pyro-ppl / numpyro / 43019135029

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fix(diagnostics): return the full range from hpdi when prob=1 and check that prob is in (0, 1] (#2417)

* fix(diagnostics): return the full range from hpdi when prob=1

With prob=1.0 the interval length int(prob * mass) equals the number of
draws, so there are no candidate left ends and argmin fails with
"attempt to get argmin of an empty sequence". This also breaks summary
and print_summary with prob=1.0, while the weighted path added in #2409
already returns the minimum and maximum. Cap the length at mass - 1 so
the interval spans all draws.

* fix(diagnostics): validate prob in hpdi and summary

Raise a ValueError when prob is outside (0, 1] instead of clamping it
silently (prob > 1) or returning an inverted interval (prob < 0). The
check runs at the start of hpdi and summary, so the weighted and
unweighted summary paths and print_summary behave the same way.

* fix(diagnostics): inline the prob check and simplify its test

* Test the prob range check in summary

* Use the draws with positive weight for the weighted hpdi when prob is 1

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