Previous version of {loo} had the option to show full ELPD info for the compared models, but this is now lost:
library(loo)
#> Warning: package 'loo' was built under R version 4.5.3
#> This is loo version 2.9.0.9000
#> - Online documentation and vignettes at mc-stan.org/loo
#> - As of v2.0.0 loo defaults to 1 core but we recommend using as many as possible. Use the 'cores' argument or set options(mc.cores = NUM_CORES) for an entire session.
#> - Windows 10 users: loo may be very slow if 'mc.cores' is set in your .Rprofile file (see https://github.com/stan-dev/loo/issues/94).
LL <- example_loglik_array()
loo1 <- loo(LL) # should be worst model when compared
loo2 <- loo(LL + 1) # should be second best model when compared
loo3 <- loo(LL + 2) # should be best model when compared
comp <- loo_compare(loo1, loo2, loo3)
All the info is there, but not shown in print:
names(comp)
#> [1] "model" "elpd_diff" "se_diff" "p_worse" "diag_diff"
#> [6] "diag_elpd" "elpd_loo" "se_elpd_loo" "p_loo" "se_p_loo"
#> [11] "looic" "se_looic"
print(comp, simplify = FALSE)
#> model elpd_diff se_diff p_worse diag_diff diag_elpd
#> model3 0.0 0.0 NA
#> model2 -32.0 0.0 1.00 N < 100
#> model1 -64.0 0.0 1.00 N < 100
#>
#> Diagnostic flags present.
#> See ?`loo-glossary` (sections `diag_diff` and `diag_elpd`)
#> or https://mc-stan.org/loo/reference/loo-glossary.html.
Created on 2026-06-06 with reprex v2.1.1
Previous version of {loo} had the option to show full ELPD info for the compared models, but this is now lost:
All the info is there, but not shown in print:
Created on 2026-06-06 with reprex v2.1.1