make E_loo Pareto-k diagnostic more robust#251
Merged
Conversation
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #251 +/- ##
==========================================
- Coverage 92.78% 92.76% -0.03%
==========================================
Files 31 31
Lines 2829 2834 +5
==========================================
+ Hits 2625 2629 +4
- Misses 204 205 +1 ☔ View full report in Codecov by Sentry. |
jgabry
approved these changes
Feb 29, 2024
Member
jgabry
left a comment
There was a problem hiding this comment.
Looks good. I fixed a typo in a comment so the unit tests are running again but this is ready to merge when they finish running.
This file contains hidden or 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
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Fixes #250 (although the reason was not posterior version)
E_loo was giving warnings and errors in certain cases with binary x. If h(theta) is a step function and h is 0/1 binary, then when computing Pareto-k the one of the tails is likely to be just 0's. In such cases, using the same argument as for type="quantile", we can return the Pareto-k just for r. To make the function to complain less, the same approach is now used for constant, NA, NaN, and infinite x. Added also tests that these don't cause warnings.