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REl 0.1.1 - Minor typos.
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Project.toml

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name = "ParetoSmoothedImportanceSampling"
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uuid = "98f080ec-61e2-11eb-1c7b-31ea1097256f"
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authors = ["@alvaro1101, Rob J Goedman <goedman@icloud.com"]
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version = "0.1.0"
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version = "0.1.1"
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[deps]
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CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"

src/psislw.jl

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@@ -6,7 +6,7 @@ using Statistics
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Compute the Pareto smoothed importance sampling (PSIS).
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# Arguments
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* `lw::Union{AbstractArray, Mamba.Chains}`: Array of size n x m containing m sets of n log weights. It is also possible to provide one dimensional array of length n.
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* `lw::AbstractArray`: Array of size n x m containing m sets of n log weights. It is also possible to provide one dimensional array of length n.
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* `wcpp::Real`: Percentage of samples used for GPD fit estimate (default is 20).
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* `wtrunc::Float64`: Positive parameter for truncating very large weights to n^wtrunc. Providing False or 0 disables truncation. Default values is 3/4.
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src/waic.jl

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@@ -24,7 +24,7 @@ function waic( ll::AbstractArray; pointwise=false , log_lik="log_lik" , kwargs..
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try
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se = sqrt( n_obs*var2(waic_vec) )
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catch e
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prinrln(e)
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println(e)
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se = nothing
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end
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