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Use biased autocov for all lags #61

Merged
merged 7 commits into from
Jan 12, 2023
Merged

Use biased autocov for all lags #61

merged 7 commits into from
Jan 12, 2023

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sethaxen
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@sethaxen sethaxen commented Jan 10, 2023

Fixes #59 for ESSMethod and FFTESSMethod. Since BDAESSMethod uses the unbiased estimator for all lags (I guess for historical purposes) as specified in BDA3, I have left it untouched.

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coveralls commented Jan 10, 2023

Pull Request Test Coverage Report for Build 3882761025

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

Details

  • 2 of 2 (100.0%) changed or added relevant lines in 1 file are covered.
  • No unchanged relevant lines lost coverage.
  • Overall coverage increased (+0.02%) to 94.933%

Totals Coverage Status
Change from base Build 3698624468: 0.02%
Covered Lines: 637
Relevant Lines: 671

💛 - Coveralls

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codecov bot commented Jan 10, 2023

Codecov Report

Base: 95.19% // Head: 95.21% // Increases project coverage by +0.01% 🎉

Coverage data is based on head (06747e5) compared to base (4070993).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files
@@            Coverage Diff             @@
##             main      #61      +/-   ##
==========================================
+ Coverage   95.19%   95.21%   +0.01%     
==========================================
  Files          10       10              
  Lines         708      710       +2     
==========================================
+ Hits          674      676       +2     
  Misses         34       34              
Impacted Files Coverage Δ
src/ess.jl 98.01% <100.00%> (+0.02%) ⬆️

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@sethaxen sethaxen requested a review from devmotion January 10, 2023 14:32
@@ -9,6 +9,18 @@ using Statistics
using StatsBase
using Test

struct ExplicitESSMethod <: MCMCDiagnosticTools.AbstractESSMethod end
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Nice!

@sethaxen sethaxen merged commit b6e8de9 into main Jan 12, 2023
@delete-merged-branch delete-merged-branch bot deleted the biasedess branch January 12, 2023 22:46
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Using biased autocov for all lags
3 participants