R: Moment matching for efficient approximate leave-one-out...

loo_moment_match.stanfit {rstan} | R Documentation

## Moment matching for efficient approximate leave-one-out cross-validation (LOO)

### Description

A `loo_moment_match` method that is customized for stanfit objects. The `loo_moment_match` method for stanfit objects —a wrapper around the `loo_moment_match` (loo package)— updates a loo object using moment matching (Paananen et al., 2020).

### Usage

    ## S3 method for class 'stanfit'
    loo_moment_match(x,
        loo = loo,
        ...)

### Arguments

`x` | An object of S4 class `stanfit`.
`loo` | A loo object that is modified.
`...` | Further arguments.

### Value

The `loo_moment_match()` methods return an updated `loo` object.

### References

Paananen, T., Piironen, J., Buerkner, P.-C., Vehtari, A. (2020). Implicitly Adaptive Importance Sampling. preprint arXiv:1906.08850

### See Also

`loo()`, `loo_moment_match()`

[Package rstan version 2.21.2 Index]