Closed yizhang-yiz closed 4 years ago
Gradient wrt II is incorrect when ss=1.
II
ss=1
In one-cpt test fixture, setup
time[0] = 0.0; time[1] = 5.0; resize(2); amt[0] = 1200; amt[1] = 800; rate[0] = 0; rate[1] = 0; addl[0] = 2; addl[1] = 0; ii[0] = 1.4; ii[1] = 0.7; ss[0] = 1; ss[1] = 0;
gives wrong gradient compare to finite difference result
g[i] evaluates to 110.33698404186646, g_fd(i) evaluates to -2807.6201142782033
Consistent gradient within error tolerance.
v0.87.1
addressed in https://github.com/metrumresearchgroup/math/pull/31
Description
Gradient wrt
II
is incorrect whenss=1
.Example
In one-cpt test fixture, setup
gives wrong gradient compare to finite difference result
Expected Output
Consistent gradient within error tolerance.
Current Version:
v0.87.1