Diff of /man/kfold.hsstan.Rd [000000] .. [ede2d4]

Switch to side-by-side view

--- a
+++ b/man/kfold.hsstan.Rd
@@ -0,0 +1,69 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/stan.R
+\name{kfold.hsstan}
+\alias{kfold.hsstan}
+\alias{kfold}
+\title{K-fold cross-validation}
+\usage{
+\method{kfold}{hsstan}(
+  x,
+  folds,
+  chains = 1,
+  store.fits = TRUE,
+  cores = getOption("mc.cores", 1),
+  ...
+)
+}
+\arguments{
+\item{x}{An object of class \code{hsstan}.}
+
+\item{folds}{Integer vector with one element per observation indicating the
+cross-validation fold in which the observation should be withdrawn.}
+
+\item{chains}{Number of Markov chains to run. By default this is set to 1,
+independently of the number of chains used for \code{x}.}
+
+\item{store.fits}{Whether the fitted models for each fold should be stored
+in the returned object (\code{TRUE} by default).}
+
+\item{cores}{Number of cores to use for parallelization (the value of
+\code{options("mc.cores")} by default). The cross-validation folds will
+be distributed to the available cores, and the Markov chains for each
+model will be run sequentially.}
+
+\item{...}{Further arguments passed to \code{\link[rstan:stanmodel-method-sampling]{rstan::sampling()}}.}
+}
+\value{
+An object with classes \code{kfold} and \code{loo} that has a similar structure as the
+objects returned by \code{\link[=loo]{loo()}} and \code{\link[=waic]{waic()}} and is compatible with the
+\code{\link[loo]{loo_compare}} function for
+comparing models. The object contains the following fields:
+\item{estimates}{a matrix containing point estimates and standard errors of
+the expected log pointwise predictive density ("elpd_kfold"),
+the effective number of parameters ("p_kfold", always \code{NA}) and the
+K-fold information criterion "kfoldic" (which is \code{-2 * elpd_kfold},
+i.e., converted to the deviance scale).}
+\item{pointwise}{a matrix containing the pointwise contributions of
+"elpd_kfold", "p_kfold" and "kfoldic".}
+\item{fits}{a matrix with two columns and number of rows equal to the number
+of cross-validation folds. Column \code{fit} contains the fitted
+\code{hsstan} objects for each fold, and column \code{test.idx} contains
+the indices of the withdrawn observations for each fold. This is not
+present if \code{store.fits=FALSE}.}
+\item{data}{the dataset used in fitting the model (before withdrawing
+observations). This is not present if \code{store.fits=FALSE}.}
+}
+\description{
+Perform K-fold cross-validation using the same settings used when fitting
+the model on the whole data.
+}
+\examples{
+\donttest{
+\dontshow{utils::example("hsstan", echo=FALSE)}
+# continued from ?hsstan
+# only 2 folds for speed of example
+folds <- rep(1:2, length.out=length(df$Y))
+cv.biom <- kfold(hs.biom, folds=folds, cores=2)
+}
+
+}