Refactor to support new diagnostics #62
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Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## main #62 +/- ##
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- Coverage 97.44% 78.07% -19.38%
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Files 6 8 +2
Lines 274 342 +68
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Hits 267 267
- Misses 7 75 +68 ☔ View full report in Codecov by Sentry. |
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The latest version of the PSIS paper added new diagnostics in addition to the Pareto shape diagnostic. The new diagnostics are detailed in stan-dev/posterior#237.
This PR adds these diagnostics. It additionally will completely refactor the codebase to separate diagnosing from smoothing. In particular, it adds
pareto_diagnoseandpareto_smooth. The former simply computes all diagnostics for the specified tails, while the latter both computes diagnostics for the tails but also smooths them.Fixes #26. Relates #21.