https://github.com/pymc-devs/pymc3

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544a806 Merge pull request #2934 from pymc-devs/v3.4_release Increment version to 3.4.1 19 April 2018, 02:42:36 UTC
2bfae0f Increment version to 3.4.1 18 April 2018, 21:13:11 UTC
a8b1147 Merge pull request #2932 from pymc-devs/v3.4_release Increment version to 3.4 18 April 2018, 20:52:24 UTC
bdac988 Increment version to 3.4 17 April 2018, 16:04:51 UTC
edd28d4 Merge pull request #2929 from pymc-devs/v3.4_release Version 3.4 RC2 13 April 2018, 19:19:40 UTC
3ae6984 Increment version to RC2 13 April 2018, 18:26:41 UTC
a0ec8e2 Removed redundant specification of version number (#2926) * Removed redundant specification of version number * Replaced pymc3 import in setup with regex function for getting version * Removed typo 13 April 2018, 01:08:24 UTC
02af08a Merge pull request #2928 from aloctavodia/posteriorplot fix missing test_size argument 11 April 2018, 14:16:26 UTC
7f8ad73 fix missing test_size argument 11 April 2018, 12:18:46 UTC
a502e2f Merge pull request #2924 from ColCarroll/update_setup Update short and long descriptions in setup.py 10 April 2018, 02:14:55 UTC
5899381 Merge branch 'v3.4_release' 09 April 2018, 14:00:01 UTC
f46c099 Fixed RC tags 09 April 2018, 13:59:13 UTC
94ae7d6 Merge pull request #2925 from pymc-devs/v3.4_release Version 3.4 RC 1 09 April 2018, 13:49:26 UTC
7960066 Incremented version to 3.4 08 April 2018, 22:05:58 UTC
380d50a Update short and long descriptions in setup.py 07 April 2018, 21:17:56 UTC
f7ab277 Merge pull request #2923 from aloctavodia/repr_latex fix wrong parameter name in beta's repr_latex 07 April 2018, 21:09:25 UTC
68dfa2c fix wrong parameter name in beta's repr_latex 07 April 2018, 20:53:18 UTC
cc4e034 implement `forward_val` in transform as a numpy function (#2920) * implement `forward_val` in transform as a numpy function it is faster to do forward transformation in numpy, could be useful for sampling from prior. * add test * change transform useage in SMC * rename test 05 April 2018, 15:41:17 UTC
33d0ab7 No comma in MCMC 05 April 2018, 13:39:43 UTC
ebc1e41 Merge pull request #2921 from DerekRoy/patch-1 edit README.rst 05 April 2018, 01:50:27 UTC
3f6c87d edit README.rst Slight change to simplify text. 04 April 2018, 23:56:35 UTC
fe8efbb remove duplicated code (#2919) 04 April 2018, 23:49:15 UTC
75f64e9 Blocked metropolis with fixed and continuous variables (#2918) 04 April 2018, 11:52:05 UTC
883f4ef raise an error when model has discrete vars (#2917) * raise an error when model has discrete vars * unicode char 03 April 2018, 16:52:16 UTC
e97f5ab DOC: Divergences, fix small issues (#2915) * small fixes * small fixes 03 April 2018, 09:58:11 UTC
0bf1c8c Changed support of exponential to include zero (#2914) * Changed support of exponential to include zero * Added exponential fix to release notes 02 April 2018, 17:21:08 UTC
e3c4d87 Fix typo 31 March 2018, 19:32:49 UTC
7493d5b Small bugfix Right now, doing below gives NaN: ```python with pm.Model() as m: a = pm.Uniform('a', -100, 100) for RV in m.basic_RVs: print(RV.name, RV.logp(m.test_point)) ``` This PR fix this 23 March 2018, 13:50:18 UTC
0aea848 Fixed typo in Bayes factor heuristics discussion (#2905) Bayes factors cannot be less than zero. Bayes factors less than one support the model in the denominator. 22 March 2018, 22:53:35 UTC
f833a14 Refactor distribution.draw_values (#2902) * Fix for #2900. Changed the way in which draw_values handles the named node-inputs. Now the tree dependence is constructed to set the givens dict. * Fixed conflicts * Fixed more conflicts * Fixed typo * Changed test_dep_vars to test for successful draws even in the cases of dependent variables. * Removed comments from test_random.py, and distribution.py. Added content to RELEASE-NOTES. Fixed bug in the interaction between draw_values, _draw_value and _compile_theano_function. In some cases, draw_values would set an item of the givens dictionary to a theano.tensor.TensorConstant. In _draw_value(param, ...), if param was a theano.tensor.TensorVariable without a random method, and not set in point, _compile_theano_function would be called, using as one of its variables, a theano.tensor.TensorConstant. This