nz-gravity / LogPSplinePSD / 19929896529

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github

Committed by avivajpeyi

Commit Message

Updated multivariate PSD rescaling to keep units consistent and added a dedicated regression test.

Adjusted src/log_psplines/samplers/multivar/multivar_base.py _rescale_psd to remove the global scaling_factor before applying channel standard deviations, aligning empirical PSDs with the observed/true scale.
Fixed src/log_psplines/arviz_utils/to_arviz.py periodogram handling to stop double-applying scaling_factor when Wishart PSDs are already scaled, while preserving the standardized-to-physical conversion for channel-standardized data.
Added tests/test_multivar_scaling.py, which builds a synthetic 2-channel VAR(1), checks the internal rescaling path, runs run_mcmc with blocked NUTS, and reports/ asserts posterior vs periodogram vs analytic PSD ratios.
Tests: pytest tests/test_multivar_scaling.py -k scaling -q (ArviZ shape warnings appear because only one chain is used, but the assertions pass).

Next steps: run the broader test suite if desired, and rerun with multiple chains to silence the ArviZ warning.

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