R: Generic functions for LOO predictions

loo-prediction {rstantools} | R Documentation

## 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

`object` | The object to use.
`...` | Arguments passed to methods. See the methods in the rstanarm package for examples.
`y` | For the default method of `loo_pit()`, a vector of `y` values the same length as the number of columns in the matrix used as `object`.
`lw` | For the default method of `loo_pit()`, a matrix of log-weights of the same length as the number of columns in the matrix used as `object`.

### 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 (mc-stan.org/rstanarm) for example methods (CRAN, GitHub).

- Guidelines and recommendations for developers of R packages interfacing with Stan and a demonstration getting a simple package working can be found in the vignettes included with rstantools and at mc-stan.org/rstantools/articles.

[Package rstantools version 2.1.1 Index]