StackingResult

Result of stacking weight optimization.

Usage

Source

StackingResult(
    weights,
    elpd_stacking,
    se_elpd_stacking,
    n_models,
    n_obs,
    method,
)

Attributes

weights: NDArray

Optimal stacking weights, shape (K,), summing to 1. Each weight is the contribution of the corresponding model to the predictive mixture.

elpd_stacking: float

Combined ELPD of the stacking mixture, summed over observations.

se_elpd_stacking: float

Approximate standard error of elpd_stacking.

n_models: int

Number of models in the comparison.

n_obs: int

Number of observations.

method: str

Whether the pointwise ELPD values came from "loo" or "waic".