Carlos Parada
Carlos Parada
Mentioned on the call today with Hong and Cameron -- perhaps we should add a wrapper type for data that throws an error if any variable is sampled from a...
Issue for keeping track of the process of removing glue code that is made unnecessary by the new simple varinfo.
Putting [this](https://arxiv.org/pdf/2005.03952.pdf) here as a suggestion for something I or someone else could work on later. It might speed up post-processing calculations (e.g. ParetoSmooth.jl) by letting you cut back on...
From the previous issue on calculations for `pointwise_loglikelihood`: > What do you expect `pointwise_loglikelihoods` to compute here? The marginal likelihood for each dimension? If so, I don't think this is...
Some Soss functions follow weird capitalization conventions -- for instance, `importanceSample` is in lowerCamelCase instead of the traditional snake_case suggested by most Julia style guides (or the squashcase suggested by...
```julia julia> model = glm(@formula(y~x), data) ERROR: MethodError: no method matching fit(::Type{GeneralizedLinearModel}, ::Matrix{Float64}, ::Vector{Float64}) Closest candidates are: fit(::Type{M}, ::AbstractMatrix{
A lot of distributions have reparametrizations of the form μ, ν where μ is the mean or scale, while ν represents the degrees of freedom. Examples are the Beta distribution...
`mean_and_var` could be sped up using a single-pass algorithm: Instead of calculating `mean` and then `var`, `mean` and `var` can both be calculated in a single pass using Welford's algorithm...
I ask this because the current default behavior of `autocov` is that, if provided with a matrix, it broadcasts over the columns of the matrix. I'm not sure this is...
As mentioned in #273, there are many possible estimators or calculations for the autocovariance function. For example, the autocovariance can be estimated using: 1. A denominator of `n` (or `n-1`...