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Add loo_epred #1641

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avehtari opened this issue Apr 8, 2024 · 2 comments · Fixed by #1643
Closed

Add loo_epred #1641

avehtari opened this issue Apr 8, 2024 · 2 comments · Fixed by #1643
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feature
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brms 2.22.0

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@avehtari
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avehtari commented Apr 8, 2024

brms has loo_predict() and loo_linpred(), but not loo_epred(). loo_epred() would be useful for various calibration plots. I have code for it and can make a PR. This requires adding loo_epred to rstantools, too.

Question: for multioutput models (at the moment interested in calibration checking for categorical and ordinal models), what should be the shape of the returned array? That is in which order to have the dimensions? Should length(probs)>1 supported, too?
This was referenced Apr 8, 2024
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@paul-buerkner paul-buerkner added this to the brms 2.22.0 milestone Apr 9, 2024
@avehtari
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loo_epred is now in rstantools (github)

@paul-buerkner
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Thank you! When will it be on CRAN? I would like to only merge loo_epred into brms once I can safely release the main branch on CRAN at any time.

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add loo_epred avehtari/brms
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@avehtari @paul-buerkner