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Add moment-matching support to $loo()
method
#778
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Codecov Report
@@ Coverage Diff @@
## master #778 +/- ##
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- Coverage 88.21% 87.30% -0.92%
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Files 12 12
Lines 4134 4097 -37
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- Hits 3647 3577 -70
- Misses 487 520 +33
... and 5 files with indirect coverage changes 📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more |
Thank you for implemeting this! Let me know if I can help with anything. The implementation looks good to me, although I'm not very familiar with |
No worries! Feel free to let me know if there are any other additions/features that could be useful |
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Looks good to me. Feel free to merge.
Cool, thanks for implementing this! |
Submission Checklist
Summary
This PR adds an option to the
$loo()
method:moment_match
, which enables the use of a moment-matching correction for any problematic observations: https://mc-stan.org/loo/articles/loo2-moment-matching.htmlCopyright and Licensing
Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Andrew Johnson
By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses: