LOOComparison

Comparison of two PSIS-LOO results on the same data.

Usage

Source

LOOComparison(
    elpd_diff,
    se_diff,
)

Attributes

elpd_diff: float

Difference in ELPD_LOO: result1.elpd_loo - result2.elpd_loo. Positive means result1 is preferred; negative means result2.

se_diff: float

Standard error of elpd_diff, computed from the pointwise differences using sqrt(n * var(pointwise1 - pointwise2)).