i ran pp_average() with “loo2”. For me, its not clear which exact method is represented by loo2. In the package brms, loo2 refers to loo_model_weights in the package loo. Taking a look at this package, several choices are listed e.g. “stacking”, “pseudobma” named in the paper of Yao et. al. (2018)*. The authors further refer to Pseudo-BMA+ (AIC type weighting using Bayesian Bootstrap and the expected log predictive density).
Which method does loo2 stand for? Do I have to specify this further in the pp_average() function?
- Yao, Vehtari, Simpson & Gelman (2018): Using Stacking to Average Bayesian Predictive Distributions