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@teubert teubert commented Aug 17, 2023

Ports over a few bugfix to the Monte Carlo. Fixes issue where horizon is not applied correctly.

Also changed the example to use MultivariateNormal Distribution and added associated tests.

Thank you @kjjarvis for your work on this.

@teubert teubert added the bug Something isn't working label Aug 17, 2023
@teubert teubert requested a review from kjjarvis August 17, 2023 17:41
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Thank you for opening this PR. Each PR into dev requires a code review. For the code review, look at the following:

  • Reviewer (someone other than author) should look for bugs, efficiency, readability, testing, and coverage in examples (if relevant).
  • Ensure that each PR adding a new feature should include a test verifying that feature.
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@teubert teubert force-pushed the port_prog_algs_v1_5_1 branch from f5cfec9 to 0f61c2b Compare August 17, 2023 17:43
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codecov-commenter commented Aug 17, 2023

Codecov Report

Merging #75 (72716fd) into dev (81d8448) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##              dev      #75   +/-   ##
=======================================
  Coverage   84.25%   84.26%           
=======================================
  Files          99       99           
  Lines       10164    10167    +3     
=======================================
+ Hits         8564     8567    +3     
  Misses       1600     1600           
Files Changed Coverage Δ
src/progpy/predictors/monte_carlo.py 91.91% <100.00%> (+0.25%) ⬆️

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Port over changes look good

@teubert teubert merged commit ca90cb8 into dev Aug 20, 2023
@teubert teubert deleted the port_prog_algs_v1_5_1 branch August 20, 2023 22:33
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4 participants