loo-datasets

Kline

milk

Small datasets for use in loo examples and vignettes. The <code>Kline</code>
and <code>milk</code> datasets are also included in the rethinking package
(McElreath, 2016a), but we include them here as rethinking is not
on CRAN.

Efficient approximate leave-one-out cross-validation (LOO)
for Bayesian models fit using Markov chain Monte Carlo, as
described in Vehtari, Gelman, and Gabry (2017)
<doi:10.1007/s11222-016-9696-4>.
The approximation uses Pareto smoothed importance sampling (PSIS),
a new procedure for regularizing importance weights.
As a byproduct of the calculations, we also obtain approximate
standard errors for estimated predictive errors and for the comparison
of predictive errors between models. The package also provides methods
for using stacking and other model weighting techniques to average
Bayesian predictive distributions.

Jonah Gabry

Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian
Models

Aki Vehtari

Mans Magnusson

Yuling Yao

Paul-Christian B<c3><bc>rkner

Topi Paananen

Andrew Gelman

Ben Goodrich

Juho Piironen

loo-datasets function

Datasets for loo examples and vignettes — loo-datasets

Datasets for loo examples and vignettes

loo-datasets: Datasets for loo examples and vignettes

Description

Arguments

Details

References

Examples