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Saving log_density; add MCMCChains ext; improve control over what gets saved to traces #178

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merged 12 commits into from
Nov 22, 2023

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alexandrebouchard
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@alexandrebouchard alexandrebouchard commented Nov 18, 2023

Contains several improvements:

  • append the log_density to the trace for common targets
  • add MCMCChains extension with convenient constructors so that log_density is placed in the internals part of the object and generally improves usability
  • improve control over how the trace is formed, e.g. to capture cases where the user only want log_density, or just a specific set of statistics, etc
  • docs and test for all of the above

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codecov-commenter commented Nov 21, 2023

Codecov Report

Attention: 1 lines in your changes are missing coverage. Please review.

Comparison is base (225ffbc) 86.81% compared to head (71fe190) 86.96%.

Files Patch % Lines
src/pt/state.jl 85.71% 1 Missing ⚠️

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Additional details and impacted files
@@            Coverage Diff             @@
##             main     #178      +/-   ##
==========================================
+ Coverage   86.81%   86.96%   +0.15%     
==========================================
  Files          92       95       +3     
  Lines        2411     2416       +5     
==========================================
+ Hits         2093     2101       +8     
+ Misses        318      315       -3     

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- better default for stream target: save the log_density
- fix source ordering
- these can contain 'derived quantities', so variable not ideal
- avoid confusion with continuous_variables, etc
@alexandrebouchard alexandrebouchard changed the title Saving log_density; add MCMCChains ext Saving log_density; add MCMCChains ext; improve control over what gets saved to traces Nov 22, 2023
@alexandrebouchard alexandrebouchard merged commit 1df9a57 into main Nov 22, 2023
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2 participants