Unverified Commit bca5b88c authored by ljmartin's avatar ljmartin Committed by GitHub

changed ar1 logp to use ar1 precision instead of innovation precision (#3899)

* changed ar1 logp to use ar1 precision instead of innovation precision

* fixed tests for AR1

* making AR1 scipy test behave like pymc3 version

* Update pymc3/distributions/timeseries.py
Co-authored-by: default avatarThomas Wiecki <thomas.wiecki@gmail.com>

* Update pymc3/distributions/timeseries.py
Co-authored-by: default avatarThomas Wiecki <thomas.wiecki@gmail.com>

* updated AR notebook to use new AR1 model

* Fixed release notes

* Black

* Updated AR NB

* Blackified AR NB
Co-authored-by: default avatarThomas Wiecki <thomas.wiecki@gmail.com>
Co-authored-by: default avatarAlexAndorra <andorra.alexandre@gmail.com>
parent 7a504305
......@@ -34,6 +34,7 @@
- End of sampling report now uses `arviz.InferenceData` internally and avoids storing
pointwise log likelihood (see [#3883](https://github.com/pymc-devs/pymc3/pull/3883)).
- The multiprocessing start method on MacOS is now set to "forkserver", to avoid crashes (see issue [#3849](https://github.com/pymc-devs/pymc3/issues/3849), solved by [#3919](https://github.com/pymc-devs/pymc3/pull/3919)).
- The AR1 logp now uses the precision of the whole AR1 process instead of just the innovation precision (see issue [#3892](https://github.com/pymc-devs/pymc3/issues/3892), fixed by [#3899](https://github.com/pymc-devs/pymc3/pull/3899)).
- Forced the `Beta` distribution's `random` method to generate samples that are in the open interval $(0, 1)$, i.e. no value can be equal to zero or equal to one (issue [#3898](https://github.com/pymc-devs/pymc3/issues/3898) fixed by [#3924](https://github.com/pymc-devs/pymc3/pull/3924)).
- Fixed an issue that happened on Windows, that was introduced by the clipped beta distribution rvs function ([#3924](https://github.com/pymc-devs/pymc3/pull/3924)). Windows does not support the `float128` dtype, but we had assumed that it had to be available. The solution was to only support `float128` on Linux and Darwin systems (see issue [#3929](https://github.com/pymc-devs/pymc3/issues/3849) fixed by [#3930](https://github.com/pymc-devs/pymc3/pull/3930)).
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