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fix unitary case in prior from trace #67

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merged 2 commits into from
Sep 8, 2022
Merged

fix unitary case in prior from trace #67

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250a171
fix unitary case
ferrine Sep 7, 2022
1d2a78a
fix pre commit
ferrine Sep 7, 2022
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2 changes: 1 addition & 1 deletion .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -44,4 +44,4 @@ pytestdebug.log

# Codespaces
pythonenv*
env/
env/
22 changes: 15 additions & 7 deletions pymc_experimental/tests/test_prior_from_trace.py
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Expand Up @@ -33,13 +33,21 @@ def coords():
return dict(test=range(3), simplex=range(4))


@pytest.fixture
def user_param_cfg():
return ("t",), dict(
a="d",
b=dict(transform=transforms.log, dims=("test",)),
c=dict(transform=transforms.simplex, dims=("simplex",)),
)
@pytest.fixture(
params=[
[
("t",),
dict(
a="d",
b=dict(transform=transforms.log, dims=("test",)),
c=dict(transform=transforms.simplex, dims=("simplex",)),
),
],
[("t",), dict()],
]
)
def user_param_cfg(request):
return request.param


@pytest.fixture
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1 change: 1 addition & 0 deletions pymc_experimental/utils/prior.py
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Expand Up @@ -94,6 +94,7 @@ def _flatten(idata: arviz.InferenceData, **kwargs: ParamCfg) -> FlatInfo:
def _mean_chol(flat_array: np.ndarray):
mean = flat_array.mean(0)
cov = np.cov(flat_array, rowvar=False)
cov = np.atleast_2d(cov)
chol = np.linalg.cholesky(cov)
return mean, chol

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