obs_idx

Get observation indices used in subsampling

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 Bürkner

Topi Paananen

Andrew Gelman

Ben Goodrich

Juho Piironen

Bruno Nicenboim

Leevi Lindgren

obs_idx function

<dl><dt>x</dt>
<dd>A <code>psis_loo_ss</code> object.</dd>
<dt>rep</dt>
<dd>If sampling with replacement is used, an observation can have
multiple samples and these are then repeated in the returned object if
<code>rep=TRUE</code> (e.g., a vector <code>c(1,1,2)</code> indicates that observation 1 has been
subampled two times). If <code>rep=FALSE</code> only the unique indices are returned.</dd></dl>

Arguments

Get observation indices used in subsampling — obs_idx

<dl>

<dt>x</dt>
<dd>A <code>psis_loo_ss</code> object.</dd>


<dt>rep</dt>
<dd>If sampling with replacement is used, an observation can have
multiple samples and these are then repeated in the returned object if
<code>rep=TRUE</code> (e.g., a vector <code>c(1,1,2)</code> indicates that observation 1 has been
subampled two times). If <code>rep=FALSE</code> only the unique indices are returned.</dd>

</dl>

Get observation indices used in subsampling

obs_idx: Get observation indices used in subsampling

Description

Usage

Value

Arguments