Merge pull request #346 from stan-dev/master

Update use-posterior-gpdfit branch

Author: VisruthSK

.Rbuildignore

@@ -12,12 +12,15 @@ man-roxygen/*
 tests/testthat/Rplots\.pdf
 ^data-raw$
 vignettes/loo2-lfo_cache/*
-vignettes/loo2-non-factorizable_cache/*
+vignettes/loo2-non-factorized_cache/*
 ^\.appveyor\.yml$
 ^\.codecov\.yml$
 .github/*
+.vscode/*
 ^\.github$
 ^vignettes/online-only$
 
 ^CRAN-SUBMISSION$
 ^release-prep\.R$
+^_pkgdown\.yml$
+^pkgdown$

.gitattributes

@@ -1,4 +1,6 @@
 * text=auto
 data/* binary
-src/* text=lf
-R/* text=lf
+src/* text eol=lf
+R/* text eol=lf
+*.rda binary
+

.github/dependabot.yml

@@ -0,0 +1,11 @@
+# To get started with Dependabot version updates, you'll need to specify which
+# package ecosystems to update and where the package manifests are located.
+# Please see the documentation for all configuration options:
+# https://docs.github.com/code-security/dependabot/dependabot-version-updates/configuration-options-for-the-dependabot.yml-file
+
+version: 2
+updates:
+  - package-ecosystem: "github-actions"
+    directory: "/" # Location of package manifests
+    schedule:
+      interval: "weekly"

.github/workflows/R-CMD-check.yaml

@@ -30,7 +30,7 @@ jobs:
       R_KEEP_PKG_SOURCE: yes
 
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v6
 
       - uses: r-lib/actions/setup-pandoc@v2
 

.github/workflows/pkgdown.yaml

@@ -0,0 +1,73 @@
+# Workflow derived from https://github.com/r-lib/actions/tree/v2/examples
+# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
+on:
+  # build dev site on merged pushes
+  push:
+    branches: [main, master]
+  # build full site on releases
+  release:
+    types: [published]
+  workflow_dispatch:
+
+name: pkgdown.yaml
+
+jobs:
+  pkgdown:
+    runs-on: ubuntu-latest
+    # Only restrict concurrency for non-PR jobs
+    concurrency:
+      group: pkgdown-${{ github.event_name != 'pull_request' || github.run_id }}
+      cancel-in-progress: true
+    env:
+      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+    permissions:
+      contents: write
+    steps:
+      - uses: actions/checkout@v6
+
+      - uses: r-lib/actions/setup-pandoc@v2
+
+      - uses: r-lib/actions/setup-r@v2
+        with:
+          use-public-rspm: true
+
+      - uses: r-lib/actions/setup-r-dependencies@v2
+        with:
+          extra-packages: |
+            any::pkgdown
+            local::.
+            any::bayesplot
+            any::BH
+            any::brms
+            any::ggplot2
+            any::rmarkdown
+            any::Rcpp
+            any::RcppEigen
+            any::RcppParallel
+            any::rstan
+            any::rstanarm
+            any::rstantools
+            any::spdep
+            any::StanHeaders
+            any::knitr
+            any::withr
+            stan-dev/pkgdown-config
+
+      - name: Build site
+        run: |
+          withr::with_envvar(
+            c("NOT_CRAN" = "true"), # this should already be set by setup-r@v2? keeping because vignettes don't build otherwise
+            pkgdown::build_site_github_pages(
+              lazy = FALSE, # change to TRUE if runner times out.
+              run_dont_run = TRUE,
+              new_process = TRUE
+            )
+          )
+        shell: Rscript {0}
+
+      - name: Deploy to GitHub pages 🚀
+        uses: JamesIves/github-pages-deploy-action@v4
+        with:
+          clean: false
+          branch: gh-pages
+          folder: docs

.github/workflows/test-coverage.yaml

@@ -7,7 +7,9 @@ on:
 
 name: test-coverage.yaml
 
-permissions: read-all
+permissions:
+  contents: read
+  id-token: write
 
 jobs:
   test-coverage:
@@ -16,7 +18,7 @@ jobs:
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
 
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v6
 
       - uses: r-lib/actions/setup-r@v2
         with:
@@ -34,17 +36,18 @@ jobs:
             clean = FALSE,
             install_path = file.path(normalizePath(Sys.getenv("RUNNER_TEMP"), winslash = "/"), "package")
           )
+          print(cov)
           covr::to_cobertura(cov)
         shell: Rscript {0}
 
-      - uses: codecov/codecov-action@v4
+      - uses: codecov/codecov-action@v6
         with:
-          # Fail if error if not on PR, or if on PR and token is given
+          # Fail if error if not on PR, or if on PR and token is given--dependabot is treated like fork
           fail_ci_if_error: ${{ github.event_name != 'pull_request' || secrets.CODECOV_TOKEN }}
-          file: ./cobertura.xml
-          plugin: noop
+          files: ./cobertura.xml
+          plugins: noop
           disable_search: true
-          token: ${{ secrets.CODECOV_TOKEN }}
+          use_oidc: true
 
       - name: Show testthat output
         if: always()
@@ -55,7 +58,7 @@ jobs:
 
