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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.
The text was updated successfully, but these errors were encountered:
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.The text was updated successfully, but these errors were encountered: