R: Compute exact cross-validation for problematic observations

reloo {brms} | R Documentation

## Compute exact cross-validation for problematic observations

### Description

Compute exact cross-validation for problematic observations for which approximate leave-one-out cross-validation may return incorrect results.

### Usage

    reloo(x, ...)

    ## S3 method for class 'loo'
    reloo(x, fit, k_threshold = 0.7, check = TRUE,
      resp = NULL, ...)

### Arguments

`x` | An R object typically of class `loo`.
`...` | Further arguments passed to `update.brmsfit` such as `iter`, `chains`, or `cores`.
`fit` | An R object typically of class `brmsfit`.
`k_threshold` | The threshold at which pareto k estimates are treated as problematic. Defaults to `0.7`. See `pareto_k_ids` for more details.
`check` | Logical; If `TRUE` (the default), a crude check is performed if the `loo` object was generated from the `brmsfit` object passed to argument `fit`.
`resp` | Optional names of response variables. If specified, predictions are performed only for the specified response variables.

### Details

Warnings about Pareto k estimates indicate observations for which the approximation to LOO is problematic (this is described in detail in Vehtari, Gelman, and Gabry (2017) and the loo package documentation). If there are J observations with k estimates above `k_threshold`, then `reloo` will refit the original model J times, each time leaving out one of the J problematic observations. The pointwise contributions of these observations to the total ELPD are then computed directly and substituted for the previous estimates from these J observations that are stored in the original `loo` object.

### Value

An object of the class as `x`.

### See Also

`loo`, `kfold`

### Examples

    ## Not run:
    fit1 <- brm(count ~ log_Age_c + log_Base4_c * Trt + (1|patient),
               data = epilepsy, family = poisson())
    # throws warning about some pareto k estimates being too high
    (loo1 <- loo(fit1))
    (loo1 <- reloo(loo1, fit1))

    ## End(Not run)

[Package brms version 2.6.0 Index]