Skip to content

loo v2.1.0
Compare
Choose a tag to compare
@jgabry jgabry released this 14 Mar 04:58
· 607 commits to master since this release
v2.1.0
c11baf4

See release notes below or at mc-stan.org/loo/news.

Installation

Install from CRAN:

install.packages("loo")

Install from GitHub:

devtools::install_github("stan-dev/loo", ref = "v2.1.0")

Release notes

  • New function loo_compare() for model comparison that will eventually replace
    the existing compare() function. (#93)

  • New vignette on LOO for non-factorizable joint Gaussian models. (#75)

  • New vignette on "leave-future-out" cross-validation for time series models. (#90)

  • New glossary page (use help("loo-glossary")) with definitions of key terms. (#81)

  • New se_diff column in model comparison results. (#78)

  • Improved stability of psis() when log_ratios are very small. (#74)

  • Allow r_eff=NA to suppress warning when specifying r_eff is not applicable
    (i.e., draws not from MCMC). (#72)

  • Update effective sample size calculations to match RStan's version. (#85)

  • Naming of k-fold helper functions now matches scikit-learn. (#96)

Assets 2
Loading