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Update metropolis.py #6825

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elliottperryman
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@elliottperryman elliottperryman commented Jul 13, 2023

allow for covariance matrix not only variance

What is this PR about?
...

Checklist

Major / Breaking Changes

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New features

  • ...

Bugfixes

  • when using the differential evolution metropolis methods the parameters say that they accept a 2D covariance matrix but fail when this is given. This is because the initialization step does not check for a 2D covariance function as other classes do and go straight to normal. Then the step gives a "scale < 0" error. I fix this.

Documentation

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Maintenance

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📚 Documentation preview 📚: https://pymc--6825.org.readthedocs.build/en/6825/

allow for covariance matrix not only variance
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ok, for consistency we can do this.

However, be aware that covariance in the jitter is unlikely to have any impact on sampling.

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codecov bot commented Jul 15, 2023

Codecov Report

Merging #6825 (2b00b55) into main (13e7c88) will decrease coverage by 3.27%.
The diff coverage is 66.66%.

Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #6825      +/-   ##
==========================================
- Coverage   92.02%   88.75%   -3.27%     
==========================================
  Files          95       95              
  Lines       16262    16275      +13     
==========================================
- Hits        14965    14445     -520     
- Misses       1297     1830     +533     
Impacted Files Coverage Δ
pymc/step_methods/metropolis.py 65.06% <25.00%> (-21.54%) ⬇️
pymc/distributions/distribution.py 96.08% <100.00%> (-0.98%) ⬇️
pymc/model.py 91.01% <100.00%> (+0.05%) ⬆️

... and 16 files with indirect coverage changes

@ricardoV94 ricardoV94 marked this pull request as draft August 24, 2023 11:23
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I marked this as a draft due to failing tests

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3 participants