455 plotting methods of prior predictive #462
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seabbs
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Oct 1, 2024
add missing handling as well
and give fail cover with error report
in favour of direct test of prior_predictive_plot
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## 404-upgrade-the-testmode-pipeline-script-to-just-pipeline-script #462 +/- ##
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…dictive + full (#445) * remove most compat from pipeline * Update test_pipelinefunctions.jl * Fix the truthdata output to be missing or Int * change to daily increments in latent processes * Change default AD mode to ReverseDiff{true} * Create changelog.md * reformat * change filename * Update simulate.jl * add a testmode to pipelinetypes * tighten typing * fix constructor * fix constructor * pipeline helper functions * unit tests and end-to-end tests * remove old scripts * Fix y_t type * bring inference prefixing into line with truthdata prefixing * reformat * interim commit * rename and collect plot functions * tidy up tests * basic plots to Makie * new plot tests and test reorganisation * Update runtests.jl * reformat * 455 plotting methods of prior predictive (#462) * add priorpredictive method to make_inference * Add pipeline priorpredictive boolean * reformat * remove inference_method kwarg because can be dispatched on * remove specialisation on forecast results add missing handling as well * move inference step into own function and give fail cover with error report * remove passing inference_method * add a latent model name to InferenceConfig * Util for setting up PI levels * prior pred plot * export prior_predictive_plot * remove dead end-to-end test in favour of direct test of prior_predictive_plot * Make pipeline inference tests more focused (#475) * fix tests and capture forecasting failures * delete stale end-to-end test * Full priorpred check pipeline script (#476) * Hotfix: Doc link to main * create xexpy function with x = 1 typestable (#473) * rename data folder * catch bug where objects were getting saved to root dir * fix bug where being saved to root * add priorpredictive mode to the inference config struct * do_truthdata behaviour modifed by prior predictive * send priorpredictive mode in generate_inference * update tests * prior predictive pipeline * reformat --------- Co-authored-by: Sam Abbott <[email protected]> * Add oneexpy to pipeline (#480) * Changed saved prior predictive data (#478) * change to pipeline being part of InferenceConfig This also splits figure saving from data saving * fix passed var * change serialisation target dir * update tests and config usage to pass pipeline object --------- Co-authored-by: Sam Abbott <[email protected]> * Update run_priorpred_pipeline.jl * Only save strings rather than Exception objects --------- Co-authored-by: Sam Abbott <[email protected]>
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This PR merges a function for making an informative prior predictive plot for any given model scenario into the branch where I am resolving #433 . This is part of my solution for #433 : informed priors that have non-degenerate sampling proprerties for each model category.
NB: This PR does not fix #433 and the branch where I am working on this should still not be merged into main. Due to the same underlying issue (I think extremely bad priors for some models) the tests on this branch occasionally failed with
truncerrors for very large generated numbers.Closes #455
Underlying infra changes:
priorpredictivewhich triggersPriorsampling of the model specified by a configuration.inference_methodas akwargto various functions. This is dealt with by dispatching on the above.