Fix MvStudentT.random #4359
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Fix MvStudentT.random #4359
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Codecov Report
@@ Coverage Diff @@
## master #4359 +/- ##
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Coverage 87.95% 87.95%
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Files 88 88
Lines 14500 14501 +1
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+ Hits 12753 12754 +1
Misses 1747 1747
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twiecki
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Dec 20, 2020
|
Thanks @Sayam753. Needs a line in the release-notes. |
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michaelosthege
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Dec 20, 2020
twiecki
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Dec 20, 2020
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Thank your for opening a PR!
Depending on what your PR does, here are a few things you might want to address in the description:
what are the (breaking) changes that this PR makes?
Fixes MvStudentT distribution random method producing anomalous values #4008 . I am not sure of sampling issues @twiecki is discussing there.
important background, or details about the implementation
Even after the underneath MvNormal.random was fixed in Fix MvNormal.random #4207 , there were still issues with Mv Student random method. Turns out, there was a misformulation at the end of drawing samples. (Reference tfd.MultivariateStudentTLinearOperator and statsmodels.multivariate_t_rvs)
are the changes—especially new features—covered by tests and docstrings?
Yes. I updated the existing test.
right before it's ready to merge, mention the PR in the RELEASE-NOTES.md