loo.brmsfit {brms}R Documentation

Efficient approximate leave-one-out cross-validation (LOO)


Perform approximate leave-one-out cross-validation based on the posterior likelihood using the loo package. For more details see loo.


## S3 method for class 'brmsfit'
  compare = TRUE,
  resp = NULL,
  pointwise = FALSE,
  moment_match = FALSE,
  reloo = FALSE,
  k_threshold = 0.7,
  save_psis = FALSE,
  moment_match_args = list(),
  reloo_args = list(),
  model_names = NULL



A brmsfit object.


More brmsfit objects or further arguments passed to the underlying post-processing functions. In particular, see prepare_predictions for further supported arguments.


A flag indicating if the information criteria of the models should be compared to each other via loo_compare.


Optional names of response variables. If specified, predictions are performed only for the specified response variables.


A flag indicating whether to compute the full log-likelihood matrix at once or separately for each observation. The latter approach is usually considerably slower but requires much less working memory. Accordingly, if one runs into memory issues, pointwise = TRUE is the way to go.


Logical; Indicate whether loo_moment_match should be applied on problematic observations. Defaults to FALSE.


Logical; Indicate whether reloo should be applied on problematic observations. Defaults to FALSE.


The threshold at which pareto k estimates are treated as problematic. Defaults to 0.7. Only used if argument reloo is TRUE. See pareto_k_ids for more details.


Should the "psis" object created internally be saved in the returned object? For more details see loo.


Optional list of additional arguments passed to loo_moment_match.


Optional list of additional arguments passed to reloo.


If NULL (the default) will use model names derived from deparsing the call. Otherwise will use the passed values as model names.


See loo_compare for details on model comparisons. For brmsfit objects, LOO is an alias of loo. Use method add_criterion to store information criteria in the fitted model object for later usage.


If just one object is provided, an object of class loo. If multiple objects are provided, an object of class loolist.


Vehtari, A., Gelman, A., & Gabry J. (2016). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. In Statistics and Computing, doi:10.1007/s11222-016-9696-4. arXiv preprint arXiv:1507.04544.

Gelman, A., Hwang, J., & Vehtari, A. (2014). Understanding predictive information criteria for Bayesian models. Statistics and Computing, 24, 997-1016.

Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory. The Journal of Machine Learning Research, 11, 3571-3594.


## Not run: 
# model with population-level effects only
fit1 <- brm(rating ~ treat + period + carry,
            data = inhaler)
(loo1 <- loo(fit1))

# model with an additional varying intercept for subjects
fit2 <- brm(rating ~ treat + period + carry + (1|subject),
            data = inhaler)
(loo2 <- loo(fit2))   

# compare both models
loo_compare(loo1, loo2)                      

## End(Not run)

[Package brms version 2.15.0 Index]