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avehtari avatar avehtari commented on June 3, 2024 1

Thanks for opening this. I agree that one argument would be simpler.

In my tests

Before we discuss any potential implementation issues, can you report the tests you have made? Report also the result for loo_crps() and loo_scrps with khat varying from less than 0.3 to larger than 0.7, and even better if the autocorrelation varies, too. Report the actual values from the two approaches ("virtually the same" is not well defined.). I just want to be sure we're not losing too much in the accuracy, and we need to justify well the splitting. If you don't have time to do such tests, just comment here.

from loo.

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