lead to TypeError: ("Constants not allowed in param list",...) exceptions being raised. The fix was to skip the inclusion into the givens dictionary of named nodes that were instances of theano.tensor.TensorConstant, because their value would already be available for theano during the function compilation. * Fixed another bug which was similar to the theano.tensor.TensorConstant, but it occurred on theano.tensor.sharedvar.SharedVariable instances. The error that was raised was similar, SharedVariables cannot be supplied as raw input to theano.function. The fix was the same as for TensorConstants, skip them when constructing the givens dictionary. * Guarded against a potencial bug. In draw_values, when skipping for TensorConstant and SharedVariable types, these nodes could be added to the stack again later because their names would not be in givens.keys(). To counter that, a separate set, `stored`, with the names of nodes that are either stored in givens or whos values should be available to theano.function, is used to chose which nodes to add to the stack. * Syntax change based on twiecki's comment. * Extended RELEASE-NOTES.md to also mention the sharedvar.ShareVariable fix. 21 March 2018, 10:04:26 UTC
7d327b3 Mixture of mixtures (#2904) * Mixture of mixtures Following the discussion on Discourse: https://discourse.pymc.io/t/how-can-we-build-a-mixture-of-mixtures/910/ I made some small fix so that it is easier to create multivariate mixture and mixture of mixtures * fix test * add test for multivariate mixture * fix float32 test Co-authored-by: Junpeng Lao <junpeng.lao@unifr.ch> Co-authored-by: Hubert Wassner <hubert.wassner@gmail.com> 19 March 2018, 16:03:11 UTC
6dd0e81 Merge pull request #2764 from pymc-devs/compare_tweak Changed arguments for compare to accept dict 15 March 2018, 15:06:42 UTC
2743564 Added change to release notes 14 March 2018, 14:49:55 UTC
ed4b485 Removed old warnings code 14 March 2018, 02:46:52 UTC
297b419 Changed compare arguments to support model-trace dict 13 March 2018, 16:16:47 UTC
03bc7ee Copied identical models in test_compare 13 March 2018, 13:54:40 UTC
bc7df0c Merge branch 'master' into compare_tweak 13 March 2018, 13:35:59 UTC
999661c fix PyMC3 variable is not replaced if provided in more_replacements (VI) (#2891) * fixes #2890 * float32 y * update release notes * use floatX 10 March 2018, 08:28:43 UTC
b385791 use pm.get_data 08 March 2018, 14:50:52 UTC
6006f85 DOC: Added PyMC3 version code and changed plot style 08 March 2018, 10:20:34 UTC
cf0a373 DOC: Updated getting_started.ipynb to use Google Finance as pandas_datareader deprecated Yahoo Finance 08 March 2018, 10:20:34 UTC
543fb5f Remove statsmodels and add new data csv files (#2892) * remove statsmodels and add new data csv files * use get_data 07 March 2018, 15:05:34 UTC
4fb8aed densityplot: fix bug hpd_markers (#2895) 07 March 2018, 14:56:54 UTC
7471e4e remove df_summary (#2893) * remove df_summary * fix typo 06 March 2018, 23:51:08 UTC
6f77cc6 Doc Improvements: Bound API doc, HalfNormal description, markup fixes (#2888) * Include API reference for Bound class * Include API reference for Bound class * In documentation for bounds, link to distributions * Fix mean and variance of HalfNormal in docs * Add missing sphinx markup for kronecker/math * Fix external link in docs notebook * Add encoding declaration in distribution.py * Change URL to https * Fix markup for MatrixNormal 06 March 2018, 02:53:55 UTC
e72b0d5 Add offset to glm models (#2889) * Add `offset` kwarg to glm with test * add release note and clean ups * minor potential fail safe * set default to 0. 04 March 2018, 15:37:39 UTC
b463f2b Include pymc.model in documentation (#2885) * Add API docs for the model module to sphinx docs * Fix docstring, so that code is properly rendered * Fix markup in docstrings in pymc3.model * Unpacking operators are not part of the name, and sphinx assumes they are markup. * Small changes, such as replacing markdown-style single backticks for marking up identifiers with proper RST style double backticks * Constructor should be documented in the class docstring * Remove defaults from docstring and use RST instead of markdown * Reformatting of the code-example's comments * Create a sphinx _static dir that is tracked by git Avoids warning of sphinx that the directory does not exist 03 March 2018, 19:07:06 UTC
