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13 changes: 7 additions & 6 deletions R/E_loo.R
Original file line number Diff line number Diff line change
@@ -1,13 +1,14 @@
#' Compute weighted expectations
#'
#' The `E_loo()` function computes weighted expectations (means, variances,
#' quantiles) using the importance weights obtained from the
#' [PSIS][psis()] smoothing procedure. The expectations estimated by the
#' `E_loo()` function assume that the PSIS approximation is working well.
#' quantiles) using the importance weights obtained from the [PSIS][psis()]
#' smoothing procedure. The expectations estimated by the `E_loo()` function
#' assume that the PSIS approximation is working well.
#' **A small [Pareto k][pareto-k-diagnostic] estimate is necessary,
#' but not sufficient, for `E_loo()` to give reliable estimates.** Additional
#' diagnostic checks for gauging the reliability of the estimates are in
#' development and will be added in a future release.
#' but not sufficient, for `E_loo()` to give reliable estimates**. If the
#' `log_ratios` argument is provided, `E_loo()` also computes a function
#' specific Pareto k diagnostic, which must also be small for a reliable
#' estimate. See more details below.
#'
#' @export
#' @param x A numeric vector or matrix.
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13 changes: 7 additions & 6 deletions man/E_loo.Rd

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