[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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