Update mcse_sd calculation to not use normality assumption. #2167

ahartikainen · 2022-11-19T06:49:12Z

Fixes #2005

Description

Follows official PR format
Includes a sample plot to visually illustrate the changes (only for plot-related functions)
New features are properly documented (with an example if appropriate)?
Includes new or updated tests to cover the new feature
Code style correct (follows pylint and black guidelines)
Changes are listed in changelog

arviz/stats/diagnostics.py

Co-authored-by: Osvaldo A Martin <aloctavodia@gmail.com>

OriolAbril · 2022-12-07T23:50:12Z

It looks like tests are running against posterior 0.1.2, can this be updated to latest posterior?

arviz/stats/diagnostics.py

Co-authored-by: Seth Axen <seth@sethaxen.com>

ahartikainen added 3 commits November 19, 2022 08:47

Update mcsd calculation to not use normality assumption.

2b3dc23

See https://github.com/stan-dev/posterior/pull/233/files

Update diagnostics.py

bc71ce6

Update diagnostics.py

423ff80

aloctavodia reviewed Nov 23, 2022

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aloctavodia reviewed Nov 23, 2022

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ahartikainen and others added 2 commits November 28, 2022 09:50

Remove ddof=1 from mcse_sd

76a35de

Co-authored-by: Osvaldo A Martin <aloctavodia@gmail.com>

Fix black

ed68f86

aloctavodia approved these changes Dec 6, 2022

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sethaxen requested changes Jan 2, 2023

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Update arviz/stats/diagnostics.py

ff971b8

Co-authored-by: Seth Axen <seth@sethaxen.com>