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unit tests for posterior #1

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2 of 4 tasks
tpapp opened this issue Jul 24, 2017 · 1 comment · Fixed by #44
Closed
2 of 4 tasks

unit tests for posterior #1

tpapp opened this issue Jul 24, 2017 · 1 comment · Fixed by #44

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@tpapp
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tpapp commented Jul 24, 2017 •
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Current tests are very ad-hoc.

  • Threshold for |z| is very large and was adjusted to make tests pass. Is this something to be expected, or does it just help pass incorrect output? Compare with simple HMC and other Bayesian software.
  • check EBFMI
  • check Rhat
  • add tests for other known distributions (Multivariate t, possibly Wishart, inverse Wishart)
@tpapp
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tpapp commented Jan 10, 2019

Also, estimations should be compared to Stan output, especially for adapted mass matrix, step size, ESS.

@tpapp tpapp mentioned this issue Jan 10, 2019
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@tpapp tpapp mentioned this issue Aug 5, 2019
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@tpapp tpapp closed this as completed in #44 Aug 12, 2019
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major rewrite tpapp/DynamicHMC.jl
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