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loo v2.6.0

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@jgabry jgabry released this 31 Mar 13:08
· 149 commits to master since this release

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(), and loo_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 with loo_compare(). (#217)