Make ess_rhat return a NamedTuple (#74)

* Return NamedTuple from ess_rhat * Test NamedTuple is the inferred type * Return same type from other methods * Make line slightly more readable * Update src/ess_rhat.jl Co-authored-by: David Widmann <[email protected]> * Add missing NamedTuple --------- Co-authored-by: David Widmann <[email protected]>
TuringLang · Feb 27, 2023 · fb3f906 · fb3f906
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Showing 2 changed files with 14 additions and 8 deletions.
diff --git a/src/ess_rhat.jl b/src/ess_rhat.jl
@@ -280,7 +280,7 @@ function _ess(estimator, samples::AbstractArray{<:Union{Missing,Real},3}; kwargs
     return _ess(Val(:basic), x; kwargs...)
 end
 function _ess(kind::Val, samples::AbstractArray{<:Union{Missing,Real},3}; kwargs...)
-    return first(_ess_rhat(kind, samples; kwargs...))
+    return _ess_rhat(kind, samples; kwargs...).ess
 end
 function _ess(
     ::Val{:tail},
@@ -411,7 +411,11 @@ function _rhat(::Val{:rank}, x::AbstractArray{<:Union{Missing,Real},3}; kwargs..
 end
 
 """
-    ess_rhat(samples::AbstractArray{<:Union{Missing,Real},3}; kind::Symbol=:rank, kwargs...)
+    ess_rhat(
+        samples::AbstractArray{<:Union{Missing,Real},3};
+        kind::Symbol=:rank,
+        kwargs...,
+    ) -> NamedTuple{(:ess, :rhat)}
 
 Estimate the effective sample size and ``\\widehat{R}`` of the `samples` of shape
 `(draws, chains, parameters)`.
@@ -468,7 +472,7 @@ function _ess_rhat(
     ess = similar(chains, T, axes_out)
     rhat = similar(chains, T, axes_out)
 
-    T === Missing && return ess, rhat
+    T === Missing && return (; ess, rhat)
 
     # define caches for mean and variance
     chain_mean = Array{T}(undef, 1, nchains)
@@ -565,7 +569,7 @@ function _ess_rhat(
         ess[i] = min(ntotal / τ, ess_max)
     end
 
-    return ess, rhat
+    return (; ess, rhat)
 end
 function _ess_rhat(::Val{:bulk}, x::AbstractArray{<:Union{Missing,Real},3}; kwargs...)
     return _ess_rhat(Val(:basic), _rank_normalize(x); kwargs...)
@@ -578,15 +582,15 @@ function _ess_rhat(
 )
     S = _ess(kind, x; split_chains=split_chains, kwargs...)
     R = _rhat(kind, x; split_chains=split_chains)
-    return S, R
+    return (ess=S, rhat=R)
 end
 function _ess_rhat(
     ::Val{:rank}, x::AbstractArray{<:Union{Missing,Real},3}; split_chains::Int=2, kwargs...
 )
     Sbulk, Rbulk = _ess_rhat(Val(:bulk), x; split_chains=split_chains, kwargs...)
     Rtail = _rhat(Val(:tail), x; split_chains=split_chains)
     Rrank = map(max, Rtail, Rbulk)
-    return Sbulk, Rrank
+    return (ess=Sbulk, rhat=Rrank)
 end
 
 # Compute an expectand `z` such that ``\\textrm{mean-ESS}(z) ≈ \\textrm{f-ESS}(x)``.

diff --git a/test/ess_rhat.jl b/test/ess_rhat.jl
@@ -45,14 +45,16 @@ mymean(x) = mean(x)
                     TV = Vector{T}
                     kind === :rank || @test @inferred(ess(x; kind=kind)) isa TV
                     @test @inferred(rhat(x; kind=kind)) isa TV
-                    @test @inferred(ess_rhat(x; kind=kind)) isa Tuple{TV,TV}
+                    @test @inferred(ess_rhat(x; kind=kind)) isa
+                        NamedTuple{(:ess, :rhat),Tuple{TV,TV}}
                 end
                 @testset "Int" begin
                     x = rand(1:10, 100, 4, 2)
                     TV = Vector{Float64}
                     kind === :rank || @test @inferred(ess(x; kind=kind)) isa TV
                     @test @inferred(rhat(x; kind=kind)) isa TV
-                    @test @inferred(ess_rhat(x; kind=kind)) isa Tuple{TV,TV}
+                    @test @inferred(ess_rhat(x; kind=kind)) isa
+                        NamedTuple{(:ess, :rhat),Tuple{TV,TV}}
                 end
             end
             @testset for kind in (mean, median, mad, std, Base.Fix2(quantile, 0.25))