Compute forecast assessments for model at a single held-out point.

Compute forecast assessments for model at a single held-out point.

Usage

held_out_metrics(fit, sf, i, S = 1000)

Arguments

fit

Fitted model.

sf

A simple features object with some geometry.

i

The index (in 1:nrow(sf)) of the held-out point.

S

The number of Monte Carlo samples to draw from the approximate posterior.