Compute a LOO-adjusted R-squared for regression models

# S3 method for brmsfit
loo_R2(
  object,
  resp = NULL,
  summary = TRUE,
  robust = FALSE,
  probs = c(0.025, 0.975),
  ...
)

Arguments

object: An object of class brmsfit.
resp: Optional names of response variables. If specified, predictions are performed only for the specified response variables.
summary: Should summary statistics be returned instead of the raw values? Default is TRUE.
robust: If FALSE (the default) the mean is used as the measure of central tendency and the standard deviation as the measure of variability. If TRUE, the median and the median absolute deviation (MAD) are applied instead. Only used if summary is TRUE.
probs: The percentiles to be computed by the quantile function. Only used if summary is TRUE.
...: Further arguments passed to posterior_epred and log_lik, which are used in the computation of the R-squared values.

Value

If summary = TRUE, an M x C matrix is returned (M = number of response variables and c = length(probs) + 2) containing summary statistics of the LOO-adjusted R-squared values. If summary = FALSE, the posterior draws of the LOO-adjusted R-squared values are returned in an S x M matrix (S is the number of draws).

Examples

if (FALSE) {
fit <- brm(mpg ~ wt + cyl, data = mtcars)
summary(fit)
loo_R2(fit)

# compute R2 with new data
nd <- data.frame(mpg = c(10, 20, 30), wt = c(4, 3, 2), cyl = c(8, 6, 4))
loo_R2(fit, newdata = nd)
}