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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 55### Introduction
66
77These files implement Pareto smoothed importance sampling (PSIS) and
8- PSIS leave-one-out cross-validation for Julia base on the [ Matlab package called ` PSIS ` by Aki Vehtari] ( https://github.com/avehtari/PSIS.git )
8+ PSIS leave-one-out cross-validation for Julia base on the [ Matlab package called ` PSIS ` by Aki Vehtari] ( https://github.com/avehtari/PSIS.git ) .
9+
10+ ###Included functions
911
10- Included functions
11- ------------------
1212psisloo
1313 Pareto smoothed importance sampling leave-one-out log predictive densities.
1414
@@ -21,22 +21,17 @@ gpdfitnew
2121gpinv
2222 Inverse Generalised Pareto distribution function.
2323
24- sumlogs
25- Sum of vector where numbers are represented by their logarithms.
24+ logsumexp
25+ Sum of a vector where numbers are represented by their logarithms.
2626
27- References
28- ----------
29- Aki Vehtari, Andrew Gelman and Jonah Gabry (2015). Efficient implementation
30- of leave-one-out cross-validation and WAIC for evaluating fitted Bayesian
31- models. arXiv preprint arXiv:1507.04544.
27+ ### Acknowledgements
3228
33- Aki Vehtari and Andrew Gelman (2015). Pareto smoothed importance sampling.
34- arXiv preprint arXiv:1507.02646.
29+ The Julia translation has been done by ... ( @alvaro1101 on Github ),
3530
3631### Corresponding R code
3732
3833The corresponding R code can be found in [ R package called
39- `loo' ] ( https://github.com/stan-dev/loo ) which is also available in CRAN.
34+ ` loo ` ] ( https://github.com/stan-dev/loo ) which is also available in CRAN.
4035
4136### References
4237
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