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@fonnesbeck fonnesbeck commented Aug 26, 2022

The scale matrix/function in the MvStudentT distribution and the TP have to date been called cov and cov_func, respectively. This is confusing because these are not covariance matrices/functions, but rather scale matrices/functions that only become covariances as a function of the nu parameter. This PR renames cov and cov_func to scale and scale_func, respectively, but still allows cov and cov_func for backward compatibility, with a deprecation warning.

Closes #2865

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Bugfixes / New features

@fonnesbeck fonnesbeck requested a review from bwengals August 26, 2022 02:27
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codecov bot commented Aug 26, 2022

Codecov Report

Merging #6068 (0fa3234) into main (4bd1a2d) will increase coverage by 8.58%.
The diff coverage is 82.35%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #6068      +/-   ##
==========================================
+ Coverage   80.95%   89.54%   +8.58%     
==========================================
  Files          72       72              
  Lines       12941    12950       +9     
==========================================
+ Hits        10477    11596    +1119     
+ Misses       2464     1354    -1110     
Impacted Files Coverage Δ
pymc/gp/gp.py 92.73% <50.00%> (-0.45%) ⬇️
pymc/distributions/multivariate.py 92.03% <92.30%> (+0.02%) ⬆️
pymc/distributions/timeseries.py 77.99% <0.00%> (-0.65%) ⬇️
pymc/tuning/starting.py 92.50% <0.00%> (+0.06%) ⬆️
pymc/model.py 88.20% <0.00%> (+0.13%) ⬆️
pymc/backends/base.py 86.44% <0.00%> (+0.73%) ⬆️
pymc/step_methods/hmc/base_hmc.py 90.55% <0.00%> (+0.78%) ⬆️
pymc/backends/arviz.py 90.61% <0.00%> (+0.81%) ⬆️
pymc/step_methods/slicer.py 96.20% <0.00%> (+1.26%) ⬆️
... and 22 more

warnings.warn(
"Use the scale argument to specify the scale matrix."
"cov will be removed in future versions.",
DeprecationWarning,
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I remember FutureWarning being the recommended one, but I am unsure.

Suggested change
DeprecationWarning,
FutureWarning,

@fonnesbeck fonnesbeck merged commit a90c420 into pymc-devs:main Aug 27, 2022
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Cov arguments in TP and MvStudentT

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