From eebe8f5617bd0626c54b42611c6d7983345a8b1d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Tam=C3=A1s=20K=2E=20Papp?= Date: Tue, 13 Dec 2022 10:19:25 +0100 Subject: [PATCH 1/3] change stacked ordering cf https://github.com/TuringLang/MCMCDiagnosticTools.jl/pull/50 --- Project.toml | 1 + src/mcmc.jl | 7 +++++-- test/test_mcmc.jl | 2 +- 3 files changed, 7 insertions(+), 3 deletions(-) diff --git a/Project.toml b/Project.toml index bee758e..75412a5 100644 --- a/Project.toml +++ b/Project.toml @@ -22,6 +22,7 @@ DocStringExtensions = "0.8, 0.9" FillArrays = "0.13" LogDensityProblems = "1, 2" LogExpFunctions = "0.3" +MCMCDiagnosticTools = "0.2" Parameters = "0.11, 0.12" ProgressMeter = "1" TensorCast = "0.4" diff --git a/src/mcmc.jl b/src/mcmc.jl index 621a146..0c71169 100644 --- a/src/mcmc.jl +++ b/src/mcmc.jl @@ -561,12 +561,15 @@ $(SIGNATURES) Given a vector of `results`, each containing a property `posterior_matrix` (eg obtained from [`mcmc_with_warmup`](@ref) with the same sample length), return a lazy view as an array -indexed by `[draw_index, parameter_index, chain_index]`. +indexed by `[draw_index, chain_index, parameter_index]`. This is useful as an input for eg `MCMCDiagnosticTools.ess_rhat`. + +!!! note + The ordering is not compatible with MCMCDiagnostictools version < 0.2. """ function stack_posterior_matrices(results) - @cast _[i, j, k]:= results[k].posterior_matrix[j, i] + @cast _[i, k, j]:= results[k].posterior_matrix[j, i] end """ diff --git a/test/test_mcmc.jl b/test/test_mcmc.jl index b274dd8..f640f31 100644 --- a/test/test_mcmc.jl +++ b/test/test_mcmc.jl @@ -74,7 +74,7 @@ end D, N, K = 5, 100, 7 ℓ = multivariate_normal(ones(5)) results = fill(mcmc_with_warmup(RNG, ℓ, N; reporter = NoProgressReport()), K) - @test size(stack_posterior_matrices(results)) == (N, D, K) + @test size(stack_posterior_matrices(results)) == (N, K, D) @test size(pool_posterior_matrices(results)) == (D, N * K) end From fdbcd31baaa6a61a0c4695a41f6ba1940d6ec3d7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Tam=C3=A1s=20K=2E=20Papp?= Date: Tue, 13 Dec 2022 10:26:00 +0100 Subject: [PATCH 2/3] add MCMCDiagnosticTools as extra --- Project.toml | 3 +++ 1 file changed, 3 insertions(+) diff --git a/Project.toml b/Project.toml index 75412a5..dba27ad 100644 --- a/Project.toml +++ b/Project.toml @@ -16,6 +16,9 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c" Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2" TensorCast = "02d47bb6-7ce6-556a-be16-bb1710789e2b" +[extras] +MCMCDiagnosticTools = "be115224-59cd-429b-ad48-344e309966f0" + [compat] ArgCheck = "1, 2" DocStringExtensions = "0.8, 0.9" From 2a123cad220aa49a61ceb17a6602b75f3491a081 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Tam=C3=A1s=20K=2E=20Papp?= Date: Tue, 13 Dec 2022 13:53:45 +0100 Subject: [PATCH 3/3] version bump --- Project.toml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Project.toml b/Project.toml index dba27ad..1f118ce 100644 --- a/Project.toml +++ b/Project.toml @@ -1,7 +1,7 @@ name = "DynamicHMC" uuid = "bbc10e6e-7c05-544b-b16e-64fede858acb" authors = ["Tamas K. Papp "] -version = "3.4.1" +version = "3.4.2" [deps] ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"