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explain "fast LOO" and "full LOO" in the docs, see
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fweber144 committed Jan 8, 2025
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14 changes: 8 additions & 6 deletions R/cv_varsel.R
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#' performed. See also section "Note" below.
#' @param nloo Only relevant if `cv_method = "LOO"` and `validate_search =
#' TRUE`. If `nloo > 0` is smaller than the number of all observations, full
#' LOO-CV is approximated by combining the fast LOO result for the selected
#' models and `nloo` leave-one-out searches using the difference estimator
#' with simple random sampling (SRS) without replacement (WOR) (Magnusson et
#' al., 2020). Smaller values lead to faster computation, but higher
#' uncertainty in the evaluation part. If `NULL`, all observations are used
#' (as by default).
#' LOO-CV (i.e., PSIS-LOO CV with `validate_search = TRUE` and with `nloo =
#' n` where `n` denotes the number of all observations) is approximated by
#' combining the fast (i.e., `validate_search = FALSE`) LOO result for the
#' selected models and `nloo` leave-one-out searches using the difference
#' estimator with simple random sampling (SRS) without replacement (WOR)
#' (Magnusson et al., 2020). Smaller `nloo` values lead to faster computation,
#' but higher uncertainty in the evaluation part. If `NULL`, all observations
#' are used (as by default).
#' @param K Only relevant if `cv_method = "kfold"` and if `cvfits` is `NULL`
#' (which is the case for reference model objects created by
#' [get_refmodel.stanreg()] or [brms::get_refmodel.brmsfit()]). Number of
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13 changes: 7 additions & 6 deletions man/cv_varsel.Rd

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