Leave-one-out cross-validation

The loo method for icfit objects. computes the approximate leave-one-out cross-validation using Pareto smoothed importance sampling (PSIS-LOO CV).

# S3 method for icfit
loo(X, ...)

# S3 method for iclist
loo(X, ...)

Arguments

X	Object of type icfit or iclist
...	Additional parameters used by rstan::loo.

Value

an object of class loo with the PSIS results.

See also

loo, loo