fix infinite variance handling in GaussEst, DiscreteEst, LinEst and ReLUEst#13
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julianwi wants to merge 2 commits intoGAMPTeam:masterfrom
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fix infinite variance handling in GaussEst, DiscreteEst, LinEst and ReLUEst#13julianwi wants to merge 2 commits intoGAMPTeam:masterfrom
julianwi wants to merge 2 commits intoGAMPTeam:masterfrom
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The infinite variance handling in GaussEst and DiscreteEst was broken, because it passed avg_var_cost into the ind_out parameter of est_init(). Infinite variance handling was also added to LinEst and the unit tests for all three estimators have been extended to test the infinite variance cases.
The infinite variance code path was broken, because the zhat0_map and related variables did not get set in this code path. The relu unit tests have been extendet to test this code path.
julianwi
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The infinite variance handling in GaussEst and DiscreteEst was broken, because it passed avg_var_cost into the ind_out parameter of est_init().
The infinite variance code path in ReLUEst was broken as well, because
zhat0_mapandrelated variables did not get set in this code path.
Infinite variance handling was also added to LinEst and the unit tests for all four estimators have been extended to test the infinite variance cases.