https://github.com/avehtari/PSIS
My working Python notebook can be found at: https://github.com/detcitty/loo/blob/master/tests/loo_notebook.ipynb
Once I was able to compile the loo example from Andrew et al.'s R vignette of the loo package, I was getting a runtime error:
"
/Users/detcitty/Documents/Stan/loo/loo/loo.py:230: FutureWarning: elementwise comparison failed; returning scalar instead, but in the future will perform elementwise comparison
elif sort == 'in-place':
/Users/detcitty/Documents/Stan/loo/loo/loo.py:248: VisibleDeprecationWarning: using a non-integer number instead of an integer will result in an error in the future
bs /= 3 * x[sort[np.floor(n/4 + 0.5) - 1]]
"
Line 246 in the loo.py module is the point at which the program throws the warning.
I've tested the code on Python 2.7 and 3.5. I was given the warning both times. I'm using a Mac OS X 10.10
-Devin
-Devin
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The small data examples in the paper http://arxiv.org/abs/1507.04544 would be good as they are fast to run, and you can also test that you get similar khat values (as these examples are known to produce also large khat values).
Aki