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#' Convenience function for extracting pointwise estimates
#'
#' @export
#' @param x A `loo` object, for example one returned by [loo()],
#' [loo_subsample()], [loo_approximate_posterior()], [loo_moment_match()], etc.
#' @param estimate Which pointwise estimate to return. By default all are
#' returned. The objects returned by the different functions ([loo()],
#' [loo_subsample()], etc.) have slightly different estimates available.
#' Typically at a minimum the estimates `elpd_loo`, `looic`, `mcse_elpd_loo`,
#' `p_loo`, and `influence_pareto_k` will be available, but there may be
#' others.
#' @param ... Currently ignored.
#' @return A vector of length equal to the number of observations.
#'
#' @examples
#' x <- loo(example_loglik_array())
#' pointwise(x, "elpd_loo")
#'
pointwise <- function(x, estimate, ...) {
UseMethod("pointwise")
}
#' @rdname pointwise
#' @export
pointwise.loo <- function(x, estimate, ...) {
stopifnot(is.character(estimate), length(estimate) == 1)
pw <- x$pointwise
if (is.null(pw)) {
stop("No pointwise estimates found.", call. = FALSE)
}
estimates <- colnames(pw)
if (!(estimate %in% estimates)) {
stop(
"'", estimate, "' not found.",
" Available estimates are: \n",
paste(shQuote(estimates), collapse=", ")
)
}
pw[, estimate]
}
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