Prints the summary of the leave-future-out cross-validation.
Usage
# S3 method for class 'lfo'
print(x, ...)
Examples
data.table::setDTthreads(1) # For CRAN
# \donttest{
# Please update your rstan and StanHeaders installation before running
# on Windows
if (!identical(.Platform$OS.type, "windows")) {
# This gives warnings due to the small number of iterations
suppressWarnings(lfo(gaussian_example_fit, L = 20))
}
#> Estimating model with 20 time points.
#> recompiling to avoid crashing R session
#> Estimating model with 22 time points.
#> Estimating model with 25 time points.
#> Estimating model with 26 time points.
#> Estimating model with 29 time points.
#>
#> Approximate LFO starting from time point 20
#> Model was re-estimated at time points 20, 22, 25, 26, 29 (Based on Pareto k threshold of 0.7)
#>
#> Estimated expected log predictive density (ELPD): -171.2103
#> Standard error estimate of the ELPD: 22.10947
# }