Package jdistlib.inference

Class PsisLoo

java.lang.Object

jdistlib.inference.PsisLoo

public final class PsisLoo
extends Object

Pareto-smoothed importance-sampling leave-one-out cross-validation.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	PsisLoo.ExactLooFallback	Optional exact or refitted LOO calculation used when importance sampling is unreliable.
static final class	PsisLoo.Result

Method Summary

Modifier and Type	Method	Description
static PsisLoo.Result	compute(PointwiseLogLikelihoodDraws draws)
static PsisLoo.Result	compute(PointwiseLogLikelihoodDraws draws, PsisLoo.ExactLooFallback fallback)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

compute

public static PsisLoo.Result compute(PointwiseLogLikelihoodDraws draws)

compute

public static PsisLoo.Result compute(PointwiseLogLikelihoodDraws draws,
 PsisLoo.ExactLooFallback fallback)