Minor updates

Author: goedman

src/psisloo.jl

@@ -20,7 +20,7 @@ not exist and if tail index k>1 the mean of the raw estimate does not exist
 and the PSIS estimate is likely to have large variation and some bias.
 
 # Arguments
-* `log_lik::Union{AbstractArray, Mamba.Chains}`: Array of size n x m containing n posterior samples of the log likelihood terms p(y_i|\theta^s).
+* `log_lik::AbstractArray`: Array of size n x m containing n posterior samples of the log likelihood terms p(y_i|\theta^s).
 * `wcpp::Real`: Percentage of samples used for GPD fit estimate (default is 20).
 * `wtrunc::Float64`: Positive parameter for truncating very large weights to n^wtrunc. Providing False or 0 disables truncation. Default values is 3/4.
 

src/waic.jl

@@ -4,21 +4,20 @@ var2(x) = mean(x.^2) .- mean(x)^2
 function waic( ll::AbstractArray; pointwise=false , log_lik="log_lik" , kwargs... )
 
     n_samples, n_obs = size(ll)
-    #lpd = zeros(n_obs)
-    pD = zeros(n_obs)
+    pD = zeros(n_obs);
 
-    lpd = reshape(logsumexp(ll .- log(n_samples); dims=1), n_obs)
+    lpd = reshape(logsumexp(ll .- log(n_samples); dims=1), n_obs);
     for i in 1:n_obs 
         pD[i] = var2(ll[:,i])
     end
 
-    waic_vec = (-2) .* ( lpd - pD )
+    waic_vec = (-2) .* ( lpd - pD );
     if pointwise == false
-        waic = sum(waic_vec)
+        waics = sum(waic_vec)
         lpd = sum(lpd)
         pD = sum(pD)
     else 
-        waic = waic_vec
+        waics = waic_vec
     end
 
     local se
@@ -29,7 +28,7 @@ function waic( ll::AbstractArray; pointwise=false , log_lik="log_lik" , kwargs..
         se = nothing
     end
 
-    (WAIC=waic, lppd=lpd, penalty=pD, std_err=se)
+    (WAIC=waics, lppd=lpd, penalty=pD, std_err=se)
 end
 
 export