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Relaxed significance in atol_for_chain
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torfjelde committed Sep 25, 2024
1 parent 7b79743 commit 5181f80
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions test/test_utils.jl
Original file line number Diff line number Diff line change
Expand Up @@ -16,12 +16,12 @@ function to_dict(c::MCMCChains.ChainDataFrame, col::Symbol)
end

"""
atol_for_chain(chain; significance=1e-3, kind=Statistics.mean)
atol_for_chain(chain; significance=1e-2, kind=Statistics.mean)
Return a dictionary of absolute tolerances for each parameter in `chain`, computed
as the confidence interval width for the mean of the parameter with `significance`.
"""
function atol_for_chain(chain; significance=1e-3, kind=Statistics.mean)
function atol_for_chain(chain; significance=1e-2, kind=Statistics.mean)
param_names = names(chain, :parameters)
# Can reject H0 if, say, `abs(mean(chain2) - mean(chain1)) > confidence_width`.
# Or alternatively, compare means but with `atol` set to the `confidence_width`.
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