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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 9 months ago 5211 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 1776 main cf202003 cf201901
conda 738.8 kB | win-64/r-loo-2.0.0-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 1741 main cf202003 cf201901
conda 724.1 kB | osx-64/r-loo-2.0.0-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 389 main cf202003 cf201901
conda 789.4 kB | osx-64/r-loo-2.0.0-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 391 main cf202003 cf201901
conda 789.8 kB | linux-64/r-loo-2.0.0-r351h6115d3f_1.tar.bz2  6 years and 11 months ago 5097 main cf202003 cf201901
conda 723.9 kB | linux-64/r-loo-2.0.0-r341h6115d3f_1.tar.bz2  6 years and 11 months ago 5198 main cf202003 cf201901
conda 742.6 kB | win-64/r-loo-2.0.0-r3.4.1_0.tar.bz2  7 years and 4 months ago 2301 main cf202003 cf201901
conda 742.5 kB | win-64/r-loo-2.0.0-r3.3.2_0.tar.bz2  7 years and 4 months ago 2312 main cf202003 cf201901
conda 723.6 kB | osx-64/r-loo-2.0.0-r3.4.1_0.tar.bz2  7 years and 4 months ago 811 main cf202003 cf201901
conda 723.6 kB | osx-64/r-loo-2.0.0-r3.3.2_0.tar.bz2  7 years and 4 months ago 838 main cf202003 cf201901
conda 723.3 kB | linux-64/r-loo-2.0.0-r3.3.2_0.tar.bz2  7 years and 4 months ago 6106 main cf202003 cf201901
conda 723.4 kB | linux-64/r-loo-2.0.0-r3.4.1_0.tar.bz2  7 years and 4 months ago 5780 main cf202003 cf201901

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