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# PSIS
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## Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation.
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| **Project Status** | **Build Status** |
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|:-------------------------------------------------------------------------------:|:-----------------------------------------------------------------------------------------------:|
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|![][project-status-img] | ![][CI-build] |
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### Purpose
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### Purpose of this package
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This Julia package implements Pareto smoothed importance sampling (PSIS) and
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PSIS leave-one-out cross-validation based on the [Matlab package called `PSIS` by Aki Vehtari](https://github.com/avehtari/PSIS.git).
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- Jin Zhang & Michael A. Stephens (2009) A New and Efficient
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Estimation Method for the Generalized Pareto Distribution,
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Technometrics, 51:3, 316-325, DOI: 10.1198/tech.2009.08017
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[CI-build]: https://github.com/goedman/PSIS.jl/workflows/CI/badge.svg?branch=master
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[issues-url]: https://github.com/goedman/PSIS.jl/issues
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[project-status-img]: https://img.shields.io/badge/lifecycle-wip-orange.svg

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