pointwise loglikelihood (#685)

* pointwiseloglikelihood

* multiple dispatch instead of names

* remove export

* Apply suggestions from code review

Co-authored-by: Milan Bouchet-Valat <[email protected]>

Co-authored-by: Milan Bouchet-Valat <[email protected]>

Author: palday

src/statmodels.jl

@@ -76,6 +76,25 @@ This is usually the model containing only the intercept.
 nullloglikelihood(model::StatisticalModel) =
     error("nullloglikelihood is not defined for $(typeof(model)).")
 
+"""
+    loglikelihood(model::StatisticalModel, ::Colon)
+
+Return a vector of each observation's contribution to the log-likelihood of the model.
+In other words, this is the vector of the pointwise log-likelihood contributions.
+
+In general, `sum(loglikehood(model, :)) == loglikelihood(model)`.
+"""
+loglikelihood(model::StatisticalModel, ::Colon) =
+    error("loglikelihood(model::StatisticalModel, ::Colon) is not defined for $(typeof(model)).")
+
+"""
+    loglikelihood(model::StatisticalModel, observation)
+
+Return the contribution of `observation` to the log-likelihood of `model`.
+"""
+loglikelihood(model::StatisticalModel, observation) =
+    error("loglikelihood(model::StatisticalModel, observation) is not defined for $(typeof(model)).")
+
 """
     score(model::StatisticalModel)