Generic functions for LOO predictions

Description

See the methods in the rstanarm package for examples.

Usage

loo_linpred(object, ...)

loo_predict(object, ...)

loo_predictive_interval(object, ...)

loo_pit(object, ...)

## Default S3 method:
loo_pit(object, y, lw, ...)

Arguments

Value

loo_predict, loo_linpred, and loo_pit (probability integral transform) methods should return a vector with length equal to the number of observations in the data. loo_predictive_interval methods should return a two-column matrix formatted in the same way as for predictive_interval.

See Also

• The rstanarm package for example methods (CRAN, GitHub).

• The guidelines for developers of R packages interfacing with Stan, a copy of which can be found in the package vignettes. See browseVignettes("rstantools") or vignette(package = "rstantools"). The document is also available online at the rstantools page on the CRAN website.