I am trying to compare several bayesian models with loo as suggested in the rstanarm vignettes. For one of the models, I do get following warning:
loo3 <- loo(fitACRB_3) Warning message: Found 4 observation(s) with a pareto_k > 0.7. We recommend calling 'loo' again with argument 'k_threshold = 0.7' in order to calculate the ELPD without the assumption that these observations are negligible. This will refit the model 4 times to compute the ELPDs for the problematic observations directly.
As adviced by the warning message, I specified the k_threshold, but get following error:
tt <- loo(fitACRB_3,k_threshold = 0.7) 4 problematic observation(s) found. Model will be refit 4 times. Fitting model 1 out of 4 (leaving out observation 520) Error in rep(TRUE, nrow(d) - length(omitted)) : invalid 'times' argument
Does anyone know what is going wrong? I assume it has to do with my data, as I am not receiving this error with the examples specified in the vignette. I can mail the data, if needed.