Add Turing method for naive_lpd

Author: Closed-Limelike-Curves

src/NaiveLPD.jl

@@ -3,7 +3,7 @@ using Tullio
 
 
 """
-    naive_lpd()
+    naive_lpd(log_likelihood::AbstractArray{<:Real, 3})
 
 Calculate the naive (in-sample) estimate of the expected log probability density, otherwise
 known as the in-sample Bayes score. Not recommended for most uses.

src/TuringHelpers.jl

@@ -83,3 +83,15 @@ function psis(model::DynamicPPL.Model, chain::Chains, args...; kwargs...)
     log_ratios = pointwise_log_likelihoods(model, chain)
     return psis(-log_ratios, args...; kwargs...)
 end
+
+
+"""
+    naive_lpd(model::DynamicPPL.Model, chain::Chains, args...; kwargs...)
+
+Calculate the naive (in-sample) estimate of the log probability density, otherwise
+known as the Bayes score. Not recommended for most uses.
+"""
+function naive_lpd(model::DynamicPPL.Model, chain::Chains, args...; kwargs...)
+    log_ratios = pointwise_log_likelihoods(model, chain)
+    return naive_lpd(log_ratios, args...; kwargs...)
+end

test/tests/TuringTests.jl

@@ -92,4 +92,7 @@ using Distributions, Random, MCMCChains, Turing
     psis_output = psis(model(data), chain; r_eff=r_eff)
     @test isa(psis_output, Psis)
 
+    @test ParetoSmooth.naive_lpd(model(data), chain) ≈ 
+        psis_loo_output.estimates(:naive_est, :total)
+
 end