Loo$psis_object is NULL despite saving psis

Interfaces brms
1

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

2

Dear Tarotis –

Did you ever solve this?

I am seeing something quite similar with a brms fit object. I specified save_psis=TRUE yet the psis_object is NULL.

3

Can you provide a minimal reproducible example to your problem?

4

I ended up getting side-tracked in the sense that I realized I did not need to actually do that analysis. I apologize for bringing something up and then just dropping it. It may be a while before I attack that particular data set again.