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Merge ec39aaf into a69414b
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jgabry authored Jan 22, 2024
2 parents a69414b + ec39aaf commit a16f87e
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2 changes: 1 addition & 1 deletion DESCRIPTION
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Expand Up @@ -53,5 +53,5 @@ Suggests:
VignetteBuilder: knitr
Encoding: UTF-8
SystemRequirements: pandoc (>= 1.12.3), pandoc-citeproc
RoxygenNote: 7.2.3
RoxygenNote: 7.3.0
Roxygen: list(markdown = TRUE)
9 changes: 9 additions & 0 deletions NAMESPACE
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Expand Up @@ -5,9 +5,15 @@ S3method("[",loo)
S3method("[[",loo)
S3method(E_loo,default)
S3method(E_loo,matrix)
S3method(E_loo_khat,default)
S3method(E_loo_khat,matrix)
S3method(ap_psis,array)
S3method(ap_psis,default)
S3method(ap_psis,matrix)
S3method(as.psis_loo,psis_loo)
S3method(as.psis_loo,psis_loo_ss)
S3method(as.psis_loo_ss,psis_loo)
S3method(as.psis_loo_ss,psis_loo_ss)
S3method(crps,matrix)
S3method(crps,numeric)
S3method(dim,importance_sampling)
Expand Down Expand Up @@ -50,6 +56,7 @@ S3method(print,psis_loo)
S3method(print,psis_loo_ap)
S3method(print,stacking_weights)
S3method(print,waic)
S3method(print_dims,elpd_generic)
S3method(print_dims,importance_sampling)
S3method(print_dims,importance_sampling_loo)
S3method(print_dims,kfold)
Expand All @@ -59,6 +66,8 @@ S3method(print_dims,waic)
S3method(psis,array)
S3method(psis,default)
S3method(psis,matrix)
S3method(psis_n_eff,default)
S3method(psis_n_eff,matrix)
S3method(relative_eff,"function")
S3method(relative_eff,array)
S3method(relative_eff,default)
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4 changes: 2 additions & 2 deletions R/E_loo.R
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Expand Up @@ -240,11 +240,11 @@ E_loo.matrix <-
E_loo_khat <- function(x, psis_object, log_ratios, ...) {
UseMethod("E_loo_khat")
}

#' @export
E_loo_khat.default <- function(x, psis_object, log_ratios, ...) {
.E_loo_khat_i(x, log_ratios, attr(psis_object, "tail_len"))
}

#' @export
E_loo_khat.matrix <- function(x, psis_object, log_ratios, ...) {
tail_lengths <- attr(psis_object, "tail_len")
sapply(seq_len(ncol(x)), function(i) {
Expand Down
4 changes: 4 additions & 0 deletions R/effective_sample_sizes.R
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Expand Up @@ -170,6 +170,8 @@ relative_eff.importance_sampling <- function(x, ...) {
psis_n_eff <- function(w, ...) {
UseMethod("psis_n_eff")
}

#' @export
psis_n_eff.default <- function(w, r_eff = NULL, ...) {
ss <- sum(w^2)
if (is.null(r_eff)) {
Expand All @@ -179,6 +181,8 @@ psis_n_eff.default <- function(w, r_eff = NULL, ...) {
stopifnot(length(r_eff) == 1)
1 / ss * r_eff
}

#' @export
psis_n_eff.matrix <- function(w, r_eff = NULL, ...) {
ss <- colSums(w^2)
if (is.null(r_eff)) {
Expand Down
2 changes: 1 addition & 1 deletion R/elpd.R
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Expand Up @@ -65,7 +65,7 @@ elpd_object <- function(pointwise, dims) {
class = c("elpd_generic", "loo")
)
}

#' @export
print_dims.elpd_generic <- function(x, ...) {
cat(
"Computed from",
Expand Down
7 changes: 4 additions & 3 deletions R/loo_subsample.R
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Expand Up @@ -884,11 +884,11 @@ psis_loo_ss_object <- function(x,
as.psis_loo_ss <- function(x) {
UseMethod("as.psis_loo_ss")
}

#' @export
as.psis_loo_ss.psis_loo_ss <- function(x) {
x
}

#' @export
as.psis_loo_ss.psis_loo <- function(x) {
class(x) <- c("psis_loo_ss", class(x))
x$estimates <- cbind(x$estimates, matrix(0, nrow = nrow(x$estimates)))
Expand All @@ -913,10 +913,11 @@ as.psis_loo <- function(x) {
UseMethod("as.psis_loo")
}

#' @export
as.psis_loo.psis_loo <- function(x) {
x
}

#' @export
as.psis_loo.psis_loo_ss <- function(x) {
if (x$loo_subsampling$data_dim[1] == nrow(x$pointwise)) {
x$estimates <- x$estimates[, 1:2]
Expand Down
37 changes: 35 additions & 2 deletions man/loo-package.Rd

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6 changes: 4 additions & 2 deletions man/loo_approximate_posterior.Rd

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17 changes: 8 additions & 9 deletions man/loo_compare.Rd

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24 changes: 16 additions & 8 deletions man/loo_subsample.Rd

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2 changes: 1 addition & 1 deletion man/update.psis_loo_ss.Rd

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