WardBrian/scikit-stan

Allow outputting log-likelihood as a generated quantitiy

WardBrian opened this issue · 2 comments

Useful for using arviz.loo

See the R loo documentation

That would be super cool. Is this going to be optional? If not, it's reasonably high overhead regenerating the log_lik values in generated quantities, which is still faster than generating as transformed parameter and adding the log likelihoods to target.

It is pretty easy to add a flag to disable this yes. Using standalone generated quantities it should even be possible to have a model which is fit without it enabled and then later enable it.