broom tidiers for loo objects

[jrnold]

It looks like there are already tidiers in the broom package for rstanarm and stanfit objects, but I didn't see any for loo objects. So I wrote some. I could submit these to broom or they could be included here.

augment.loo <- function(x, data = NULL, ...) {
  out <- as_tibble(x$pointwise)
  names(out) <- paste0(".", names(out))
  out$.pareto_k <- x$pareto_k
  if (!is.null(data)) {
    bind_cols(data, out)
  } else {
    out
  }
}

glance.loo <- function(x, ...) {
  out <- tibble::as_tibble(unclass(x[setdiff(names(x), c("pointwise", "pareto_k"))]))
  out$n <- attr(x, "log_lik_dim")[2]
  out$n_sims <- attr(x, "log_lik_dim")[1]
  out
}

tidy.loo <- function(x, ...) {
  elpd <- grep("^elpd_(loo|waic)$", names(x), value = TRUE)
  p <- grep("^p_(loo|waic)$", names(x), value = TRUE)
  ic <- grep("^(waic|looic)$", names(x), value = TRUE)
  tibble::tibble(
    param = c(elpd, p, ic),
    estimate = c(x[[elpd]], x[[p]], x[[ic]]),
    std.err = c(x[[paste0("se_", elpd)]],
                x[[paste0("se_", p)]],
                x[[paste0("se_", ic)]]))
}