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Fix E_loo_khat error when posterior::pareto_khat returns NA #264

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Mar 29, 2024
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Fix E_loo_khat error when posterior::pareto_khat returns NA #264

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10 changes: 8 additions & 2 deletions R/E_loo.R
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Original file line number Diff line number Diff line change
Expand Up @@ -290,12 +290,18 @@ E_loo_khat.matrix <- function(x, psis_object, log_ratios, ...) {
.E_loo_khat_i <- function(x_i, log_ratios_i, tail_len_i) {
h_theta <- x_i
r_theta <- exp(log_ratios_i - max(log_ratios_i))
khat_r <- posterior::pareto_khat(r_theta, tail = "right", ndraws_tail = tail_len_i)$khat
khat_r <- posterior::pareto_khat(r_theta, tail = "right", ndraws_tail = tail_len_i)
if (!is.na(khat_r)) { # https://github.com/stan-dev/loo/issues/263
khat_r <- khat_r$khat
}
if (is.null(x_i) || is_constant(x_i) || length(unique(x_i))==2 ||
anyNA(x_i) || any(is.infinite(x_i))) {
khat_r
} else {
khat_hr <- posterior::pareto_khat(h_theta * r_theta, tail = "both", ndraws_tail = tail_len_i)$khat
khat_hr <- posterior::pareto_khat(h_theta * r_theta, tail = "both", ndraws_tail = tail_len_i)
if (!is.na(khat_hr)) { # https://github.com/stan-dev/loo/issues/263
khat_hr <- khat_hr$khat
}
if (is.na(khat_hr) && is.na(khat_r)) {
k <- NA
} else {
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