Merge branch 'feature/3299-improved-ESS-Rhat' of https://github.com/s…

…tan-dev/stan into feature/3299-improved-ESS-Rhat
stan-dev · Oct 7, 2024 · a5fe9d2 · a5fe9d2
2 parents 1355de8 + c184c9e
commit a5fe9d2
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Showing 4 changed files with 7 additions and 8 deletions.
diff --git a/src/stan/mcmc/chains.hpp b/src/stan/mcmc/chains.hpp
@@ -625,7 +625,7 @@ class chains {
     Eigen::MatrixXd chains(n_kept_samples, n_chains);
     for (size_t i = 0; i < n_chains; ++i) {
       auto bottom_rows = samples_(i).col(index).bottomRows(n_kept_samples);
-      chains.col(i) =  bottom_rows.eval();
+      chains.col(i) = bottom_rows.eval();
     }
     return analyze::split_rank_normalized_rhat(chains);
   }

diff --git a/src/test/unit/analyze/mcmc/compute_potential_scale_reduction_test.cpp b/src/test/unit/analyze/mcmc/compute_potential_scale_reduction_test.cpp
@@ -224,7 +224,6 @@ TEST_F(ComputeRhat, compute_potential_scale_reduction_constant) {
       << "rhat for index: " << 1 << ", parameter: " << chains.param_name(1);
 }
 
-
 TEST_F(ComputeRhat, compute_potential_scale_reduction_nan) {
   std::vector<std::string> param_names{"a"};
   stan::mcmc::chains<> chains(param_names);

diff --git a/src/test/unit/analyze/mcmc/split_rank_normalized_ess_test.cpp b/src/test/unit/analyze/mcmc/split_rank_normalized_ess_test.cpp
@@ -23,14 +23,13 @@ TEST(RankNormalizedEss, compute_split_rank_normalized_ess) {
   eight_schools_2
       = stan::io::stan_csv_reader::parse(eight_schools_2_stream, &out);
   eight_schools_2_stream.close();
-  
+
   // test against R implementation in pkg posterior (via cmdstanr)
   Eigen::VectorXd ess_8_schools_bulk(10);
   ess_8_schools_bulk << 348, 370, 600, 638, 765, 608, 629, 274, 517, 112;
   Eigen::VectorXd ess_8_schools_tail(10);
   ess_8_schools_tail << 845, 858, 874, 726, 620, 753, 826, 628, 587, 108;
 
-
   Eigen::MatrixXd chains(eight_schools_1.samples.rows(), 2);
   for (size_t i = 0; i < 10; ++i) {
     chains.col(0) = eight_schools_1.samples.col(i + 7);
@@ -57,7 +56,6 @@ TEST(RankNormalizedEss, short_chains_fail) {
   eight_schools_5iters_2
       = stan::io::stan_csv_reader::parse(eight_schools_5iters_2_stream, &out);
   eight_schools_5iters_2_stream.close();
-
 
   Eigen::MatrixXd chains(eight_schools_5iters_1.samples.rows(), 2);
   for (size_t i = 0; i < 10; ++i) {

diff --git a/src/test/unit/analyze/mcmc/split_rank_normalized_rhat_test.cpp b/src/test/unit/analyze/mcmc/split_rank_normalized_rhat_test.cpp
@@ -53,10 +53,12 @@ TEST(RankNormalizedRhat, const_fail) {
   bernoulli_const_2
       = stan::io::stan_csv_reader::parse(bernoulli_const_2_stream, &out);
   bernoulli_const_2_stream.close();
-  
+
   Eigen::MatrixXd chains(bernoulli_const_1.samples.rows(), 2);
-  chains.col(0) = bernoulli_const_1.samples.col(bernoulli_const_1.samples.cols() - 1);
-  chains.col(1) = bernoulli_const_2.samples.col(bernoulli_const_2.samples.cols() - 1);
+  chains.col(0)
+      = bernoulli_const_1.samples.col(bernoulli_const_1.samples.cols() - 1);
+  chains.col(1)
+      = bernoulli_const_2.samples.col(bernoulli_const_2.samples.cols() - 1);
   auto rhat = stan::analyze::split_rank_normalized_rhat(chains);
   EXPECT_TRUE(std::isnan(rhat.first));
   EXPECT_TRUE(std::isnan(rhat.second));