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Update diagnostics #1366

Merged
merged 15 commits into from
Sep 2, 2020
Merged

Update diagnostics #1366

merged 15 commits into from
Sep 2, 2020

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ahartikainen
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@ahartikainen ahartikainen commented Aug 30, 2020

Description

Let's update our diagnostics to be synced with R posterior package.

https://github.com/stan-dev/posterior/blob/master/R/convergence.R

This means, we need to

  • fix off-by-one error in mcse_quantile.
  • update rankdata transformation

Checklist

  • Follows official PR format
  • Includes a sample plot to visually illustrate the changes (only for plot-related functions)
  • New features are properly documented (with an example if appropriate)?
  • Includes new or updated tests to cover the new feature
  • Code style correct (follows pylint and black guidelines)
  • Changes are listed in changelog

@ahartikainen
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The difference after the change is minimal

(normal random data N=100 --> 4.9515613831374594e-11)

@ahartikainen
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I will update the reference diagnostics to use posterior package.

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codecov bot commented Aug 31, 2020

Codecov Report

Merging #1366 into master will decrease coverage by 0.00%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master    #1366      +/-   ##
==========================================
- Coverage   91.74%   91.73%   -0.01%     
==========================================
  Files         102      102              
  Lines       10778    10771       -7     
==========================================
- Hits         9888     9881       -7     
  Misses        890      890              
Impacted Files Coverage Δ
arviz/stats/stats_utils.py 95.54% <ø> (-0.05%) ⬇️
arviz/stats/diagnostics.py 99.26% <100.00%> (-0.01%) ⬇️

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Created: 2020-08-31
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Very detailed

@ahartikainen ahartikainen merged commit 11068d5 into master Sep 2, 2020
@ahartikainen ahartikainen deleted the update_diagnostics branch September 2, 2020 08:54
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4 participants