Releases: arviz-devs/arviz-stats
Releases · arviz-devs/arviz-stats
v1.0.0
Immutable
release. Only release title and notes can be modified.
What's Changed
New features
- ecdf_pit: ensure the envelope starts at 0 and ends at 1 by @aloctavodia in #288
- Add ability to specify a reference model in
compare()by @jordandeklerk in #291 - Add functions for
loo_subsampleto array layer by @jordandeklerk in #287 - Use custom rounding rules for summary by @aloctavodia in #294
- Add custom rounding rules to compare by @aloctavodia in #304
- Add diagnose by @aloctavodia in #299
Maintenance and bug fixes
- Fix CI after arviz-base and h5netcdf updates by @tomicapretto in #286
- Fix bins computation by @aloctavodia in #295
- Fix bug compute_pit_for_histogram by @aloctavodia in #308
- update dependencies by @OriolAbril in #309
Documentation
- Add missing entry for mean and median by @aloctavodia in #292
- Improvements to contributing docs and workflow by @OriolAbril in #296
Full Changelog: v0.8.0...v1.0.0
v0.8.0
Immutable
release. Only release title and notes can be modified.
What's Changed
New features
- Add original Pareto k to
ELPDDatafor moment matching by @jordandeklerk in #246 - Track full importance weights and compute
n_eff_iin moment matching by @jordandeklerk in #248 - Add group argument to residual_r2 and bayesian_r2 by @aloctavodia in #254
- Add mean and median functions, use consistent rounding by @aloctavodia in #255
- Add
calculate_khat_bin_edgesfor Pareto k diagnostics by @jordandeklerk in #257 - Expose moment matched log-weights by @jordandeklerk in #253
- Change internal Pareto stacking dimension name by @jordandeklerk in #259
- Add array-only interface for
loo()by @jordandeklerk in #251 - Add mixture importance sampling LOO-CV support by @jordandeklerk in #260
- Add function to weight predictions by @aloctavodia in #263
- Add bfmi by @aloctavodia in #270
- Add top_only argument and match density by @aloctavodia in #272
- Add function to compute density diagnostics by @aloctavodia in #273
- Add fmt argument to summary by @aloctavodia in #280
Maintenance and bug fixes
- Fix
r2_scoreand add more R2 flavors by @aloctavodia in #242 - Use faster cdf for hypergeometric by @aloctavodia in #256
- Fix bug, remove bootstrapping, and handle residuals for ppc_pava by @aloctavodia in #261
- Fix histogram and ecdf for multiple models by @aloctavodia in #264
- Fix qds for plotting by @aloctavodia in #266
- Add numba to docs tox environment by @jordandeklerk in #268
- Centralize PSIS-LOO-CV computations in
arraylayer by @jordandeklerk in #267 - Fix finite-sample bias in PSIS-LOO CRPS/SCRPS by @jordandeklerk in #271
- Fix and simplify computation for rootogram data also adds option for median and mode by @aloctavodia in #274
- Use processed dts in difference_ecdf_pit by @aloctavodia in #276
- Bump the actions group with 2 updates by @dependabot[bot] in #277
- Move more LOO functions into the
arraylayer by @jordandeklerk in #275 - Return non finite values unmodified by @aloctavodia in #278
Documentation
- Add version attribute and api crosref by @OriolAbril in #245
- Correct some minor grammar issues by @star1327p in #247
- Add link to moment matching EABM chapter by @jordandeklerk in #252
- Add link to EABM for posterior corrections by @jordandeklerk in #265
New Contributors
- @tomicapretto made their first contribution in #282
Full Changelog: v0.7.0...v0.8.0
v0.7.0
Immutable
release. Only release title and notes can be modified.
