[R-pkg-team] Bug#898693: ITP: r-cran-loo -- GNU R leave-one-out cross-validation and WAIC for Bayesian models

Andreas Tille tille at debian.org
Tue May 15 10:00:23 BST 2018


Package: wnpp
Severity: wishlist
Owner: Andreas Tille <tille at debian.org>

* Package name    : r-cran-loo
  Version         : 2.0.0
  Upstream Author : Aki Vehtari,
* URL             : https://cran.r-project.org/package=loo
* License         : GPL-3+
  Programming Lang: GNU R
  Description     : GNU R leave-one-out cross-validation and WAIC for Bayesian models
 Efficient approximate leave-one-out cross-validation (LOO) for Bayesian
 models fit using Markov chain Monte Carlo. The approximation uses Pareto
 smoothed importance sampling (PSIS), a new procedure for regularizing
 importance weights. As a byproduct of the calculations, it is possible
 as well to obtain approximate standard errors for estimated predictive
 errors and for the comparison of predictive errors between models. The
 package also provides methods for using stacking and other model
 weighting techniques to average Bayesian predictive distributions.

Remark: This package is maintained by Debian R Packages Maintainers at
   https://salsa.debian.org/r-pkg-team/r-cran-loo
This package belongs to a set of dependencies for r-cran-brms which is
needed to upgrade r-cran-emmeans to the latest upstream version.



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