Fix error in docstring example for MatrixNormal #7599
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
|
ricardoV94
reviewed
Dec 3, 2024
pymc/distributions/multivariate.py
Outdated
Comment on lines
1830
to
1831
| colchol_packed = pm.LKJCholeskyCov('colcholpacked', n=3, eta=2,compute_corr=False, | ||
| sd_dist=sd_dist) |
There was a problem hiding this comment.
A bit more succinct?
Suggested change
| colchol_packed = pm.LKJCholeskyCov('colcholpacked', n=3, eta=2,compute_corr=False, | |
| sd_dist=sd_dist) | |
| colchol_packed, _, _ = pm.LKJCholeskyCov('colcholpacked', n=3, eta=2, sd_dist=sd_dist) |
ricardoV94
reviewed
Dec 3, 2024
| colchol_packed = pm.LKJCholeskyCov('colcholpacked', n=3, eta=2, | ||
| sd_dist=sd_dist) | ||
| colchol_packed = pm.LKJCholeskyCov('colcholpacked', n=3, eta=2,compute_corr=False, | ||
| sd_dist=sd_dist) | ||
| colchol = pm.expand_packed_triangular(3, colchol_packed) | ||
| # Setup left covariance matrix | ||
| scale = pm.LogNormal('scale', mu=np.log(true_scale), sigma=0.5) | ||
| rowcov = pt.diag([scale**(2*i) for i in range(m)]) | ||
| vals = pm.MatrixNormal('vals', mu=mu, colchol=colchol, rowcov=rowcov, |
There was a problem hiding this comment.
The suggestion can't be applied directyl, but this seems more clean
Suggested change
| vals = pm.MatrixNormal('vals', mu=mu, colchol=colchol, rowcov=rowcov, | |
| vals = pm.MatrixNormal('vals', mu=mu, colchol=colchol, rowcov=rowcov, observed=data) |
ricardoV94
changed the title
|
@roesta07 you can ignore that pre-commit fail, it's indeed not related to your PR |
Co-authored-by: Ricardo Vieira <[email protected]>
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
…rrent version
Description
The compute_corr parameter in pm.LKJCholeskyCov is set to True by default, which causes the issue in latest pymc versions.
Also discussed here: https://discourse.pymc.io/t/matrixnormal-example-in-documentation-throws-an-error/16171
Related Issue
Checklist
Type of change
📚 Documentation preview 📚: https://pymc--7599.org.readthedocs.build/en/7599/