Merge pull request #279 from stan-dev/moment-match-k_threshold-doc

loo_moment_match.R: fix doc for default k_threshold
stan-dev · Oct 16, 2024 · 4964220 · 4964220
2 parents ec687ff + 70beb4b
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diff --git a/R/loo_moment_matching.R b/R/loo_moment_matching.R
@@ -26,7 +26,7 @@
 #'   reached, there will be a warning, and increasing `max_iters` may improve
 #'   accuracy.
 #' @param k_threshold Threshold value for Pareto k values above which the moment
-#'   matching algorithm is used. The default value is `1 - 1 / log10(S)`,
+#'   matching algorithm is used. The default value is `min(1 - 1/log10(S), 0.7)`,
 #'   where `S` is the sample size.
 #' @param split Logical; Indicate whether to do the split transformation or not
 #'   at the end of moment matching for each LOO fold.

diff --git a/man/loo_model_weights.Rd b/man/loo_model_weights.Rd
diff --git a/man/loo_moment_match.Rd b/man/loo_moment_match.Rd