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Feature/3299 chainset #3313

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Oct 22, 2024
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f627e7f
Merge branch 'develop' of https://github.com/stan-dev/stan into develop
mitzimorris Oct 11, 2024
7946efe
adding chainset and unit tests
mitzimorris Oct 11, 2024
35bdb07
basic_ess needed for mcse
mitzimorris Oct 11, 2024
12811f2
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 11, 2024
7b4843f
added ess_basic, unit tests
mitzimorris Oct 11, 2024
4b65534
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 11, 2024
da1b6c5
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 11, 2024
6cba5df
mcse, mcse_sd match posterior implementation
mitzimorris Oct 12, 2024
4b4b8b0
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 12, 2024
345fcea
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 12, 2024
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Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 15, 2024
79c675a
changes per code review
mitzimorris Oct 16, 2024
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[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 16, 2024
3534106
changes per code review
mitzimorris Oct 16, 2024
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Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 16, 2024
210ac05
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 16, 2024
ada8407
ess use stan::analyze::autocovariance, not stan::math
mitzimorris Oct 17, 2024
2a21f04
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 17, 2024
9fed191
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 17, 2024
65f1c57
update rhat test
mitzimorris Oct 18, 2024
c55f787
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 18, 2024
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[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 18, 2024
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Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 18, 2024
3981d4c
checkpointing
mitzimorris Oct 18, 2024
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[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 18, 2024
8d0bd5b
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 19, 2024
99e8f71
refactored analyze/mcmc fns and unit tests
mitzimorris Oct 19, 2024
5448680
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 19, 2024
368a7a2
refactored analyze/mcmc fns and unit tests
mitzimorris Oct 19, 2024
a808e64
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 19, 2024
f268f54
chainset test cleanup
mitzimorris Oct 20, 2024
5e1739c
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 20, 2024
1eda263
chainset test all functions
mitzimorris Oct 20, 2024
544f1be
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 20, 2024
b47a261
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 20, 2024
cb1349d
cleanup
mitzimorris Oct 20, 2024
fb0cc65
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 20, 2024
aaa7325
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 20, 2024
2f67bc0
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 20, 2024
5a90da7
minor edit
mitzimorris Oct 20, 2024
c38b15f
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mitzimorris Oct 21, 2024
199155d
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 21, 2024
32b7fec
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 21, 2024
b4febe8
changes per code review
mitzimorris Oct 21, 2024
b4bca53
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 21, 2024
608217c
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 22, 2024
bf0d581
increase test precision, fix split chain logic
mitzimorris Oct 22, 2024
c411907
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 22, 2024
17009f8
more unit tests
mitzimorris Oct 22, 2024
2950a00
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 22, 2024
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stan-buildbot Oct 22, 2024
edbc96e
unit tests against cmdstan 2.35.0
mitzimorris Oct 22, 2024
3099088
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 22, 2024
c3ae868
[Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1
stan-buildbot Oct 22, 2024
1ccb254
Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/s…
mitzimorris Oct 22, 2024
ad0bd35
checkpointing
mitzimorris Oct 22, 2024
2ee4dc1
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mitzimorris Oct 22, 2024
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5 changes: 3 additions & 2 deletions src/stan/analyze/mcmc/split_rank_normalized_ess.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -103,15 +103,16 @@ double ess(const Eigen::MatrixXd& chains) {
/**
* Computes the split effective sample size (split ESS) using rank based
* diagnostic for a set of per-chain draws. Based on paper
* https://arxiv.org/abs/1903.08008
* https://arxiv.org/abs/1903.08008 Computes bulk ESS over entire sample,
* and tail ESS over the 0.05 and 0.95 quantiles.
*
* When the number of total draws N is odd, the last draw is ignored.
*
* See more details in Stan reference manual section "Potential
* Scale Reduction". http://mc-stan.org/users/documentation

* @param chains matrix of per-chain draws, num_iters X chain
* @return potential scale reduction
* @return pair ESS_bulk, ESS_tail
*/
inline std::pair<double, double> split_rank_normalized_ess(
const Eigen::MatrixXd& chains) {
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2 changes: 1 addition & 1 deletion src/stan/io/stan_csv_reader.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -377,7 +377,7 @@ class stan_csv_reader {

if (!read_samples(in, data.samples, data.timing)) {
if (out)
*out << "Unable to parse sample" << std::endl;
*out << "No draws found" << std::endl;
}
return data;
}
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