# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "loo" in publications use:' type: software title: 'loo: Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models' version: 2.8.0.9000 identifiers: - type: doi value: 10.32614/CRAN.package.loo - type: url value: https://discourse.mc-stan.org abstract: Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo, as described in Vehtari, Gelman, and Gabry (2017) . The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions. authors: - family-names: Vehtari given-names: Aki email: Aki.Vehtari@aalto.fi - family-names: Gabry given-names: Jonah email: jsg2201@columbia.edu - family-names: Magnusson given-names: Måns - family-names: Yao given-names: Yuling - family-names: Bürkner given-names: Paul-Christian - family-names: Paananen given-names: Topi - family-names: Gelman given-names: Andrew preferred-citation: type: generic title: 'loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models' authors: - name: anonymous year: '2024' notes: R package version 2.8.0.9000 url: https://mc-stan.org/loo/ repository: https://stan-dev.r-universe.dev repository-code: https://github.com/stan-dev/loo commit: 6e7001e35bf74f9829ba9ab0618c1e860c7d7d94 url: https://mc-stan.org/loo/ date-released: '2024-07-03' contact: - family-names: Gabry given-names: Jonah email: jsg2201@columbia.edu references: - type: article title: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC authors: - family-names: Vehtari given-names: Aki - family-names: Gelman given-names: Andrew - family-names: Gabry given-names: Jonah year: '2017' journal: Statistics and Computing volume: '27' issue: '5' doi: 10.1007/s11222-016-9696-4 start: '1413' end: '1432' - type: article title: Using stacking to average Bayesian predictive distributions authors: - family-names: Yao given-names: Yuling - family-names: Vehtari given-names: Aki - family-names: Simpson given-names: Daniel - family-names: Gelman given-names: Andrew year: '2017' journal: Bayesian Analysis doi: 10.1214/17-BA1091