LOO refactoring and adding pred_measure feature#363
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This is how benchmark results would change (along with a 95% confidence interval in relative change) if 55b80cd is merged into master:
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Fixes #281
This PR is work in progress and the description will be refined over time.
Description
This PR is a larger project with the aim to refactor the loo package and to add new features related to a new
pred_measurefamily.In the course of refactoring this PR aims to address also the following PRs:
crpsfor insample/loo/kfold/test and have an interface toloo_comparepsis_objectbesides internal computation of psis_object.loo.functionshould not require ar_effargument #106: Handling ofr_effinloo.functionHow to navigate this PR
As this is a large, long-running PR it might help to first read through the supporting documents that explain the design, scope, and current status:
Acknowledgements
This work builds on an initial prototype of the new
pred_measurefeature implemented by @VisruthSK under guidance from @jgabry (see VisruthSK/loo-sandbox).