[ ソース: r-cran-loo ]
パッケージ: r-cran-loo (2.5.1-1)
r-cran-loo に関するリンク
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r-cran-loo ソースパッケージをダウンロード:
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外部の資源:
- ホームページ [cran.r-project.org]
類似のパッケージ:
GNU R leave-one-out cross-validation and WAIC for Bayesian models
Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo. The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, it is possible as well to obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions.
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