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Weighted rvars#331

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mjskay wants to merge 52 commits intomasterstan-dev/posterior:masterfrom rvar_weightsstan-dev/posterior:rvar_weightsCopy head branch name to clipboard

+1,513-303

Commits

Commits on Jan 5, 2024

• move common weight-processing code into validate_weights

  mjskay

  committed
  719e3e1

• basic setup of weighting for rvars

  mjskay

  committed
  c1c9595

• add log_weights() to get internal weights for easier programming

  mjskay

  committed
  243492a

Commits on Jan 6, 2024

• use rvar weights instead of .log_weight variable in draws_rvars

  mjskay

  committed
  4e768c3

• weighting for rvar functions except rvar-dist

  mjskay

  committed
  48c17ee

• weighted discrete summaries

  mjskay

  committed
  4ba1582

• tests for weighted rvars

  mjskay

  committed
  2db69fe

• allow weight_draws(x, NULL) to remove weights

  mjskay

  committed
  6c87a3b

• test fixes

  mjskay

  committed
  6ae97f8

• make test reliable

  mjskay

  committed
  ecfbb84

Commits on Jan 7, 2024

• add documentation of rvar internals

  mjskay

  committed
  ca67b6e

Commits on Jan 8, 2024

• minor edits to docs

  mjskay

  committed
  739a5b4

Commits on Jan 17, 2024

• Merge branch 'rvar_weights' of github.com:stan-dev/posterior into rvar_weights

  

  n-kall

  committed
  fe307df

• updating pareto functions for weighted rvars

  

  n-kall

  committed
  19d2ff7

Commits on Jan 18, 2024

• cleanup rvar conform functions and drop unused keep_constants arg

  mjskay

  committed
  53a0b78

• prevent binding weighted and unweighted non-constant rvars

  mjskay

  committed
  476cdc2

• Merge branch 'master' into rvar_weights

  mjskay

  committed
  316a81e

• test coverage improvements

  mjskay

  committed
  534d7fb

Commits on Jan 19, 2024

• density, cdf, quantiles for weighted rvar

  mjskay

  committed
  b0a778a

Commits on Jan 22, 2024

• use toString instead of paste(collapse = ", ")

  mjskay

  committed
  f282f42

• Merge branch 'rvar_weights' of github.com:stan-dev/posterior into stan-dev-rvar_weights

  

  n-kall

  committed
  a97b1fd

• Merge branch 'stan-dev-rvar_weights' into rvar_weights

  

  n-kall

  committed
  221e5b2

Commits on Feb 2, 2024

• Merge branch 'master' into rvar_weights

  mjskay

  committed
  6d88269

Commits on Feb 3, 2024

• add weights to rvar vignette

  mjskay

  committed
  83439f4

• test coverage improvements

  mjskay

  committed
  22b9691

Commits on Feb 28, 2024

• start on weighted convergence

  

  n-kall

  committed
  cb44b4a

Commits on Mar 7, 2024

• Merge branch 'rvar_weights' of github.com:stan-dev/posterior into rvar_weights

  

  n-kall

  committed
  074349d

• improvements to weighted ess, mcse

  

  n-kall

  committed
  165fb4f

Commits on Mar 11, 2024

• tweak weighted diagnostics

  

  n-kall

  committed
  8e1e0df

Commits on Mar 13, 2024

• add r_eff into calculation of weighted ess and mcse

  

  n-kall

  committed
  a9ba2b6

Commits on Mar 15, 2024

• fixes to weighted ess and mcse

  

  n-kall

  committed
  ccdfb2f

Commits on Mar 19, 2024

• use weighted quantile in weighted mcse for quantile

  

  n-kall

  committed
  eed7221

• add tests for weighted convergence measures

  

  n-kall

  committed
  2c70d46

Commits on Mar 20, 2024

• check weights must be a vector

  mjskay

  committed
  1079cef

Commits on Mar 22, 2024

• updating pareto functions for weighted rvars

  

  n-kall

  committed
  0bfe6e6

• start on weighted convergence

  

  n-kall

  committed
  691d240

• improvements to weighted ess, mcse

  

  n-kall

  committed
  74b3b71

• tweak weighted diagnostics

  

  n-kall

  committed
  a1b6564

• add r_eff into calculation of weighted ess and mcse

  

  n-kall

  committed
  6ccf496

• fixes to weighted ess and mcse

  

  n-kall

  committed
  e47fd92

• use weighted quantile in weighted mcse for quantile

  

  n-kall

  committed
  1734e3d

• add tests for weighted convergence measures

  

  n-kall

  committed
  222893a

• fix r_eff calculations for each quantity

  

  n-kall

  committed
  a732ad8

• resolve merge conflicts

  

  n-kall

  committed
  980dcde

• fix weighted mcse for sd

  

  n-kall

  committed
  6ce80df

Commits on Apr 8, 2024

• fixes to pareto smoothing for weighted draws

  

  n-kall

  committed
  c0d8b8e

Commits on Apr 9, 2024

• do not unintentionally merge chains in pareto smoothing

  

  n-kall

  committed
  dbdab63

• add test for pareto_khat on weighted rvar

  

  n-kall

  committed
  a6cb3fb

• updates to weighted mcse for sd

  

  n-kall

  committed
  d928bd4

• updates to mcse for weighted draws

  

  n-kall

  committed
  14c01de

• Merge pull request #2 from n-kall/rvar_weights

  Show description for 33779ca
  n-kall

  authored
  33779ca

Commits on Oct 3, 2024

• Merge pull request #357 from n-kall/weighted_diagnostics

  Show description for ffc9c6a
  paul-buerkner

  authored
  ffc9c6a