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tpapp / HamiltonianABC.jl
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LAST BUILD BRANCH: Stochastic_volatility_model
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Repo Added 21 Jun 2017 06:29PM UTC
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LAST BUILD ON BRANCH interface-reorganization
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  • interface-reorganization
  • Stochastic_volatility_model
  • master
  • toymodel2-further-fixes
  • toymodel2-logprob-rewrite
  • toymodel2-partial-merge

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Major rewrite of interface, algorithm, tests.

The interface was simplified considerably. "Problem" is now renamed to
"Model", and is supposed to contain the shocks. This helps avoid
allocation, and also simplifies the API because now we don't need
`state`.

Reduced interface of `problem` to two methods only, `logdensity` and
`simulate!`.

Rewrote `mcmc` to call `simulate!` after each iteration, *regardless
of acceptance*, so that probabilities are refreshed.

Rewrote toy exponential problem. Now using the analytical
density (using the auxiliary log function) for testing. Introduced
limiting case with infinitely many shocks.

Re-organized things to a single file. May break up when necessary.

14 of 14 new or added lines in 1 file covered. (100.0%)

14 of 14 relevant lines covered (100.0%)

18667.29 hits per line

Relevant lines Covered
Build:
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14 RELEVANT LINES 14 COVERED LINES
18667.29 HITS PER LINE
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Coverage ∆ File Lines Relevant Covered Missed Hits/Line

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14 interface-reorganization Major rewrite of interface, algorithm, tests. The interface was simplified considerably. "Problem" is now renamed to "Model", and is supposed to contain the shocks. This helps avoid allocation, and also simplifies the API because now we don't nee... push 23 Jun 2017 01:48PM UTC tpapp travis-ci pending completion  
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