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; brms; RStan; lme4; JAGS; rstanarm; rstan; lavaan; GitHub; BayesDA; rethinking; MCMCglmm; CODA; nlme; WinBUGS; rjags; tidyverse; psychotools; StanHeaders Cited in: 14 Publications all top 5 Cited by 35 Authors 3 Gabry, Jonah 3 Vehtari, Aki 2 Bürkner, Paul-Christian 2 Koslovsky, Matthew D. 2 Vannucci, Marina 1 Alexopoulos, Angelos 1 Alkema, Leontine 1 Bottolo, Leonardo 1 Businelle, Michael S. 1 Chao, Fengqing 1 Colegate, Stephen P. 1 Cook, Alex R. 1 Daniel, Carrie R. 1 Denis, Jean-Baptiste 1 Drovandi, Christopher C. 1 Fisher, Thomas J. 1 Furr, Daniel 1 Gelman, Andrew 1 Gerland, Patrick 1 Hébert, Emily T. 1 Hoffman, Kristi L. 1 Lozano, José H. 1 Massoni, Sébastien 1 McGree, James M. 1 Merkle, Edgar C. 1 Mulder, Joris 1 Oberski, Daniel L. 1 Rabe-Hesketh, Sophia 1 Revuelta, Javier 1 Roux, Nicolas 1 Scutari, Marco 1 Senarathne, S. G. J. 1 van Erp, Sara 1 Vanni, Michael J. 1 Zhang, Jing all top 5 Cited in 8 Serials 4 The Annals of Applied Statistics 2 Psychometrika 2 Journal of Mathematical Psychology 2 Statistics and Computing 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Journal of Computational and Graphical Statistics 1 Chapman & Hall/CRC Texts in Statistical Science Series Cited in 4 Fields 13 Statistics (62-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year