rel 0.0.1 - Visibility updates

Author: goedman

README.md

@@ -1,4 +1,4 @@
-# PSIS
+# PSIS.jl: Pareto smoothed importance sampling.
 
 | **Project Status**                                                               |  **Build Status**                                                                                |
 |:-------------------------------------------------------------------------------:|:-----------------------------------------------------------------------------------------------:|

notebooks/cars.jl

@@ -1,5 +1,5 @@
 ### A Pluto.jl notebook ###
-# v0.12.18
+# v0.12.19
 
 using Markdown
 using InteractiveUtils
@@ -80,7 +80,7 @@ end
 
 # ╔═╡ 20ed768a-6008-11eb-13f4-458ca1a29592
 begin
-	lppd = [log_sum_exp(log_lik[:, i] .- log(ns)) for i in 1:n]
+	lppd = [PSIS.logsumexp(log_lik[:, i] .- log(ns)) for i in 1:n]
 	pwaic = [var(log_lik[:, i]) for i in 1:n]
 	-2(sum(lppd) - sum(pwaic))
 end

src/PSIS.jl

@@ -43,9 +43,6 @@ include("waic.jl")
 include("pk_utilities.jl")
 
 export
-    psis_path,
-    psislw,
-    psisloo,
-    logsumexp
+    psis_path
 
 end

src/logsumexp.jl

@@ -12,3 +12,6 @@ function logsumexp(x::AbstractArray, d::Int64=1)
     end
     result
 end
+
+export
+    logsumexp

src/pk_utilities.jl

@@ -7,8 +7,8 @@ function pk_qualify(pk::Vector{Float64})
     (good=pk_good, ok=pk_ok, bad=pk_bad, very_bad=sum(pk .> 1))
 end
 
-function pk_plot(pk::Vector{Float64}, title="PSIS diagnostic plot.",
-    leg=:topleft; kwargs...)
+function pk_plot(pk::Vector{Float64}; title="PSIS diagnostic plot.",
+    leg=:topleft, kwargs...)
     scatter(pk, xlab="Datapoint", ylab="Pareto shape k",
         marker=2.5, lab="Pk points", leg=leg)
   hline!([0.5], lab="pk = 0.5");hline!([0.7], lab="pk = 0.7")

src/psisloo.jl

@@ -43,3 +43,6 @@ function psisloo(log_lik::AbstractArray, wcpp::Int64=20, wtrunc::Float64=3/4)
 
     return loo, loos, ks
 end
+
+export
+    psisloo

src/psislw.jl

@@ -81,3 +81,6 @@ function _psislw(lw_out::Array{Float64}, wcpp::Int64, wtrunc::Float64)
     end
     return lw_out, kss
 end
+
+export
+    psislw

src/waic.jl

@@ -1,12 +1,6 @@
 
 var2(x) = mean(x.^2) .- mean(x)^2
 
-function log_sum_exp(x) 
-    xmax = maximum(x)
-    xsum = sum(exp.(x .- xmax))
-    xmax + log(xsum)
-end
-
 function waic( ll::AbstractArray; pointwise=false , log_lik="log_lik" , kwargs... )
 
     n_samples, n_obs = size(ll)
@@ -40,5 +34,4 @@ end
 
 export
     var2,
-    log_sum_exp,
     waic