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fix process_init_approx #984

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Merged
merged 1 commit into from
May 24, 2024
Merged

fix process_init_approx #984

merged 1 commit into from
May 24, 2024

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@avehtari
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@avehtari avehtari commented May 24, 2024

When using approximate inference algorithm fit objects as init there could be some errors that this PR fixes

  • Issue: lp__ or lp_approx__ may contain NaN. NA, or Inf. Fix: replace non-finite lw with -Inf
  • Issue: pareto_smooth() was estimating r_eff, but for independent draws from approximate normals r_eff=1 should be used: Fix: add argument r_eff=1 to pareto_smooth() call

@avehtari avehtari requested a review from andrjohns May 24, 2024 08:39
andrjohns
andrjohns reviewed May 24, 2024
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Thanks! Looks good, just one question

@andrjohns andrjohns merged commit 1679aa7 into master May 24, 2024
@andrjohns andrjohns deleted the process_init_approx_fix branch May 24, 2024 11:08
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@avehtari @andrjohns