loo_subsample function

Efficient approximate leave-one-out cross-validation (LOO) using subsampling, so that less costly and more approximate computation is made for all LOO-fold, and more costly and accurate computations are made only for m<N LOO-folds.

  • Maintainer: Jonah Gabry
  • License: GPL (>= 3)
  • Last published: 2024-07-03