K-fold Predictive Measure

Usage

kfold_pred_measure(
  y = NULL,
  ypred = NULL,
  mupred = NULL,
  ylp = NULL,
  ylp_insample = NULL,
  fold_id = NULL,
  predperf = NULL,
  measure = .pred_measure_choices(),
  group_ids = NULL,
  model_name = NULL
)

Arguments

y: vector of observed values (n)
ypred: matrix of posterior predictive draws (S x n)
mupred: matrix of posterior point predictions (S x n)
ylp: matrix of pointwise log predictive densities (S x n)
ylp_insample: optional matrix of in-sample pointwise log predictive densities (S x n), used for effective number of parameters in out-of-sample settings
fold_id: vector of fold ids (required for k-fold wrappers)
predperf: existing predictive measure object to update/accumulate additional metrics
measure: predictive metric to compute
group_ids: optional grouping ids
model_name: optional model label stored in metadata

Value

Placeholder