loo_predictive_metric and loo_crps could accept psis objects to reduce computation
jgabry opened this issue · comments
If the user already has a psis object then loo_predictive_metric
and loo_[s]crps
could use that object instead of rerunning psis internally (similar to what E_loo
already does, except in this case it would be optional). If no psis object is provided then they could compute it as they do now. @LeeviLindgren @avehtari what do you think? (This doesn't need to be done right now, it could be for the next release after this one.)
I prefer the behavior in different functions to be consistent, so if E_loo does that then it would be good to have in other functions, too
Agreed, makes sense