Merge pull request #355 from stan-dev/master

Update posterior pareto smooth tail branch

Author: VisruthSK

.Rbuildignore

@@ -24,3 +24,4 @@ vignettes/loo2-non-factorized_cache/*
 ^release-prep\.R$
 ^_pkgdown\.yml$
 ^pkgdown$
+^touchstone$

.github/workflows/touchstone-comment.yaml

@@ -0,0 +1,25 @@
+name: Continuous Benchmarks (Comment)
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.head_ref }}
+  cancel-in-progress: true
+
+on:
+  workflow_run:
+    workflows: ["Continuous Benchmarks (Receive)"]
+    types:
+      - completed
+
+jobs:
+  upload:
+    runs-on: ubuntu-latest
+    permissions:
+      actions: read
+      pull-requests: write
+      statuses: write
+    if: >
+      ${{ github.event.workflow_run.event == 'pull_request' }}
+    steps:
+      - uses: lorenzwalthert/touchstone/actions/comment@main
+        with:
+          GITHUB_TOKEN: ${{ github.token }}

.github/workflows/touchstone-receive.yaml

@@ -0,0 +1,43 @@
+name: Continuous Benchmarks (Receive)
+
+permissions:
+  contents: read
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.head_ref }}
+  cancel-in-progress: true
+
+on:
+  pull_request:
+
+jobs:
+  prepare:
+    runs-on: ubuntu-latest
+    outputs:
+      config: ${{ steps.read_touchstone_config.outputs.config }}
+    steps:
+      - name: Checkout repo
+        uses: actions/checkout@v6
+        with:
+          fetch-depth: 0
+
+      - id: read_touchstone_config
+        run: |
+          echo "config=$(jq -c . ./touchstone/config.json)" >> $GITHUB_OUTPUT
+
+  build:
+    needs: prepare
+    runs-on: ${{ matrix.config.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        config:
+          - ${{ fromJson(needs.prepare.outputs.config) }}
+    steps:
+      - name: Checkout repo
+        uses: actions/checkout@v6
+        with:
+          fetch-depth: 0
+      - uses: lorenzwalthert/touchstone/actions/receive@main
+        with:
+          r-version: ${{ matrix.config.r }}

NAMESPACE

@@ -56,6 +56,7 @@ S3method(print,compare.loo)
 S3method(print,compare.loo_ss)
 S3method(print,importance_sampling)
 S3method(print,importance_sampling_loo)
+S3method(print,kfold)
 S3method(print,loo)
 S3method(print,pareto_k_table)
 S3method(print,pseudobma_bb_weights)

R/loo-package.R

@@ -1,8 +1,5 @@
 #' Efficient LOO-CV and WAIC for Bayesian models
 #'
-#' @docType package
-#' @name loo-package
-#'
 #' @importFrom stats sd var quantile setNames weights rnorm qnorm
 #' @importFrom matrixStats logSumExp colLogSumExps colSums2 colVars colMaxs
 #'
@@ -89,4 +86,4 @@
 #' for the generalized Pareto distribution. *Technometrics* **51**,
 #' 316-325.
 #'
-NULL
+"_PACKAGE"

R/print.R

@@ -105,6 +105,28 @@ print.importance_sampling <- function(x, digits = 1, plot_k = FALSE, ...) {
   invisible(x)
 }
 
+#' @export
+#' @rdname print.loo
+print.kfold <- function(x, digits = 1, plot_k = FALSE, ...) {
+  print.loo(x, digits = digits, ...)
+
+  if ("diagnostics" %in% names(x)) {
+    cat("------\n")
+    S <- dim(x)[1]
+    k_threshold <- ps_khat_threshold(S)
+    if (length(pareto_k_ids(x, threshold = k_threshold))) {
+      cat("\n")
+    }
+    print(pareto_k_table(x), digits = digits)
+    cat(.k_help())
+  
+    if (plot_k) {
+      graphics::plot(x, ...)
+    }
+  }
+  return(invisible(x))
+  }
+
 # internal ----------------------------------------------------------------
 
 #' Print dimensions of log-likelihood or log-weights matrix

data-raw/wine_loglik.R

@@ -0,0 +1,20 @@
+library(brms)
+library(loo)
+options(brms.backend = "cmdstanr")
+options(mc.cores = 4)
+
+fitos <- read.delim("data-raw/winequality-red.csv", sep = ";") |>
+  unique() |>
+  scale() |>
+  as.data.frame() |>
+  brm(
+    ordered(quality) ~ .,
+    family = cumulative("logit"),
+    prior = prior(R2D2(mean_R2 = 1 / 3, prec_R2 = 3)),
+    data = _,
+    seed = 1,
+    silent = 2,
+    refresh = 0
+  )
+
+saveRDS(log_lik(fitos), "touchstone/wine.rds")