loo v2.6.0
New features
-
New
loo_predictive_metric()
function for computing estimates of leave-one-out
predictive metrics: mean absolute error, mean squared error and root mean
squared error for continuous predictions, and accuracy and balanced accuracy for
binary classification. (#202, @LeeviLindgren) -
New functions
crps()
,scrps()
,loo_crps()
, andloo_scrps()
for
computing the (scaled) continuously ranked probability score. (#203, @LeeviLindgren) -
New vignette "Mixture IS leave-one-out cross-validation for high-dimensional Bayesian models." This is a demonstration of the mixture estimators proposed by Silva and Zanella (2022). (#210)
Bug fixes
- Minor fix to model names displayed by
loo_model_weights()
to make them consistent withloo_compare()
. (#217)