7711
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Ran 18 May 2018 05:49AM UTC

Jobs 11

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Run time 28min

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Build # 7711

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travis-ci

Committed by

springcoil

Commit Message

Correction to Nomenclature in Volatility Model (#2978)

This small correction is in response to issue Stochastic Volatility Example #2566.  It concerns the
two different examples of the Volatility Model used in the PyMC3 notebooks to introduce users to the
wonder that is Bayesian modeling.  In getting_started.ipynb, under:
--Case Study 1: Stochastic volatility
---The Model
the model specification uses `y_i` to represent the daily precentage returns.  However, later on in
the `with pm.Model() as sp500_model:` block the dummy variable `r` is used to represent the daily
returns as well as the tensor variable name.

The second correction also concerns the useage of `s_i` to represent the volatility process in daily
returns.  In both Volatility Process walkthroughs (there is a stand-alone notebook dedicated to it)
the model specs treat `s_i` as the standard deviation of the StudentT distribution used to model the
log-returns.  In the PyMC3 API docs on the StudentT, the distribution is defined with `lambda`
representing the precision.  This is why the `volatility_process` variable is mapped from
`pm.math.exp(-2 * s)` in the `pm.Model()` block.  However, when the returns were defined in the
model block the **kwarg was `lambda=1/volatility_process`.  This has been fixed.

Thanks to @twiecki and the OP for highlighting this error.

Run Details

16502 of 18652 relevant lines covered (88.47%)

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Lines	Coverage	∆	File
1	100.0		pymc3/step_methods/hmc/nuts.py

Jobs

ID	Job ID	Ran	Coverage
1	7711.1 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --ignore=pymc3/tests/test_examples.py --cov-append --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py")	18 May 2018 05:58AM UTC	70.96	Travis Job 7711.1
2	7711.2 (PYTHON_VERSION=2.7 FLOATX='float32' RUN_PYLINT="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py")	18 May 2018 05:52AM UTC	39.64	Travis Job 7711.2
3	7711.3 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py")	18 May 2018 05:49AM UTC	25.86	Travis Job 7711.3
4	7711.4 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --cov-append pymc3/tests/test_variational_inference.py pymc3/tests/test_updates.py")	18 May 2018 05:54AM UTC	29.19	Travis Job 7711.4
5	7711.5 (PYTHON_VERSION=2.7 FLOATX='float64' TESTCMD="--durations=10 --ignore=pymc3/tests/test_examples.py --cov-append --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py")	18 May 2018 05:58AM UTC	73.92	Travis Job 7711.5
6	7711.6 (PYTHON_VERSION=2.7 FLOATX='float64' RUN_PYLINT="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py")	18 May 2018 06:05AM UTC	40.17	Travis Job 7711.6
7	7711.7 (PYTHON_VERSION=2.7 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py")	18 May 2018 06:02AM UTC	26.34	Travis Job 7711.7
8	7711.8 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append --ignore=pymc3/tests/test_examples.py --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py")	18 May 2018 06:13AM UTC	74.14	Travis Job 7711.8
9	7711.9 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py")	18 May 2018 06:11AM UTC	40.17	Travis Job 7711.9
10	7711.10 (PYTHON_VERSION=3.6 FLOATX='float64' BUILD_DOCS="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py")	18 May 2018 06:14AM UTC	26.36	Travis Job 7711.10
11	7711.11 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_variational_inference.py pymc3/tests/test_updates.py")	18 May 2018 06:17AM UTC	29.2	Travis Job 7711.11

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