Comments (3)
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.
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Related Issues (20)
- Report ESS 0 if khat too large HOT 12
- Change n_eff to ESS HOT 4
- loo_moment_match.brmsfit crashes R and RStudio HOT 1
- Update references in vignettes HOT 1
- Specify Sample Size a Bit More Clearly HOT 2
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- Add support for `cmdstanr` models to the `extract_log_lik` function HOT 4
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- Adding "loo" criterion with add_criterion and moment_match=TRUE is failing even when save_pars(all=TRUE) was set during model fit HOT 12
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