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Effective Number of Parameters in kfold #460

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paul-buerkner opened this issue Aug 10, 2020 · 1 comment · Fixed by #462
Closed

Effective Number of Parameters in kfold #460

paul-buerkner opened this issue Aug 10, 2020 · 1 comment · Fixed by #462

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@paul-buerkner
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Summary:

Implement effective number of parameters in kfold.

Description:

@avehtari noted that neither rstanarm nor brms computed the effective number of parameters (2nd row in the loo estimates slot) in kfold. Since we couldn't think of a reason, why we shouldn't compute it, I added it to brms (https://github.com/paul-buerkner/brms/blob/master/R/kfold.R line 260 ff). This implementation could be used to quickly implement it in rstanarm as well.

@jgabry
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jgabry commented Aug 10, 2020

Thanks!

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