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loo v2.2.0

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@jgabry jgabry released this 19 Dec 16:13
· 524 commits to master since this release
v2.2.0
b2fd544

loo 2.2.0

See release notes below or at mc-stan.org/loo/news.

(GitHub issue/PR number in parentheses)

  • Added Mans Magnusson (@MansMeg) as a coauthor.

  • New functions loo_subsample() and loo_approximate_posterior() (and new
    vignette) for doing PSIS-LOO with large data. (#113)

  • Added support for standard importance sampling and truncated importance
    sampling (functions sis() and tis()). (#125)

  • compare() now throws a deprecation warning suggesting loo_compare(). (#93)

  • A smaller threshold is used when checking the uniqueness of tail values. (#124)

  • For WAIC, warnings are only thrown when running waic() and not when printing
    a waic object. (#117, @mcol)

  • Use markdown syntax in roxygen documentation wherever possible. (#108)

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