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mschauer / ZigZagBoomerang.jl

Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
MIT License
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Give the graph of likelihood too #75

Closed mschauer closed 3 years ago

mschauer commented 3 years ago

I introduced an additional argument G. I think G tells which coordinates have to move to compute the gradient and G2 coming from Z.Gamma tells which bounds have to be recomputed.

codecov-commenter commented 3 years ago

Codecov Report

Merging #75 (bb3fea8) into master (b0c2152) will increase coverage by 0.02%. The diff coverage is 95.23%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #75      +/-   ##
==========================================
+ Coverage   81.22%   81.25%   +0.02%     
==========================================
  Files          18       18              
  Lines        1097     1120      +23     
==========================================
+ Hits          891      910      +19     
- Misses        206      210       +4
Impacted Files Coverage Δ
src/ZigZagBoomerang.jl 100.00% <ø> (ø)
src/sfactiter.jl 91.30% <85.71%> (-3.70%) :arrow_down:
src/sfact.jl 89.81% <100.00%> (+0.39%) :arrow_up:
src/trace.jl 91.17% <100.00%> (+1.28%) :arrow_up:
src/ss_not_fact.jl 92.06% <0.00%> (-1.59%) :arrow_down:

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mschauer commented 3 years ago

I also added a function to compute a subtrace of a trace