Feature Request: public subset() method for psis objects

[utkarshpawade]

There is currently no public API in the loo package to subset a psis object by observation index. Downstream packages that need this functionality are forced to manually manipulate the internal structure of psis objects.

For example, bayesplot has had this workaround sitting with a FIXME comment : https://github.com/stan-dev/bayesplot/blob/master/R/ppc-loo.R#L722-L738

Would it be possible to export a subset.psis() S3 method or a subset_psis() helper? That way downstream code can drop the fragile workaround and rely on a stable API.

[avehtari]

Good point, thanks for opening the issue. As this has been quite stable there doesn't seem to be need to hurry, and it might better to delay this until the bigger refactoring is done

[jgabry]

I started this a long time ago but abandoned it (I don't remember why): #110. I agree it's worth having, but yeah we should wait until the bigger refactor.