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Extend API to get specific parameters/outputs #495

@odunbar

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@odunbar

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For structured parameters objects constructed by combining several ParameterDistributions or Observation and minibatched with ObservationSeries, users have an opportunity to provide a name with each of these items. We should to provide an API to be able to extract these by name, e.g. for parameters and observations

  • "param_1","param_2" -> used to get specific parameter dist dimensions
  • "obs_1", "obs_2", "obs_3" -> used to get specific obs within an observation series
  • "series_1", "series_2", -> [minibatching only] used in place of "iteration" to get iterations corresponding to minibatch where series item is used.

Examples of how this may look:

get_u(ekp, iteration, "param_2") # dimensions corresponding to parameter 2 at iteration
get_g(ekp, "obs_1") # obs_1 over all iterations
get_obs(ekp, iteration, ["obs_2", "obs_3"]) # obs_2 and obs_3 for iteration
get_obs_noise_cov(ekp, "series_2", "obs_2") # obs_2 covariances from the observation-series item series_2

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