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Improve loo functionality

See original GitHub issue

loo functionality should be more verbose and return more informative data. (see Model Selection lecture in StanCon Helsinki by @avehtari)

Also docstrings needs extensive examples for loo-usage.

Issue Analytics

State:
Created 5 years ago
Comments:7 (2 by maintainers)

Top GitHub Comments

1reaction

avehtaricommented, Feb 21, 2019

There is additional documentation now in loo package. See the pull request https://github.com/stan-dev/loo/pull/98#pullrequestreview-206542641. The glossary will appear in loo web pages also after the next release in spring.

1reaction

avehtaricommented, Jan 20, 2019

R loo package stores and shows elpd_loo and looic. elpd_loo is clear as it has the specific definition in Vehtari et al (2017). I’m not happy with looic as it’s still not indicate whether it’s -1 or -2, but it’s been there for a while. (DIC is the only information criterion indicating the deviance in the name. Unfortunately the original definition of deviance makes really sense only in case of point estimates, and thus deviance scale is also a bit misleading name for -2 times the log score)

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