Separate the function cvit in another file

Author: alvaro1101

.gitignore

@@ -1,3 +1,6 @@
 *.jl.cov
 *.jl.*.cov
 *.jl.mem
+*.jls
+tmp/
+

Example/Compare.pdf

@@ -0,0 +1,50 @@
+# CVIT - Create itr and itst indeces for k-fold-cv
+#
+#    Description
+#     [ITR,ITST]=CVITR(N,K) returns 1xK cell arrays ITR and ITST holding 
+#      cross-validation indeces for train and test sets respectively. 
+#      K-fold division is balanced with all sets having floor(N/K) or 
+#      ceil(N/K) elements.
+#
+#     [ITR,ITST]=CVITR(N,K,RS) with integer RS=true also makes random 
+#      permutation, using substream RS. This way different permutations 
+#      can be produced with different RS values, but same permutation is 
+#      obtained when called again with same RS. Function restores the 
+#      previous random stream before exiting.
+#
+
+
+# Copyright (c) 2010 Aki Vehtari
+
+# This software is distributed under the GNU General Public
+# License (version 2 or later); please refer to the file
+# License.txt, included with the software, for details.
+    
+function cvit(n, k=10, rsubstream=false)
+
+    a = k-rem(n,k)
+    b = floor(Int, n/k);
+
+    itst = Any[]
+    itr = Any[]
+
+    for cvi in 1:a
+        push!(itst, collect(1:b) + (cvi-1) * b)
+        push!(itr, setdiff(1:n,itst[cvi])) 
+    end
+    for cvi in (a+1):k
+        push!(itst, (a * b) + collect(1:(b + 1)) + (cvi - a - 1) * (b + 1)) 
+        push!(itr, setdiff(1:n,itst[cvi])) 
+    end  
+
+    if rsubstream
+        rng = MersenneTwister()
+        rii = randperm(rng, n)
+        for cvi in 1:k
+            itst[cvi] = rii[itst[cvi]]
+            itr[cvi] = rii[itr[cvi]]
+        end
+    end
+    itr, itst
+end
+

Example/cvit.jl

@@ -8,54 +8,7 @@ using Stan
 
 using PSIS
 
-# CVIT - Create itr and itst indeces for k-fold-cv
-#
-#    Description
-#     [ITR,ITST]=CVITR(N,K) returns 1xK cell arrays ITR and ITST holding 
-#      cross-validation indeces for train and test sets respectively. 
-#      K-fold division is balanced with all sets having floor(N/K) or 
-#      ceil(N/K) elements.
-#
-#     [ITR,ITST]=CVITR(N,K,RS) with integer RS>0 also makes random 
-#      permutation, using substream RS. This way different permutations 
-#      can be produced with different RS values, but same permutation is 
-#      obtained when called again with same RS. Function restores the 
-#      previous random stream before exiting.
-#
-
-# Copyright (c) 2010 Aki Vehtari
-
-# This software is distributed under the GNU General Public
-# License (version 2 or later); please refer to the file
-# License.txt, included with the software, for details.
-    
-function cvit(n, k=10, rsubstream=false)
-
-    a = k-rem(n,k)
-    b = floor(Int, n/k);
-
-    itst = Any[]
-    itr = Any[]
-
-    for cvi in 1:a
-        push!(itst, collect(1:b) + (cvi-1) * b)
-        push!(itr, setdiff(1:n,itst[cvi])) 
-    end
-    for cvi in (a+1):k
-        push!(itst, (a * b) + collect(1:(b + 1)) + (cvi - a - 1) * (b + 1)) 
-        push!(itr, setdiff(1:n,itst[cvi])) 
-    end  
-
-    if rsubstream
-        rng = MersenneTwister()
-        rii = randperm(rng, n)
-        for cvi in 1:k
-            itst[cvi] = rii[itst[cvi]]
-            itr[cvi] = rii[itr[cvi]]
-        end
-    end
-    itr, itst
-end
+include("cvit.jl")
 
 
 # Data
@@ -156,7 +109,7 @@ for cvi in 1:10
     r,v,c = size(sim2)
     ns = filter(x->startswith(x,"log_likt"),simcv.names)
     log_likt = reshape(permutedims(simcv[:,ns,:].value,[3, 1 ,2]), (r*c ,length(ns)))
-    kfcvs[cvitst[cvi]]= Psis.logsumexp(log_likt) - log(size(log_likt,1))
+    kfcvs[cvitst[cvi]]= PSIS.logsumexp(log_likt) - log(size(log_likt,1))
 end
 
 # compare PSIS-LOO and k-fold-CV