7327f9d Fix Binomial GLM In glm module binomial familiy is actually Bernoulli. This PR fix the Binomial likelihood, with the flexibility of specifying the `n`. Default n set to 1 for backward compatibility. Also added test. 03 March 2018, 19:05:03 UTC
f6cb5ff fix typo (#2883) `lenght` --> `length` 02 March 2018, 13:47:46 UTC
be532de Densityplot: add support for discrete variables (#2878) * densityplot: add support for discrete variables * fix error with xticks, add to release notes * fix typo 02 March 2018, 13:38:50 UTC
fde52a4 Add LogitNormal distribution and tests (#2877) * Add LogitNormal disribution and tests Co-authored-by: denadai2 <denadai2@users.noreply.github.com> Co-authored-by: aloctavodia <aloctavodia@gmail.com> * reduce precision for float32 27 February 2018, 20:24:57 UTC
dcdd543 update gitignore 26 February 2018, 21:49:30 UTC
f026fb8 fix test 26 February 2018, 21:49:30 UTC
c950a2a refactor memoize 26 February 2018, 21:49:30 UTC
553f057 Add scatterplot function (#2861) * add new scatterplot function * followed sugestions made in #2861 * run Divergences notebook with examples * add carriage return * fix plot_transformed argument * fix fig_size * fix gridspec import error and minor issues * remove unused module import line 26 February 2018, 14:33:48 UTC
4b3620c Merge pull request #2867 from junpenglao/fix_2866 fix BinaryGibbsMetropolis issue for p=.5 25 February 2018, 19:41:22 UTC
3c18c4d Changes in test for random kwarg in DensityDist (#2840) * Added test * Test scipy distribution compatibility with DensityDist * Updated RELEASE-NOTES.md * Changes in test for random method in DensityDist * Added docstring for DensityDist * Update tests for random method with DensityDist 25 February 2018, 17:24:24 UTC
e3c4422 Update follow comments 25 February 2018, 17:15:12 UTC
38bfc65 DOC: Add missing plots for discrete and continuous distributions (#2871) * Plots of discrete distributions in the docstrings * Plots of discrete distributions in the docstrings * unify style and add missing continuous * fix several error after building locally * add line to clarify that formula correspond to pdf/pmf * fix indent 25 February 2018, 16:02:12 UTC
023e572 Add option to disable joblib mmap-ing (#2872) * Add option to disable joblib mmap-ing that can sometimes lead to alignment errors * Don't use mmap by default 25 February 2018, 12:02:10 UTC
9af7993 Merge pull request #2873 from AustinRochford/add-dev-reqs-docker Copy requirements-dev.txt to Docker container 24 February 2018, 14:23:32 UTC
48ad319 Copy requirements-dev.txt to Docker container 24 February 2018, 14:21:57 UTC
0596c33 Change logp of some distributions to returns element_wise logp (#2870) * Mixture logp returns element_wise logp close #2868 * MultiNomial logp return element_wise more precisely it returns logp for each row * Additional warning for waic and loo * fix multinomial elementwise logp add test * fix warning bug in waic and loo 23 February 2018, 16:56:03 UTC
1aeca78 Fix possible undefined variables (#2869) 23 February 2018, 13:27:15 UTC
c56bf3b More flexible kernel that allows antithetical sampling. Setting transit_p=1 we recover the old behavior of the sampler. 21 February 2018, 22:09:58 UTC
801accb Merge pull request #2863 from himkt/fix-varname Fix the wrong varname 21 February 2018, 15:24:09 UTC
2865760 fix BinaryGibbsMetropolis issue for p=.5 close #2866. BinaryGibbsMetropolis propose alternating update to pm.Bernoulli('x', 0.5) which generate deterministic sequence 21 February 2018, 14:35:53 UTC
8566a12 Revert "bug fix #2866" This reverts commit 3f6855833ea252ccf4eacf68052ca5d368df7950. 21 February 2018, 14:31:54 UTC
3f68558 bug fix #2866 close #2866. 21 February 2018, 14:31:34 UTC
5dfd082 Merge pull request #2864 from junpenglao/fast_kde_fix Small fix for fast_kde 21 February 2018, 13:08:16 UTC
55729cf Small fix for fast_kde After #2837 fast_kde failed with stale trace (ie, trast with only one value like [0, 0, 0, 0, ...]). This PR make sure the fast_kde behavior is the same as before. 21 February 2018, 12:07:02 UTC
2f35eb9 Fix the wrong varname 21 February 2018, 07:36:07 UTC