       - name: Upload test results
         if: failure()
-        uses: actions/upload-artifact@v4
+        uses: actions/upload-artifact@v7
         with:
           name: coverage-test-failures
           path: ${{ runner.temp }}/package

CRAN-SUBMISSION

@@ -1,3 +1,3 @@
-Version: 2.8.0
-Date: 2024-07-03 16:27:12 UTC
-SHA: 23e68bf5fb8aa9d000358f3bbbf52cf7ee92a99c
+Version: 2.9.0
+Date: 2025-12-22 18:21:47 UTC
+SHA: fd95b46e4868019ff05034384f28f12960f69f33

DESCRIPTION

@@ -1,11 +1,11 @@
 Type: Package
 Package: loo
 Title: Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models
-Version: 2.8.0.9000
-Date: 2024-07-03
+Version: 2.9.0.9000
+Date: 2025-12-22
 Authors@R: c(
-    person("Aki", "Vehtari", , "Aki.Vehtari@aalto.fi", role = "aut"),
-    person("Jonah", "Gabry", , "jsg2201@columbia.edu", role = c("cre", "aut")),
+    person("Aki", "Vehtari", email = "Aki.Vehtari@aalto.fi", role = "aut"),
+    person("Jonah", "Gabry", email = "jgabry@gmail.com", role = c("cre", "aut")),
     person("Måns", "Magnusson", role = "aut"),
     person("Yuling", "Yao", role = "aut"),
     person("Paul-Christian", "Bürkner", role = "aut"),
@@ -14,9 +14,10 @@ Authors@R: c(
     person("Ben", "Goodrich", role = "ctb"),
     person("Juho", "Piironen", role = "ctb"),
     person("Bruno", "Nicenboim", role = "ctb"),
-    person("Leevi", "Lindgren", role = "ctb")
+    person("Leevi", "Lindgren", role = "ctb"),
+    person("Visruth", "Srimath Kandali", role = "ctb")
   )
-Maintainer: Jonah Gabry <jsg2201@columbia.edu>
+Maintainer: Jonah Gabry <jgabry@gmail.com>
 Description: Efficient approximate leave-one-out cross-validation (LOO)
     for Bayesian models fit using Markov chain Monte Carlo, as described
     in Vehtari, Gelman, and Gabry (2017) <doi:10.1007/s11222-016-9696-4>.
@@ -58,5 +59,5 @@ Config/testthat/start-first: loo_subsampling_cases, loo_subsampling
 Encoding: UTF-8
 LazyData: TRUE
 Roxygen: list(markdown = TRUE)
-RoxygenNote: 7.3.2
+RoxygenNote: 7.3.3
 SystemRequirements: pandoc (>= 1.12.3), pandoc-citeproc

NEWS.md

@@ -1,6 +1,23 @@
-# loo 2.8.0.9000
+# loo (development version)
+
+# loo 2.9.0
+
+* Avoid under and overflows in stacking by @avehtari in #273
+* Fix `kfold_split_stratified()` when a group has 1 observation by @jgabry in #278
+* Fix `plot_diagnostic(..., label_points = TRUE)` by @annariha in #288
+* Use testthat 3e and rely on posterior for ESS by @VisruthSK in #289
+* Fixed NAs in `psis_r_eff()`  by @VisruthSK in #301
+* Print unequal sample sizes in loo_compare by @VisruthSK in #307
+* New website theme and pkgdown workflow by @VisruthSK in #292
+* Small fix in `loo_model_weights()` doc by @avehtari in #276
+* loo_moment_match.R: fix doc for default k_threshold by @jgabry in #279
+* Update scrps reference and improve doc by @avehtari in #280
+* Fix url in vignette by @jgabry in #282
+* Update stacking citation in inst/CITATION by @jgabry in #284
+* Added contribution section. by @VisruthSK in #286
+* Update LOO uncertainty paper to use BA doi by @avehtari in #311
+* Update documentation for `E_loo()` function by @avehtari in #312
 
-Items for next release go here
 
 # loo 2.8.0
 

R/E_loo.R

@@ -1,13 +1,14 @@
 #' Compute weighted expectations
 #'
 #' The `E_loo()` function computes weighted expectations (means, variances,
-#' quantiles) using the importance weights obtained from the
-#' [PSIS][psis()] smoothing procedure. The expectations estimated by the
-#' `E_loo()` function assume that the PSIS approximation is working well.
+#' quantiles) using the importance weights obtained from the [PSIS][psis()]
+#' smoothing procedure. The expectations estimated by the `E_loo()` function
+#' assume that the PSIS approximation is working well.
 #' **A small [Pareto k][pareto-k-diagnostic] estimate is necessary,
-#' but not sufficient, for `E_loo()` to give reliable estimates.** Additional
-#' diagnostic checks for gauging the reliability of the estimates are in
-#' development and will be added in a future release.
+#' but not sufficient, for `E_loo()` to give reliable estimates**. If the
+#' `log_ratios` argument is provided, `E_loo()` also computes a function
+#' specific Pareto k diagnostic, which must also be small for a reliable
+#' estimate. See more details below.
 #'
 #' @export
 #' @param x A numeric vector or matrix.