-
Notifications
You must be signed in to change notification settings - Fork 7
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Improve ESS estimates for antithetic chains (#58)
* Improve truncation for antithetic chains * Constrain ESS to be positive and not too large * Clarify thresholding of ESS * Avoid computing ρ_odd if unused * Add references * Update comment * Revert to original placement of sum_pₜ * Interpret maxlag as the maximum computed lag * Update comments * Test that maximum ESS is not exceeded * Update tests * Update ess.jl * Update ismissing test * Increment patch version * Increment patch number * Don't call `oftype` on `missing` * Add test for typeunion eltype with Missing * Maybe compute final even term after loop * Check equivalence for Missing
- Loading branch information
Showing
3 changed files
with
55 additions
and
12 deletions.
There are no files selected for viewing
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
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
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
1799e79
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
@JuliaRegistrator register
1799e79
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Registration pull request created: JuliaRegistries/General/75799
After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.
This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via: