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loo

swMATH ID: 19420
Software Authors: Aki Vehtari, Andrew Gelman, Jonah Gabry, Juho Piironen, Ben Goodrich
Description: R package loo. Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models. Efficient approximate leave-one-out cross-validation (LOO) using 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. We also compute the widely applicable information criterion (WAIC).
Homepage: https://cran.r-project.org/web/packages/loo/index.html
Source Code:  https://github.com/cran/loo
Dependencies: R
Keywords: CRAN; R package; Leave-One-Out Cross-Validation; LOO; WAIC; Bayesian Models; PSIS
Related Software: R; Stan; RStan; brms; rstanarm; GitHub; JAGS; rstan; lme4; BayesDA; lavaan; nlme; bayesplot; CODA; CRAN; rethinking; MCMCglmm; blavaan; WinBUGS; rjags
Cited in: 23 Documents

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