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63 | 63 | #' \code{r_eff} argument to pass to the \pkg{loo} package. If \code{TRUE}, |
64 | 64 | #' \pkg{rstanarm} will call \code{\link[loo]{relative_eff}} to compute the |
65 | 65 | #' \code{r_eff} argument to pass to the \pkg{loo} package. If \code{FALSE} |
66 | | -#' (the default), we avoid computing \code{r_eff}, which can be very slow. The |
67 | | -#' reported ESS and MCSE estimates may be over-optimistic if the posterior |
68 | | -#' draws are far from independent. |
| 66 | +#' (the default), we avoid computing \code{r_eff}, which can be very slow. |
| 67 | +#' \code{r_eff} measures the amount of autocorrelation in MCMC draws, and is |
| 68 | +#' used to compute more accurate ESS and MCSE estimates for pointwise and |
| 69 | +#' total ELPDs. When \code{r_eff=FALSE}, the reported ESS and MCSE estimates |
| 70 | +#' may be over-optimistic if the posterior draws are far from independent. |
69 | 71 | #' @return The structure of the objects returned by \code{loo} and \code{waic} |
70 | 72 | #' methods are documented in detail in the \strong{Value} section in |
71 | 73 | #' \code{\link[loo]{loo}} and \code{\link[loo]{waic}} (from the \pkg{loo} |
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82 | 84 | #' distributional assumption and integrate over uncertainty in the parameters. |
83 | 85 | #' This only assumes that any one observation can be omitted without having a |
84 | 86 | #' major effect on the posterior distribution, which can be judged using the |
85 | | -#' diagnostic plot provided by the \code{\link[loo:pareto-k-diagnostic]{plot.loo}} method and the |
86 | | -#' warnings provided by the \code{\link[loo]{print.loo}} method (see the |
87 | | -#' \emph{How to Use the rstanarm Package} vignette for an example of this |
88 | | -#' process). |
| 87 | +#' diagnostic plot provided by the |
| 88 | +#' \code{\link[loo:pareto-k-diagnostic]{plot.loo}} method and the warnings |
| 89 | +#' provided by the \code{\link[loo]{print.loo}} method (see the \emph{How to |
| 90 | +#' Use the rstanarm Package} vignette for an example of this process). |
89 | 91 | #' |
90 | 92 | #' \subsection{How to proceed when \code{loo} gives warnings (k_threshold)}{ |
91 | 93 | #' The \code{k_threshold} argument to the \code{loo} method for \pkg{rstanarm} |
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117 | 119 | #' |
118 | 120 | #' @seealso |
119 | 121 | #' \itemize{ |
120 | | -#' \item The new \href{https://mc-stan.org/loo/articles/}{\pkg{loo} package vignettes} |
| 122 | +#' \item The \href{https://mc-stan.org/loo/articles/}{\pkg{loo} package vignettes} |
121 | 123 | #' and various \href{https://mc-stan.org/rstanarm/articles/}{\pkg{rstanarm} vignettes} |
122 | 124 | #' for more examples using \code{loo} and related functions with \pkg{rstanarm} models. |
123 | 125 | #' \item \code{\link[loo]{pareto-k-diagnostic}} in the \pkg{loo} package for |
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