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Inconsistent documentation for k_threshold in loo_moment_match()? #275

@kthayashi

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@kthayashi

Apologies for opening two issues in a row. I think there may be a small inconsistency in the documentation for the k_threshold used by loo_moment_match() between the function documentation and moment matching vignette.

Function documentation:

#' @param k_threshold Threshold value for Pareto k values above which the moment
#' matching algorithm is used. The default value is `1 - 1 / log10(S)`,
#' where `S` is the sample size.

Vignette:

determines the Pareto $k$ threshold, above which moment matching is used. By
default, it operates on all observations whose Pareto $k$ value is larger than
the sample size ($S$) specific threshold $\min(1 - 1 / \log_{10}(S), 0.7)$ (which is $0.7$ for $S>2200$).

Should the function documentation be updated to say that the default value is min(1 - 1 / log10(S), 0.7)?

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