fix wrong confidence interval formula

Red-Portal · Nov 28, 2023 · af35d16 · af35d16 · Red-Portal · Nov 28, 2023
1 parent 9f25f8a
commit af35d16
Show file tree

Hide file tree

Showing 3 changed files with 7 additions and 8 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,6 +1,6 @@
 name = "MCMCTesting"
 uuid = "9963b6a1-5d46-439c-8efc-3a487843c7fa"
-version = "0.3.0"
+version = "0.3.1"
 
 [deps]
 HypothesisTests = "09f84164-cd44-5f33-b23f-e6b0d136a0d5"

diff --git a/docs/src/example.md b/docs/src/example.md
@@ -188,7 +188,7 @@ nothing
 ```
 Then, we can simulate the ranks and then plot them using `Plots`.
 ```@example started
-test = ExactRankTest(10000, 30, 10)
+test = ExactRankTest(1000, 10, 10)
 
 rank_correct = simulate_ranks(test, TestSubject(model, Gibbs()); show_progress=false)
 rank_wrong = simulate_ranks(test, TestSubject(model, GibbsWrongVar()); show_progress=false)

diff --git a/src/rankplot.jl b/src/rankplot.jl
@@ -5,10 +5,10 @@
 
 Plot the simulated ranks using `simulate_ranks`.
 If the test subjects are correct, the ranks should visually resemble samples from a uniform distribution.
-The black horizontal line shows the density of a uniform distribution, while the colored bands are the 1σ, 2σ, 3σ deviations.
+The black horizontal line shows the density of a uniform distribution, while the colored bands are the 1σ, 2σ, 3σ confidence intervals.
 
 !!! info
-    The deviation bands assume uniform bin sizes.
+    The confidence intervals are derived from the normal approximation of binomials observations and assume uniformly-sized bins.
 
 !!! info
     `Plots` must be imported to use this plot recipe.
@@ -26,9 +26,8 @@ The black horizontal line shows the density of a uniform distribution, while the
         error("rankplot should be given a `<: ExctRankTest` as first argument. Got: $(typeof(h.args)).")
     end
     test, ranks = h.args
-
-    n_max_rank = test.n_mcmc_steps
-    n_samples  = test.n_samples
+    n_max_rank  = test.n_mcmc_steps
+    n_samples   = test.n_samples
 
     xguide     --> "Rank"
     yguide     --> "Count"
@@ -38,7 +37,7 @@ The black horizontal line shows the density of a uniform distribution, while the
     fillalpha  --> 0.2
 
     binprob    = 1/n_max_rank
-    binstd     = sqrt((1 - binprob)*(binprob))/n_max_rank
+    binstd     = sqrt((1 - binprob)*binprob/n_samples)
 
     # default two-column layout
     n_params   = size(ranks,1)