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Rel 0.1.0 - Renamed from PSIS.jl
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‎README.md‎

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# PSIS.jl: Pareto smoothed importance sampling.
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# ParetoSmoothedImportanceSampling.jl
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| **Project Status** | **Build Status** |
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This package implements model comparison methods as used and explained in StatisticalRethinking (chapter 7).
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The most important methods are *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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PSIS leave-one-out cross-validation based on the [Matlab package called `PSIS` by Aki Vehtari](https://github.com/avehtari/PSIS.git). The Julia translation has been done by @alvaro1101 (on Github).
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The Julia translation has been done by @alvaro1101 (on Github). Updates for Julia v1+, the new Pkg ecosystem and the inclusion of WAIC and pk utilities have been done by Rob J Goedman.
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Updates for Julia v1+, the new Pkg ecosystem and the addition of WAIC and pk utilities have been done by Rob J Goedman.
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The intention is that PSIS.jl will become part of the [StatisticalRethinking.jl](https://github.com/StatisticalRethinkingJulia/StatisticalRethinking.jl).
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ParetoSmoothedImportanceSampling.jl will become part of the [StatisticalRethinking.jl](https://github.com/StatisticalRethinkingJulia/StatisticalRethinking.jl).
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### Installation
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Once registered, PSIS.jl can be installed with:
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Once registered, ParetoSmoothedImportanceSampling.jl can be installed with:
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```
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Pkg.dev("PSIS")
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Pkg.dev("ParetoSmoothedImportanceSampling")
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```
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Usually I have only a few packages `permanently` installed, e.g.:
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```
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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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[CI-build]: https://github.com/StatisticalRethinkingJulia/ParetoSmoothedImportanceSampling.jl/workflows/CI/badge.svg?branch=master
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[issues-url]: https://github.com/goedman/PSIS.jl/issues
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[issues-url]: https://github.com/StatisticalRethinkingJulia/ParetoSmoothedImportanceSampling.jl/issues
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[project-status-img]: https://img.shields.io/badge/lifecycle-wip-orange.svg

‎examples/arsenic/demo_wells.jl‎

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using StatisticalRethinking
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using JSON
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using StanSample
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using PSIS
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using ParetoSmoothedImportanceSampling
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#using Statistics
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using Printf
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#using StatsPlots
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nt3 = read_samples(sm3)
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# Compute LOO and standard error
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log_likt = nt3.log_likt'
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kfcvs[cvitst[cvi]] = PSIS.logsumexp(log_likt) .- log(size(log_likt, 1))
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n_sam, n_obs = size(log_lik)
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kfcvs[cvitst[cvi]] =
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reshape(logsumexp(log_likt .- log(n_sam); dims=1), n_obs)
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end
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end
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‎examples/cars_waic/cars.jl‎

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using StatisticalRethinking, StanSample, PSIS, RDatasets
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using StatisticalRethinking, StanSample
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using ParetoSmoothedImportanceSampling, RDatasets
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df = RDatasets.dataset("datasets", "cars")
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‎examples/roaches/roaches.jl‎

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using StatisticalRethinking, StanSample, PSIS
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using Printf
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using StatisticalRethinking, StanSample
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using Printf, ParetoSmoothedImportanceSampling
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ProjDir = @__DIR__
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‎notebooks/cars.jl‎

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using InteractiveUtils
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# ╔═╡ b9fc511c-6007-11eb-0c6b-1f6871a40710
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using Pkg, DrWatson, PSIS
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using Pkg, DrWatson, ParetoSmoothedImportanceSampling
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# ╔═╡ 20d3ad36-6008-11eb-2f2a-d379b234b0e9
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begin

‎notebooks/roaches.jl‎

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using InteractiveUtils
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# ╔═╡ dcb4d418-5ec2-11eb-29d8-214f38b4d3ae
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using Pkg, DrWatson, PSIS
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using Pkg, DrWatson, ParetoSmoothedImportanceSampling
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# ╔═╡ c9e1486c-5e9f-11eb-08ed-671b762dd075
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begin

src/PSIS.jl renamed to src/ParetoSmoothedImportanceSampling.jl

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‎test/test_demo_wells.jl‎

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using StatisticalRethinking
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using JSON
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using StanSample
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using PSIS
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using ParetoSmoothedImportanceSampling
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#using Statistics
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using Printf
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#using StatsPlots

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