[florence-bockting]

Description

This PR is connected to stan-dev/posterior#470 where we introduced warning classes.
These can now be extracted and collected through the new .collect_warnings() function in loo.
This collector ensures that the same warning is printed only once (and not multiple times when e.g. running some posterior function in a loop).

This PR is related to Issue #353 (but it does not solve it entirely).

TODOs

• test added
• News item added

The PR was assisted by an LLM.

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 92.69%. Comparing base (11415f5) to head (45a7c81).

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #416      +/-   ##
==========================================
+ Coverage   92.65%   92.69%   +0.04%     
==========================================
  Files          31       31              
  Lines        3240     3258      +18     
==========================================
+ Hits         3002     3020      +18     
  Misses        238      238              

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[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 45a7c81 is merged into master:

• ✔️loo_function: 1.59s -> 1.59s [-0.14%, +0.32%]
• ✔️loo_matrix: 1.58s -> 1.58s [-0.88%, +0.39%]
  Further explanation regarding interpretation and methodology can be found in the documentation.