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3- ## Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation.
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5- ### Purpose
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8+ ### Purpose of this package
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710This Julia package implements Pareto smoothed importance sampling (PSIS) and
811PSIS leave-one-out cross-validation based on the [ Matlab package called ` PSIS ` by Aki Vehtari] ( https://github.com/avehtari/PSIS.git ) .
@@ -62,3 +65,10 @@ The corresponding R code can be found in [R package called
6265- Jin Zhang & Michael A. Stephens (2009) A New and Efficient
6366 Estimation Method for the Generalized Pareto Distribution,
6467 Technometrics, 51:3, 316-325, DOI: 10.1198/tech.2009.08017
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70+ [ CI-build ] : https://github.com/goedman/PSIS.jl/workflows/CI/badge.svg?branch=master
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72+ [ issues-url ] : https://github.com/goedman/PSIS.jl/issues
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74+ [ project-status-img ] : https://img.shields.io/badge/lifecycle-wip-orange.svg
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