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Enable loo with moment matching #33

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jsocolar opened this issue Sep 12, 2021 · 1 comment
Open

Enable loo with moment matching #33

jsocolar opened this issue Sep 12, 2021 · 1 comment
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@jsocolar
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@jsocolar jsocolar added the feature New feature or request label Sep 12, 2021
@jsocolar jsocolar added this to the future milestone Sep 12, 2021
@jsocolar
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Ok @SimonCMills, I think we might have a path forward here. As of cmdstanr 0.6.0 moment-matching is available in the $loo() method (i.e., fit$loo(moment_match = TRUE)). That means that if we can form the desired log-likelihood matrix in generated quantities during model fitting, we can loo with moment matching.

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