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Compute PSIS-LOO for a gp3bayes Fit

Usage

compute_psis_loo(
  fit,
  moment_match = FALSE,
  reloo = FALSE,
  cores = 1L,
  save_psis = TRUE
)

Arguments

fit

A gp3bayes fit or brmsfit.

moment_match

Whether to request moment matching.

reloo

Whether to request exact refits for problematic observations.

cores

Number of cores.

save_psis

Whether to retain the PSIS object.

Value

A conservative gp3bayes_psis_loo result.