Compute PSIS-LOO from a Log-Likelihood Matrix

This function supports deterministic tests and advanced workflows that already possess pointwise log-likelihood draws.

Usage

compute_psis_loo_from_log_lik(
  log_lik,
  chain_id = NULL,
  cores = 1L,
  save_psis = TRUE
)

Arguments

log_lik

Matrix with posterior draws in rows and observations in columns.

chain_id

Optional chain identifier for each row.

cores

Number of cores.

save_psis

Whether to retain the PSIS object.

Value

A gp3bayes_psis_loo.