1- # loo 2.6.0.9000
1+ # loo 2.7.0
22
33### Major changes
44
5- * Use of new sample size specific diagnostic threshold for Pareto ` k ` . The pre-2022 version
5+ * __ New sample size specific diagnostic threshold for Pareto ` k ` __ . The pre-2022 version
66of the [ PSIS paper] ( https://arxiv.org/abs/1507.02646 ) recommended diagnostic
77thresholds of
88` k < 0.5 "good" ` , ` 0.5 <= k < 0.7 "ok" ` ,
@@ -23,9 +23,9 @@ default 4000 posterior draws, the `0.7` threshold will be roughly the same, but
2323there will be fewer warnings as there will be no diagnostic message for `0.5 <=
2424k < 0.7`. Those who use smaller sample sizes may see diagnostic messages with a
2525threshold less than ` 0.7 ` , and they can simply increase the sample size to about
26- ` 2200 ` to get the threshold to ` 0.7 ` .
26+ ` 2200 ` to get the threshold to ` 0.7 ` .
2727
28- * There are no more warnings if the ` r_eff ` argument is not provided , and the
28+ * __ No more warnings if the ` r_eff ` argument is not provided __ , and the
2929default is now ` r_eff = 1 ` . The summary print output showing MCSE and ESS now
3030shows diagnostic information on the range of ` r_eff ` . The change was made to
3131reduce unnecessary warnings. The use of ` r_eff ` does not change the expected
@@ -35,8 +35,25 @@ only when MCSE and ESS values are shown.
3535
3636### Other changes
3737
38- * ` E_loo ` now allows ` type="sd" ` .
39- * Fix bug in ` E_loo ` when ` type=variance ` .
38+ * Make Pareto ` k ` Inf if it is NA by @topipa in #224
39+ * Fix bug in ` E_loo() ` when type is variance by @jgabry in #226
40+ * ` E_loo() ` now allows ` type="sd" ` by @jgabry in #226
41+ * update array syntax in vignettes by @jgabry in #229
42+ * Fix unbalanced knitr backticks by @jgabry in #232
43+ * include cc-by 4.0 license for documentation by @jgabry in #216
44+ * Add order statistic warning by @yannmclatchie in #230
45+ * ` pointwise() ` convenience function for extracting pointwise estimates by @jgabry in #241
46+ * use new ` k ` threshold by @avehtari in #235
47+ * simplify ` mcse_elpd ` using log-normal approximation by @avehtari in #246
48+ * show NA for ` n_eff/ESS ` if ` k > k_threshold ` by @avehtari in #248
49+ * improved ` E_loo() ` Pareto-k diagnostics by @avehtari in #247
50+ * Doc improvement in ` loo_subsample.R ` by @avehtari in #238
51+ * Fix typo and deprecations in LFO vignette by @jgabry in #244
52+ * Register internal S3 methods by @jgabry in #239
53+ * Avoid R cmd check NOTEs about some internal functions by @jgabry in #240
54+ * fix R cmd check note due to importance_sampling roxygen template by @jgabry in #233
55+ * fix R cmd check notes by @jgabry in #242
56+
4057
4158
4259# loo 2.6.0
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