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Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo. 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.

copied from cf-staging / r-loo
Type Size Name Uploaded Downloads Labels
conda 800.2 kB | noarch/r-loo-2.0.0-r351h6115d3f_1001.tar.bz2  6 years and 8 months ago 5202 main cf202003 gcc7 cf201901
conda 802.5 kB | win-64/r-loo-2.0.0-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 1775 main cf202003 cf201901
conda 738.8 kB | win-64/r-loo-2.0.0-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 1740 main cf202003 cf201901
conda 724.1 kB | osx-64/r-loo-2.0.0-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 388 main cf202003 cf201901
conda 789.4 kB | osx-64/r-loo-2.0.0-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 390 main cf202003 cf201901
conda 789.8 kB | linux-64/r-loo-2.0.0-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 5083 main cf202003 cf201901
conda 723.9 kB | linux-64/r-loo-2.0.0-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 5185 main cf202003 cf201901
conda 742.6 kB | win-64/r-loo-2.0.0-r3.4.1_0.tar.bz2  7 years and 3 months ago 2225 main cf202003 cf201901
conda 742.5 kB | win-64/r-loo-2.0.0-r3.3.2_0.tar.bz2  7 years and 3 months ago 2237 main cf202003 cf201901
conda 723.6 kB | osx-64/r-loo-2.0.0-r3.4.1_0.tar.bz2  7 years and 3 months ago 740 main cf202003 cf201901
conda 723.6 kB | osx-64/r-loo-2.0.0-r3.3.2_0.tar.bz2  7 years and 3 months ago 757 main cf202003 cf201901
conda 723.3 kB | linux-64/r-loo-2.0.0-r3.3.2_0.tar.bz2  7 years and 3 months ago 6035 main cf202003 cf201901
conda 723.4 kB | linux-64/r-loo-2.0.0-r3.4.1_0.tar.bz2  7 years and 3 months ago 5692 main cf202003 cf201901

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