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[ENH] QPD_B mean and var fail due to numeric instability #257

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fkiraly opened this issue Apr 19, 2024 · 2 comments
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[ENH] QPD_B mean and var fail due to numeric instability #257

fkiraly opened this issue Apr 19, 2024 · 2 comments
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bug module:probability&simulation probability distributions and simulators

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@fkiraly
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fkiraly commented Apr 19, 2024

QPD_B is failing internally, it is substituting 0 or 1 into a logit, which produces nans.

To reproduce, run check_estimator on QPD_B, it is failing for the supplied examples.

Any ideas where or why, @FelixWick, @setoguchi-naoki?

@fkiraly fkiraly added bug module:probability&simulation probability distributions and simulators labels Apr 19, 2024
@fkiraly fkiraly changed the title [ENH] QPD_B mean and var fail [ENH] QPD_B mean and var fail due to numeric instability Apr 19, 2024
fkiraly added a commit that referenced this issue Apr 19, 2024
Re-enables tests for `QPD_U`, `QPD_S` skipped in #193 and
attempts to fix failures in QPD distributions.

it appears that #190 failures are resolved - fixes #190.

Further `QPD_B` seems to fail at mean and var calculations, this is a
separate bug and raised as #257.
As a mechanical consequence, `QPD_B` is left skipped in the tests.
@FelixWick
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We are still calling the extended versions for J-QPD-S and J-QPD-B. Since I have only updated the non-extended to work vectorized, I would suggest to switch to these. (This might also fix this issue.)

@fkiraly
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fkiraly commented May 22, 2024

Resolved by #327

@fkiraly fkiraly closed this as completed May 22, 2024
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