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Improve floating point accuracy
- #395
#395
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avehtari
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Improve floating point accuracy
#395
avehtari
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stan-dev/loo:master
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Commits
Commits on Sep 12, 2026
fix: stabilize MCSE calculation
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fix: stabilize weighted variance calculations
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fix: stabilize subsampling square differences
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fix: stabilize PSIS tail differences
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fix: stabilize stacking gradient calculation
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Commits on Sep 13, 2026
refactor: move new helper functions to helpers.R
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Commits on Sep 14, 2026
fix: handle equal infinite PSIS values
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fix: handle equal infinite stacking terms
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fix: pass log-scale ELPD to moment matching MCSE
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fix: handle infinite log inputs
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fix: retain tiny positive MCSE deviations
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perf: vectorize mcse_elpd and cheapen log-ratio validation
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fix: propagate missing values through exp_diff_over_exp
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fix: report -Inf log-likelihood errors in terms of the loo() input
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docs: note the normalized-weight assumption in the two-pass variances
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style: match the surrounding blank-line spacing in the new tests
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test: name the importance sampling method in the -Inf log-ratio tests
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