Change ARStep to reverse AR parameters #441
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Try this Pull Request!Open Julia and type: import Pkg
Pkg.activate(temp=true)
Pkg.add(url="https://github.com/CDCgov/Rt-without-renewal", rev="440-ar-parameters-in-reverse-order", subdir="EpiAware")
using EpiAware |
seabbs
reviewed
Aug 28, 2024
| @@ -81,23 +81,26 @@ Generate a latent AR series. | |||
| damp_AR ~ latent_model.damp_prior | |||
| ϵ_t ~ filldist(Normal(), n - p) | |||
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| ar = accumulate_scan(ARStep(damp_AR), ar_init, σ_AR * ϵ_t) | |||
| ar_step = ARStep(reverse(damp_AR)) | |||
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For efficieny I don't think we want to do this at run time?
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To avoid doing reverse? That would suggest reversing at the constructor level I think.
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e.g. we add a rev_damp_prior field to AR and have damp_AR ~ latent_model.rev_damp_prior. Obvs we could just reverse damp_prior but that might get confusing for users?
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@seabbs had a good shout about not doing the reverse at run time. I've added a |
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Nice change. I think we should pause on this until #438 is in (ideally today) as that changes the names and structure of a lot of the AR model. |
Benchmark resultJudge resultBenchmark Report for /home/runner/work/Rt-without-renewal/Rt-without-renewalJob Properties
ResultsA ratio greater than
Benchmark Group ListHere's a list of all the benchmark groups executed by this job:
Julia versioninfoTargetBaselineTarget resultBenchmark Report for /home/runner/work/Rt-without-renewal/Rt-without-renewalJob Properties
ResultsBelow is a table of this job's results, obtained by running the benchmarks.
Benchmark Group ListHere's a list of all the benchmark groups executed by this job:
Julia versioninfoBaseline resultBenchmark Report for /home/runner/work/Rt-without-renewal/Rt-without-renewalJob Properties
ResultsBelow is a table of this job's results, obtained by running the benchmarks.
Benchmark Group ListHere's a list of all the benchmark groups executed by this job:
Julia versioninfoRuntime information
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ah okay. Shall we just merge this in then and I will deal with it in #438 |
seabbs
reviewed
Aug 29, 2024
| @@ -28,6 +28,8 @@ struct AR{D <: Sampleable, S <: Sampleable, I <: Sampleable, P <: Int} <: | |||
| init_prior::I | |||
| "Order of the AR model." | |||
| p::P | |||
| "Reversed order of the damping coefficients for computation." | |||
| rev_damp_prior::D | |||
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why would we want both damp_prior and reverse damp prior in the struct?
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Basically for having ar_model.damp_prior, I'm OK with getting rid of it but we need to be clear that the field is in reverse to expected order.
seabbs
reviewed
Aug 29, 2024
It shouldn't in general (right?) but in the replication notebook we effectively had strong priors on the AR parameters in the wrong order (which strongly effects the prior variance of the process etc). |
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This is blocked by #438 |
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This fixes #440 by choosing to reverse the AR parameters, whilst maintaining everything else as is.
To cover this bug I've also added a unit test that would have picked up swapping the AR parameters in an AR(2) process by comparing a long single draw to its known theoretical stationary distribution.
Closes #440