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Published February 27, 2023 | Version v0.3.0

TuringLang/MCMCDiagnosticTools.jl: v0.3.0

  • 1. Uppsala University
  • 2. @mlcolab
  • 3. Aalto University
  • 4. University of Groningen
  • 5. Amazon
  • 6. University of California, Irvine

Description

MCMCDiagnosticTools v0.3.0

Diff since v0.2.3

Closed issues:

  • Harmonize implementations with those in ArviZ (#4)
  • Ensure all ArviZ diagnostics included here (#10)
  • Add rank-normalized ESS and other variants (#22)
  • Improved MCSE (#39)
  • Negative ESS (#40)
  • Rstar tests failing (#56)

Merged pull requests:

  • Use EvoTrees instead of XGBoost in documentation (#57) (@devmotion)
  • Improve ESS estimates for antithetic chains (#58) (@sethaxen)
  • Fixes to return types of ess_rhat (#62) (@sethaxen)
  • Redesign of MCSE (#63) (@sethaxen)
  • Raise an error if maxlag too low (#64) (@sethaxen)
  • CompatHelper: bump compat for MCMCDiagnosticTools to 0.2 for package test, (keep existing compat) (#65) (@github-actions[bot])
  • Update TagBot workflow (#67) (@sethaxen)
  • Do not include MCMCDiagnosticTools in test and doc environment (#70) (@devmotion)
  • Use keyword syntax for ess, ess_rhat, rhat, and mcse (#72) (@sethaxen)
  • Rename method in ess to autocov_method (#73) (@sethaxen)
  • Make ess_rhat return a NamedTuple (#74) (@sethaxen)
  • Remove DEV suffix from version number (#75) (@sethaxen)

Files

TuringLang/MCMCDiagnosticTools.jl-v0.3.0.zip

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