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loo v2.4.0

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@jgabry jgabry released this 05 Dec 01:44
· 269 commits to master since this release

Bug fixes

  • Fixed a bug in relative_eff.function() that caused an error on Windows when
    using multiple cores. (#152)

  • Fixed a potential numerical issue in loo_moment_match() with split=TRUE. (#153)

  • Fixed potential integer overflow with loo_moment_match(). (#155, @ecmerkle)

  • Fixed relative_eff() when used with a posterior::draws_array. (#161, @rok-cesnovar)

New features

  • New generic function elpd() (and methods for matrices and arrays) for
    computing expected log predictive density of new data or log predictive density
    of observed data. A new vignette demonstrates using this function when doing
    K-fold CV with rstan. (#159, @bnicenboim)