What's Changed
New features
- Add reloo for exact refitting in PSIS-LOO-CV by @jordandeklerk in #148
- Add method for multiple chains, remove optimization method by @aloctavodia in #151
- Log Weights API change for LOO functions by @jordandeklerk in #156
- Add warnings for finite data and fix computation for discrete data by @aloctavodia in #159
- Add loo_kfold for exact K-fold cross validation by @jordandeklerk in #158
- Compute isotonic regression for categorical and ordinal data by @aloctavodia in #167
- Organize computations for visualizations and make it easy to apply on groupbys by @OriolAbril in #162
- Add functionality to compute quantile dots by @aloctavodia in #171
- Add mode computation by @aloctavodia in #174
- Add support for Jacobian adjustment to elpd_loo values by @jordandeklerk in #175
- Add more informative errors for model comparison in
compare()by @jordandeklerk in #184 - Add
loo_ifunction for single observation PSIS-LOO-CV computation by @jordandeklerk in #182 - Add correct output for
loo_kfold()by @jordandeklerk in #190 - Implement array interface ecdf by @aloctavodia in #188
- Add function
loo_score()for CRPS and SCRPS using PWM identity by @jordandeklerk in #196 - Update default ci_prob value by @aloctavodia in #200
- Add functions to support plot_ppc_censored by @aloctavodia in #203
- Add subsampling support in
compare()by @jordandeklerk in #216 - Add order statistic diagnostic for
compare()by @jordandeklerk in #237
Maintenance and bug fixes
- Remove extra metrics.py file by @OriolAbril in #152
- Fix function-specific k-hat computation by @jordandeklerk in #165
- Fix loo_moment_match to be more modular by @jordandeklerk in #166
- Bump actions/download-artifact from 4 to 5 by @dependabot[bot] in #173
- Bump actions/checkout from 4 to 5 by @dependabot[bot] in #172
- Bump actions/setup-python from 5 to 6 by @dependabot[bot] in #194
- Fix typing issue in
compare()by @jordandeklerk in #198 - Rework PLPD and LPD approximation for
loo_subsample()by @jordandeklerk in #192 - Make hypergeom computation more robust by @aloctavodia in #199
- Add callable log likelihood argument to
loo_i()by @jordandeklerk in #201 - Robustify pareto_min_ss computation by @aloctavodia in #204
- Survival helper: use view instead of copy by @aloctavodia in #205
- Make pareto_khat consistent with pareto_min_ss by @aloctavodia in #206
- Remove unused function by @aloctavodia in #207
- Add Python 3.13 to tests by @aloctavodia in #209
- Pin numba version by @aloctavodia in #210
- Use a lookup table for hypergeometric computation instead of numba by @aloctavodia in #211
- Fix the sign of PSIS inputs in
loo_approximate_posterior()by @jordandeklerk in #213 - Add computational fixes for
loo_moment_match()by @jordandeklerk in #212 - Make thin works with arrays by @aloctavodia in #214
- Automatically compute reff for pareto_khat by @aloctavodia in #215
- Patch computations in
compare()for subsampling by @jordandeklerk in #217 - Fix stacking weights computation by @aloctavodia in #226
- Add support for Jacobian adjustment to subsampled PSIS-LOO-CV by @jordandeklerk in #227
- Bump actions/download-artifact from 5 to 6 by @dependabot[bot] in #228
- Refactor and expand tests by @jordandeklerk in #220
- Add Jacobian tests for PSIS-LOO-CV subsampling by @jordandeklerk in #231
- Extend CI jobs and tox settings by @OriolAbril in #230
- Remove redundancy in
_split_moment_match()by @jordandeklerk in #235
Documentation
- Improve documentation by @jordandeklerk in #197
- Improve the API formatting for
arviz_stats.compareby @star1327p in #202 - Remove tutorial section (and duplicated link) by @aloctavodia in #208
- Update the "See Also" parts of API Reference by @star1327p in #221
- Add links to Testing arviz-stats page by @star1327p in #222
- Add link to EABM chapter by @jordandeklerk in #229
- Fix return docstrings for loo functions by @jordandeklerk in #233
- Remove extra references in
arviz_stats.rhatby @star1327p in #236 - Fix references and bullet points in
arviz_stats.rhat_nestedby @star1327p in #239 - Add the reference Säilynoja et al. (2022) from EABM by @star1327p in #241
- Change truncation_factor name to avoid possible confusion by @aloctavodia in #240
- Add tests for numpy logsumexp by @jordandeklerk in #238
New Contributors
- @star1327p made their first contribution in #202
Full Changelog: v0.6.0...v0.7.0
v0.6.0
What's Changed
New Features
- Add loo_pit function by @aloctavodia in #84
- Add randomized loo_pit by @aloctavodia in #85
- Add Nested rhat by @aloctavodia in #87
- Add loo expectations and metrics by @aloctavodia in #89
