loo-prediction {rstantools}

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.