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Julia implementation of Pareto-smoothed leave-one-out cross-validation (doi: 10.1007/s11222-016-9696-4). Intended to be just used as a dependency for HAMdetector.

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HAMdetector/Loo.jl

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Loo.jl

Julia implementation of Pareto-smoothed leave-one-out cross-validation (doi: 10.1007/s11222-016-9696-4). Intended to be just used as a dependency for HAMdetector.

Installation

  1. Start julia, switch into Pkg mode by typing ], run add https://github.com/HAMdetector/Loo.jl.git
  2. run test Loo in Pkg mode to run unit tests.

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Julia implementation of Pareto-smoothed leave-one-out cross-validation (doi: 10.1007/s11222-016-9696-4). Intended to be just used as a dependency for HAMdetector.

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