Code

Redesign of MCSE#63

Code

Merged

sethaxen merged 49 commits intomainTuringLang/MCMCDiagnosticTools.jl:mainfrom mcseupdateTuringLang/MCMCDiagnosticTools.jl:mcseupdateCopy head branch name to clipboardJan 19, 2023

+299-140

Commits

Commits on Jan 16, 2023

• Add mcse_sbm

  sethaxen

  committed
  2d82222

• Update description of estimator

  sethaxen

  committed
  e4b067b

• Add specialized estimators for mean, std, and quantile

  sethaxen

  committed
  34e0221

• Remove vector methods, defaulting to sbm

  sethaxen

  committed
  6839cd7

• Update docstring

  sethaxen

  committed
  7dbda2d

• Fix bugs

  sethaxen

  committed
  b93ce5b

• Update docstrings

  sethaxen

  committed
  790a99b

• Update docstring

  sethaxen

  committed
  9a1d3d5

• Move helper functions to own file

  sethaxen

  committed
  c0d5a94

• Rearrange tests

  sethaxen

  committed
  cf908af

• Update mcse tests

  sethaxen

  committed
  93d121e

• Export mcse_sbm

  sethaxen

  committed
  fe99356

• Increment minor version number with DEV suffix

  sethaxen

  committed
  d12648b

• Merge branch 'main' into mcseupdate

  sethaxen

  committed
  465afac

• Increment docs and tests version numbers

  sethaxen

  committed
  7dac85e

• Add additional citation

  sethaxen

  committed
  9407369

• Merge branch 'main' into mcseupdate

  sethaxen

  committed
  f95a066

• Update diagnostics to use new mcse

  sethaxen

  committed
  88b6c41

Commits on Jan 17, 2023

• Increase tolerance of mcse tests

  sethaxen

  committed
  899711e

• Increase tolerance more

  sethaxen

  committed
  01b8dbc

• Add mcse_sbm to docs

  sethaxen

  committed
  60d6441

• Skip high autocorrelation tests for mcse_sbm

  sethaxen

  committed
  2441bcb

• Note underestimation for SBM

  sethaxen

  committed
  8e3b06a

• Merge branch 'main' into mcseupdate

  sethaxen

  authored
  e7ca85a

Commits on Jan 18, 2023

• Update src/mcse.jl

  sethaxen

  authored
  2af67e9

• Merge branch 'main' into mcseupdate

  sethaxen

  committed
  da4ed63

• Don't enforce type

  sethaxen

  committed
  b7cd495

• Document kwargs passed to mcse

  sethaxen

  committed
  4d55716

• Cross-link mcse and ess_rhat docstrings

  sethaxen

  committed
  d9f6734

• Document derivation of mcse for std

  sethaxen

  committed
  1c48266

• Test type-inferrability of ess_rhat

  sethaxen

  committed
  f072b9e

• Make sure ess_rhat for quantiles not promoted

  sethaxen

  committed
  bb47887

• Make sure ess_rhat for median type-inferrable

  sethaxen

  committed
  7f61907

• Implement specific method for median

  sethaxen

  committed
  a03cc2a

• Return missing if any are missing

  sethaxen

  committed
  bac8a3c

• Add mcse tests

  sethaxen

  committed
  652b86f

• Decrease the number of checks

  sethaxen

  committed
  8dbae84

• Make ESS/MCSE for median with with Union{Missing,Real}

  sethaxen

  committed
  d9aff61

• Make _fold_around_median type-inferrable

  sethaxen

  committed
  cced4be

• Increase tolerance for exhaustive tests

  sethaxen

  committed
  ce9d427

• Fix _fold_around_median

  sethaxen

  committed
  787a05f

• Fix count of checks

  sethaxen

  committed
  34f3771

• Increase the number of draws

  Show description for d10740a
  sethaxen

  committed
  d10740a

• Apply suggestions from code review

  Show description for cf09e4e
  

  sethaxen

  and

  devmotion

  authored
  cf09e4e

• Make sure heideldiag and gewekediag preserve input type

  sethaxen

  committed
  39d74a9

• Consistently use first and last for ess_rhat

  sethaxen

  committed
  a575fc8

• Copy comment to _fold_around_median

  sethaxen

  committed
  b4eea8d

• Make mcse_sbm an internal function

  sethaxen

  committed
  3738347

• Update tests

  sethaxen

  committed
  69fe0a1