- Isotonic: add group option by @aloctavodia in #92
- Add group argument to difference_ecdf_pit by @aloctavodia in #94
- Update KDE computation & Bayes factor implementation (#55) by @PiyushPanwarFST in #95
- Adding rank normalisation methods to rhat_nested by @zaxtax in #102
- Add loo_approximate_posterior function by @jordandeklerk in #101
- Add loo_subsample function for large datasets by @jordandeklerk in #106
- Add support for different variable names in loo_pit by @jordandeklerk in #115
- Add R2 by @aloctavodia in #108
- Add Wasserstein distance and KL-divergence by @aloctavodia in #119
- Add "regular" metrics by @aloctavodia in #121
- Fix loo pit randomization by @aloctavodia in #120
- Add ci_in_rope by @aloctavodia in #123
- Add loo_moment_match by @jordandeklerk in #126
- Add function-specific Pareto k-hat for loo_expectations by @jordandeklerk in #132
Maintenance and bug fixes
- Add more tests and examples for loo_metrics by @aloctavodia in #90
- Fix specific test failure by @amaloney in #99
- Autocorr, do not add coords by @aloctavodia in #97
- Start ess ess-related improvements by @OriolAbril in #44
- Testing infrastructure and architecture documentation by @OriolAbril in #103
- Fix ess prob validation by @OriolAbril in #109
- Fix ess prob validation by @OriolAbril in #110
- Fix HDF error in doc build by @OriolAbril in #113
- Improve publish workflow by @OriolAbril in #117
- Improved bayes_factor for multi-variable support by @PiyushPanwarFST in #104
- Fix summary bugs and add tests by @aloctavodia in #128
- psense: update link warning by @aloctavodia in #133
- enforce dim+sample_dims convention on functions by @OriolAbril in #131
- Remove "anes" dataset from tests by @aloctavodia in #135
- update tests to use arviz_base by @aloctavodia in #137
- Computational fixes for loo_moment_match by @jordandeklerk in #141
- raise when extra kwargs present in hdi&kde, add test for eti,hdi,kde&histogram by @OriolAbril in #143
Documentation
- Fix link eabm by @aloctavodia in #105
- Add overview guide by @aloctavodia in #129
New Contributors
- @rohanbabbar04 made their first contribution in #93
- @amaloney made their first contribution in #99
- @zaxtax made their first contribution in #102
- @jordandeklerk made their first contribution in #101
Full Changelog: v0.5.0...v0.6.0
v0.5.0
What's Changed
- Add randomized PIT by @aloctavodia in #75
- Simplify rank_ecdf by @aloctavodia in #76
- Add loo by @aloctavodia in #77
- Add Compare by @aloctavodia in #78
- Cap tail at 20% by @aloctavodia in #79
- Transform PIT values into ETI coverage values by @aloctavodia in #80
New Contributors
- @github-actions made their first contribution in #73
Full Changelog: v.0.4.0...v0.5.0
v.0.4.0
What's Changed
- move in power_scale_dataset from arviz-plots by @aloctavodia in #38
- Use datatree from xarray by @OriolAbril in #35
- Update pyproject.toml by @OriolAbril in #42
- Add functions by @aloctavodia in #39
- Add Rhat and MCSE functions by @aloctavodia in #47
- fix docstring mcse by @aloctavodia in #49
- Add thin function by @aloctavodia in #48
- Add separated prior and likelihood groups by @aloctavodia in #53
- Priorsense functions: allow inferencedata as input by @aloctavodia in #54
- Add bayes_factor function by @PiyushPanwarFST in #52
- Add summary function by @aloctavodia in #51
- Add isotonic regression fit by @aloctavodia in #58
- isotonic_ fit, work on datatrees by @aloctavodia in #60
- psense: Enhance citations and references to external information sources. by @aloctavodia in #57
- utils functions for rootogram by @aloctavodia in #61
- change var_names argument to data_pairs for isotonic fit by @aloctavodia in #64
- Add autocorr accessor to _BaseAccessor class by @suhaani-agarwal in #65
- Ensure we preserve number of observations by @aloctavodia in #66
- Add upper bound sphinx by @aloctavodia in #67
- Add functions for ecdf_pit and simultaneuous confidence bands computations by @aloctavodia in #69
- Automatic changelog and bump version by @aloctavodia in #70
- update dependencies for release by @aloctavodia in #72
New Contributors
- @PiyushPanwarFST made their first contribution in #52
- @suhaani-agarwal made their first contribution in #65
Full Changelog: v0.3.0...v.0.4.0
Release 0.3.0
This will be the final release that uses xarray-datatree library. From here on, the DataTree class from xarray itself will be used.
Initial release
Initial arviz-stats release. It only has a handful of features, mostly for use in arviz-plots. Documentation at https://arviz-stats.readthedocs.io