Open julianwi opened 1 week ago
The infinite variance handling in GaussEst and DiscreteEst was broken, because it passed avg_var_cost into the ind_out parameter of est_init().
The infinite variance code path in ReLUEst was broken as well, because zhat0_map and related variables did not get set in this code path.
zhat0_map
Infinite variance handling was also added to LinEst and the unit tests for all four estimators have been extended to test the infinite variance cases.
The infinite variance handling in GaussEst and DiscreteEst was broken, because it passed avg_var_cost into the ind_out parameter of est_init().
The infinite variance code path in ReLUEst was broken as well, because
zhat0_mapand related variables did not get set in this code path.Infinite variance handling was also added to LinEst and the unit tests for all four estimators have been extended to test the infinite variance cases.