a3af00d Merge pull request #2731 from jordan-melendez/KroneckerGP Kronecker GP 15 February 2018, 06:38:18 UTC
77afa45 Update README.rst (#2857) remove outdated `scikits.sparse` optional dependence. 14 February 2018, 17:44:48 UTC
0446166 Update model comparison and SMC notebooks (#2855) * update model comparison and SMC notebooks * add gBokiau corrections 14 February 2018, 06:24:44 UTC
cabdbf9 KDE: compute bandwith using entropy instead of standard deviation (#2837) * kde: compute bandwith using entropy instead of std * scale factor 4.5 * add argument for bandwidth scaling factor * add to release notes 14 February 2018, 06:15:07 UTC
ece6ee8 Added Kronecker GP PR features 13 February 2018, 22:57:57 UTC
71c5077 Add logit parametrization of Bernoulli 13 February 2018, 22:48:06 UTC
a3521e8 Added working KroneckerNormal random tests 13 February 2018, 22:45:22 UTC
2239bf2 Added tests for Kron, Coregion, and MarginalKron, and fix strange failure 13 February 2018, 22:45:22 UTC
783ecfd Finalized KroneckerNormal distribution 13 February 2018, 22:45:22 UTC
177e039 Added Kronecker operations tests 13 February 2018, 22:45:22 UTC
ab96e18 Added KroneckerNormal tests 13 February 2018, 22:43:34 UTC
84291c7 Cleaned up documentation 13 February 2018, 22:43:34 UTC
d2d0fae Added local fix of theano EighGrad 13 February 2018, 22:43:34 UTC
d973361 Added MarginalKron 13 February 2018, 22:43:34 UTC
5e99b02 Added KroneckerNormal 13 February 2018, 22:43:34 UTC
6324cf7 Added KroneckerNormal and switched to local Eigh 13 February 2018, 22:43:34 UTC
ad875f4 Added Coregion kernel and Kron covariance 13 February 2018, 22:43:34 UTC
8437e80 Added MarginalKron functionality 13 February 2018, 22:43:34 UTC
68500f0 Added efficient Kronecker functions 13 February 2018, 22:43:34 UTC
79677da Fix effective sample size estimation (#2854) * Fix effective sample size estimation Close #2810 Reference implementation in PyStan: https://github.com/stan-dev/pystan/pull/415 - improve autocorr and autocov function, use fft convolve for autocorrelation computation * Improve effective sample size implementation Effective sample size computed using autocov and Geyer's initial monotone sequence criterion for vhat. * Improve effective sample size implementation Effective sample size computed using autocov and Geyer's initial monotone sequence criterion for vhat. Co-authored-by: Junpeng Lao <junpeng.lao@unifr.ch> Co-authored-by: Sharan Yalburgi <sharanyalburgi@gmail.com> * Turn off automatic convergent check for short chain * update release note * Turn off convergent check in benchmark model To have more accurate computation of the things we want to benchmark. effective_n computation is slower than before for large number of samples (at 10000 sample it is around 10x slower). There should be a large increase in effective_n benchmark. 13 February 2018, 16:32:36 UTC
ffc0608 Update posterior_predictive notebook (#2853) * Grammar, style, version edits * Address comments 13 February 2018, 11:23:07 UTC
dc7e3f1 Only set random seed if specified. 12 February 2018, 15:55:00 UTC
deff999 Bugfix for #2849 (#2850) * Bugfix for #2849 add conditioning to get_untransformed_name to have correct output for CholeskyCovPacked transform * Fix potential fail if name with `__` 12 February 2018, 08:42:11 UTC
371bb28 Fixed broken links (#2842) * Update model_averaging.ipynb * Updated links * Revert "Updated links" * Fixed broken links Updated links for model_comparison.ipynb and GLM-model-selection.ipynb * Updated links Changed the links from http://docs.pymc.io/ to http://pymc-devs.github.io/pymc3/ 06 February 2018, 15:47:22 UTC
0379ef5 add numpy=1.13 as a dependency (#2841) 05 February 2018, 15:10:13 UTC
760fba4 Add random kwarg to DensityDist #2106 (#2805) * Add random kwarg to DensityDist #2106 * Added test * Test scipy distribution compatibility with DensityDist * Updated RELEASE-NOTES.md 05 February 2018, 08:10:14 UTC
0ecb6d1 fix tuning warning (#2839) * fix tuning warning fix #2838 and move small trace warning into pm.sampling * fix test 04 February 2018, 18:30:56 UTC
946fa0c Merge pull request #2831 from pymc-devs/sample_arg_rename Replace njobs with cores argument 04 February 2018, 01:48:30 UTC
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