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Written by Aki Vehtari on 2024-10-01 at 12:47

The most recent brms CRAN version added support for loo_epred() and moment matching for LOO-CV predictions, which makes it easy to make, for example, predictive probability calibration plots using the LOO-CV predictions

rd<-reliabilitydiag(EMOS = loo_epred(fit), y = df$y)
autoplot(rd) +
  labs(x = "Predicted (LOO)", y = "Conditional event probabilities")

[#]Bayesian #rstats

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