stan-dev / stan-dev/loo

Add R2

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#201 6 comments 0 reactions 0 assignees View on GitHub

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Dominant language
R
Stars
157
Forks
38
Avg merge
4d 16h
Merged PRs (30d)
2

Description

It would be nice if the loo objects weren't hardcoded to use elpd. For a study I wanted to include rmse and R2 and had to build fake loo objects in order to use the loo_compare functionality. Code is here.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Read the linked R/loo_handler.R example and trace the loo_compare entry point to see where loo objects are assumed to use elpd. Done means loo_compare can work with RMSE and R2-based objects without requiring fake loo objects.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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