David Augustin
David Augustin
A class should contain a method that returns the results in dict format. Until the new diagnostics module is implemented, we could start with - Gaussian shape kld - mean...
Yep no problem. But before I do this @ben18785 are we still planning on outsourcing all of this to arviz? Because then it may not be necessary to implement a...
I am modifying the docstrings a little bit to let the users know in more detail which assumptions are made for the ESS and autocorrelation computation. Following the stan discussion...
@MichaelClerx , I have started to move diagnostics functions into a separate diagnostics module. How does the deprecation work for those functions? Or is it ok to just delete them...
I agree hundred percent that arviz does everything we want (except maybe the multivariate rhat). I thought however that the current metrics were supposed to be moved? If that’s the...
> Hi David: it's not actually a bug, just the old definition of how this was handled for ESS. So, think it's ok to leave as is rather than update...
The soon to be deprecated `pints.effective_sample_size` will still be computing the effective sample size as we had it before, so it wouldn't change anything for other scripts that have used...
I have created a diagnostics module with the following functions - [x] `pints.diagnostics.autocorrelation` - [x] `pints.diagnostics.effective_sample_size` - [x] `pints.diagnostics.multivariate_rhat` - [x] `pints.diagnostics.rhat` All functions can handle multiple chains with multiple...
Open questions: 1. Do we want to move the MCMCSummary as well into the diagnostics? I.e. deprecate it in the pints namespace and make it available in pints.diagnostics 2. Do...
> @DavAug this one looks quite finished to me? Oh boy, I haven't looked at this for a long time. If I remember correctly, I didn't quite finish the testing,...