arviz-devs / arviz-devs/PosteriorStats.jl
Add PSIS-LFO CV
- Dominant language
- Julia
- Stars
- 11
- Forks
- 1
- PR merge metrics
- No merged PRs in 30d
Description
While it's possible to perform [PSIS-LFO CV](https://mc-stan.org/loo/articles/loo2-lfo.html) manually currently, I think it would be more convenient if there would be first-class support for it in PosteriorStats. Admittedly, I haven't thought about potential design (issues) in detail yet.
Ref: https://github.com/arviz-devs/arviz-stats/issues/177
Contributor guide
No contributing guide indexed for this repository
Research direction
Start by reading the linked PSIS-LFO CV article and the referenced arviz-devs/ArviZ issue. Work out the API and design requirements for first-class support, then confirm that the resulting functionality covers the manual workflow described in the issue.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Quiet
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100