t}(m)} - y^{\textrm{test}},
\end{eqnarray*}\]</span> where <span class="math display">\[
\hat{y}^{\textrm{test}(m)}
\sim p(y \mid x^{\textrm{test}}, x^{\textrm{train}},
y^{\textrm{train}}).
\]</span> This just calculates error; taking absolute value or squaring will compute absolute error and mean square error. Note that the absolute value and square operation should <em>not</em> be done within the Stan program because neither is a linear function and the result of averaging squares is not the same as squar