Fix constraints for SubSetSimulation's proposal pdf #132
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
- centered in 0
- variance lower than 2
andreaperin
changed the title
Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## master #132 +/- ##
==========================================
- Coverage 99.06% 98.95% -0.11%
==========================================
Files 23 23
Lines 852 858 +6
==========================================
+ Hits 844 849 +5
- Misses 8 9 +1
☔ View full report in Codecov by Sentry. |
src/simulations/subset.jl
Outdated
| @@ -30,6 +30,10 @@ struct SubSetSimulation <: AbstractSubSetSimulation | |||
| skewness(proposal) != 0.0 && error("proposal must be a symmetric distribution") | |||
| mean(proposal) != median(proposal) && | |||
| error("proposal must be a symmetric distribution") | |||
| mean(proposal) != 0 && error("proposal must be centered in 0") | |||
| if var(proposal) ≥ 2 | |||
| @warn "proposal pdf with large variance can be unefficient. Use a variance lower than 2." | |||
There was a problem hiding this comment.
"A proposal pdf with large variance (≥ 2) can be inefficient."
There was a problem hiding this comment.
If you want you can make the other errors full sentences while your at it.
FriesischScott
requested changes
Sep 13, 2023
src/simulations/subset.jl
Outdated
| @@ -30,6 +30,10 @@ struct SubSetSimulation <: AbstractSubSetSimulation | |||
| skewness(proposal) != 0.0 && error("proposal must be a symmetric distribution") | |||
| mean(proposal) != median(proposal) && | |||
| error("proposal must be a symmetric distribution") | |||
| mean(proposal) != 0 && error("proposal must be centered in 0") | |||
| if var(proposal) ≥ 2 | |||
| @warn "proposal pdf with large variance can be unefficient. Use a variance lower than 2." | |||
There was a problem hiding this comment.
If you want you can make the other errors full sentences while your at it.
|
Also add a source for the variance < 2 statement please. |
variance. Change error statement in "full sentence".
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
SubSet simulation's proposal pdf has to be symmetric, centered in 0 and its variance should lower then 2 for avoiding too large chain's steps.
Closes #130.