Changelog

All notable changes to this project will be documented in this file.

[Unreleased]

#1243 Added testing for Python 3.9.
#1213, #1216 Added the truncated Gaussian distribution as a log prior, TruncatedGaussianLogPrior.
#1212 Added the PooledLogPDF class to allow for pooling parameters across log-pdfs.
#1204 This CHANGELOG file to show the changes introduced in each release.
#1190 A new ConstantAndMultiplicativeGaussianLogLikelihood was added.
#1183 Three new methods were added for diagnosing autocorrelated or time-varying noise: plot_residuals_binned_autocorrelation, plot_residuals_binned_std, and plot_residuals_distance.
#1175 Added notebooks showing how to interface with the statsmodels Python package which allows fitting ARIMAX and state space models in PINTS.
#1165 A new Transformation abstract class was added, along with ComposedTransformation, IdentityTransformation, LogitTransformation, LogTransformation, RectangularBoundariesTransformation, ScalingTransformation subclasses to achieve more effective and efficient optimisation and sampling.
#1165 A new optional argument transform was added to both OptimisationController and MCMCController to transform parameters during optimisation and sampling.
#1112 A new NoUTurnMCMC sampler (NUTS) was added, along with a DualAveragingAdaption class to adaptively tune related Hamiltonian Monte Carlo methods.
#1025 Added a stochastic logistic growth problem for use with ABC.

#1250 The returned values from SingleChainMCMC.tell() and MultiChainMCMC.tell() have been extended from current position x to x, fx, accepted, where fx is the current log likelihood and accepted is a bool indicating whether tell performed an acceptance step in this call.
#1195 The installation instructions have been updated to reflect that PINTS in now pip-installable.
#1191 Warnings are now emitted using warnings.warn rather than logging.getLogger(..).warning. This makes them show up like other warnings, and allows them to be suppressed with filterwarnings.
#1112 The new NUTS method is only supported on Python 3.3 and newer; a warning will be emitted when importing PINTS in older versions.
#1112 The pints.Logger can now deal with None being logged in place of a proper value.

#1201 The method pints.rhat_all_params was accidentally removed in 0.3.0, but is now back in deprecated form.

#1250 The methods SingleChainMCMC.current_log_pdf() and MultiChainMCMC.current_log_pdf() have been removed.

#1264 Fixed a bug relating to how NUTS handles nans when values outside the range of the priors are proposed.
#1257 Fixed a bug in GaussianLogPrior, which meant the distribution could be instantiated with a non-positive standard deviation.
#1246 Fixed a long-standing bug in PopulationMCMC, which caused it to sample incorrectly.
#1196 The output of the method pints.HalfCauchyLogPrior.sample had the wrong shape.

This is the first pip installable release. The changelog documents all changes since this release.