Hi Stan-Community :),

first of all, thank you very much for this great software and the whole ecosystem around it!

Very helpful for researchers of all kind.

I have a question about the assumptions behind WAIC and LOO-CV.

Under what circumstances can these methods be used?

Especially I am interested if one can use these techniques in the case that the data is **independent but not identically distributed**.

Background:

- In my analysis, it is assumed to a good approximation, that the data points are
**independent**distributed. - However, the assumption of identically distributed data is
**not**valid! - An example for the used data can be seen here: example.pdf (22,4 KB)

I am grateful for any help!

Cheers,

Philipp