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Rel 1.5.3 - Pkg & cmdstan updates
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.github/workflows/CI.yml

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pull_request:
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env:
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JULIA_CMDSTAN_HOME: "/home/worker/cmdstan-2.31.0/"
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JULIA_CMDSTAN_HOME: "/home/worker/cmdstan-2.33.1/"
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jobs:
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test:
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matrix:
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version:
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- '1'
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- nightly
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#- nightly
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os:
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- ubuntu-latest
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#- macOS-latest
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OLDWD=`pwd`
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cd ~
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pwd
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wget https://github.com/stan-dev/cmdstan/releases/download/v2.31.0/cmdstan-2.31.0.tar.gz
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tar -xzpf cmdstan-2.31.0.tar.gz
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wget https://github.com/stan-dev/cmdstan/releases/download/v2.33.1/cmdstan-2.33.1.tar.gz
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tar -xzpf cmdstan-2.33.1.tar.gz
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ls -lia .
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ls -lia ./cmdstan-2.31.0
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ls -lia ./cmdstan-2.31.0/make
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touch ./cmdstan-2.31.0/make/local
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echo "STAN_THREADS=true" > ./cmdstan-2.31.0/make/local
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cat ./cmdstan-2.31.0/make/local
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ls -lia ./cmdstan-2.33.1
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ls -lia ./cmdstan-2.33.1/make
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touch ./cmdstan-2.33.1/make/local
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echo "STAN_THREADS=true" > ./cmdstan-2.33.1/make/local
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cat ./cmdstan-2.33.1/make/local
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make -C $JULIA_CMDSTAN_HOME build
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cd $OLDWD
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env:
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JULIA_CMDSTAN_HOME: "/home/runner/cmdstan-2.31.0/"
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JULIA_CMDSTAN_HOME: "/home/runner/cmdstan-2.33.1/"
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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with:
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- uses: julia-actions/julia-buildpkg@latest
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- uses: julia-actions/julia-runtest@latest
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env:
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JULIA_CMDSTAN_HOME: "/home/runner/cmdstan-2.31.0/"
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JULIA_CMDSTAN_HOME: "/home/runner/cmdstan-2.33.1/"
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- uses: julia-actions/julia-processcoverage@v1
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if: matrix.version == '1' && matrix.os == 'ubuntu-latest' && matrix.num_threads == 1
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- uses: codecov/codecov-action@v1

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 = "1.5.2"
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version = "1.5.3"
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[deps]
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CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"

src/gpdfitnew.jl

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"""
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gpdfitnew(x)
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5-
Estimate the paramaters for the Generalized Pareto Distribution (GPD). Returns empirical Bayes estimate for the parameters of the two-parameter generalized Parato distribution given the data.
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Estimate the parameters for the Generalized Pareto Distribution (GPD). Returns empirical Bayes estimate for the parameters of the two-parameter generalized Parato distribution given the data.
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# Arguments
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* `x::AbstractArray`: One dimensional data array.

test/arsenic_logistic.stan

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data {
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int<lower=0> p;
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int<lower=0> N;
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int<lower=0,upper=1> y[N];
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array[N] int<lower=0,upper=1> y;
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matrix[N,p] x;
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}
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test/arsenic_logistic_t.stan

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data {
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int<lower=0> p;
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int<lower=0> N;
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int<lower=0,upper=1> y[N];
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array[N] int<lower=0,upper=1> y;
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matrix[N,p] x;
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int<lower=0> Nt;
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int<lower=0,upper=1> yt[Nt];
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array[Nt] int<lower=0,upper=1> yt;
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matrix[Nt,p] xt;
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}
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transformed data {

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