
The object returned by loo::loo.array()
.
The loo package website with documentation and vignettes.
# \dontrun{ # the "logistic" example model has "log_lik" in generated quantities fit <- cmdstanr_example("logistic") loo_result <- fit$loo(cores = 2) print(loo_result)#> #> Computed from 4000 by 100 log-likelihood matrix #> #> Estimate SE #> elpd_loo -63.6 4.1 #> p_loo 3.9 0.5 #> looic 127.2 8.3 #> ------ #> Monte Carlo SE of elpd_loo is 0.0. #> #> All Pareto k estimates are good (k < 0.5). #> See help('pareto-k-diagnostic') for details.# }