I am currently running some posterior predictive checks on a model I’ve fitted using brms+cmdstanr. For analyzing some of the ppc_loo and ppc_km outputs, I tried to create my psis object in order too retrieve the weights and psis values. However, when running the loo() function with the save_psis argument, the psis-object output remains NULL.
> loo_max <- loo(lognormal_max, save_psis = TRUE)
> loo_max$psis_object
NULL
All other outputs (estimates, pareto_k, n_eff, elpd_loo, looic etc) are displayed correctly, its only the psis_object that is not created. Is there anything obvious I am missing?
Other possibly useful infos:
- fedora 35
- brms version 2.16
- loo version 2.4.1
Really scratching my head right now, looking forward to your answers.
Best,
Tarotis