Make suffstats and fit_mle type-generic for Normal{T}
#1560
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gdalle
changed the title
suffstats and fit_mle type-generic for Normal{T}
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ping @devmotion since it started with your PR |
devmotion
reviewed
May 30, 2022
| if isnan(mu) | ||
| if isnan(sigma) | ||
| fit_mle(Normal, suffstats(Normal, x)) | ||
| fit_mle(D, suffstats(Normal, x)) | ||
| else | ||
| g = NormalKnownSigma(sigma) |
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We should find a way to preserve/forward the type of D in these cases as well.
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Which eltype should we pick for D though, the one of g or the one of the suffstats?
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I added a conversion in my latest commit, what do you think?
Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## master #1560 +/- ##
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+ Coverage 85.94% 85.95% +0.01%
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Files 144 144
Lines 8658 8666 +8
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+ Hits 7441 7449 +8
Misses 1217 1217 ☔ View full report in Codecov by Sentry. |
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Now the behavior is that:
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In the spirit of #1558, here is a prototype PR that:
xandwinfit_mle(they can both beAbstractVector{<:Real})NormalStats(which becomesNormalStats{T})fit_mle(Normal{Float32}, x, w)will return aNormal{Float32}I haven't added type tests yet, waiting on confirmation from the maintainers that this is a welcome addition. If so, I can implement similar changes for a few more standard distributions.
Note: this PR originated from a discussion with @matbesancon. Looking at
methods(suffstats)makes it clear that some homogeneization wouldn't hurt there.