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New autoregressive rules #55

Merged
merged 17 commits into from
Oct 27, 2021
Merged

New autoregressive rules #55

merged 17 commits into from
Oct 27, 2021

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bvdmitri
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This PR reimplements some rules for Autoregressive node to be more efficient both in terms of execution times and memory allocation. In addition, this PR adds an example of Autoregressive model in the documentation.

@bvdmitri bvdmitri requested a review from albertpod October 19, 2021 09:32
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codecov-commenter commented Oct 19, 2021

Codecov Report

Merging #55 (128b60a) into master (de7aff4) will decrease coverage by 0.39%.
The diff coverage is 20.37%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #55      +/-   ##
==========================================
- Coverage   50.86%   50.47%   -0.40%     
==========================================
  Files         126      126              
  Lines        3761     3802      +41     
==========================================
+ Hits         1913     1919       +6     
- Misses       1848     1883      +35     
Impacted Files Coverage Δ
src/algebra/helpers.jl 8.33% <ø> (-91.67%) ⬇️
src/rules/autoregressive/marginals.jl 0.00% <0.00%> (ø)
src/nodes/autoregressive.jl 16.00% <22.22%> (+16.00%) ⬆️
src/distributions/mv_normal_mean_covariance.jl 97.91% <100.00%> (ø)
src/distributions/mv_normal_mean_precision.jl 97.61% <100.00%> (-0.06%) ⬇️
...distributions/mv_normal_weighted_mean_precision.jl 97.77% <100.00%> (ø)

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@bvdmitri bvdmitri merged commit d9e6d7e into master Oct 27, 2021
@bvdmitri bvdmitri deleted the develop-ar-fixes branch May 2, 2022 09:01
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2 participants