fix: NormalDist.log_pdf weight application (#457)#516
Open
dkstlzk wants to merge 1 commit intodswah:mainfrom
Open
fix: NormalDist.log_pdf weight application (#457)#516dkstlzk wants to merge 1 commit intodswah:mainfrom
dkstlzk wants to merge 1 commit intodswah:mainfrom
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Description
Fixes #457.
This PR corrects the mathematical application of sample weights in$w$ should divide the variance ($\text{Var} = \sigma^2 / w$ ), which implies the standard deviation used in the PDF should be adjusted by the square root of the weight ($\text{SD} = \sigma / \sqrt{w}$ ).
NormalDist.log_pdf. In GLM conventions, weightsChanges
NormalDist.log_pdfto divide the scale bynp.sqrt(weights)to ensure statistical consistency with the rest of the library's PIRLS implementation.matplotlibnon-interactiveAggbackend inconftest.pyandtest_gen_imgs.pyto resolve the_tkinter.TclError(missinginit.tcl) that causes failures on headless Windows CI runners.test_normal_dist_log_pdf_weightstotest_GAMs.pythat validateslog_pdfoutput againstscipy.stats.norm.logpdf.Testing Performed
scipy.stats).pytest.ruff format.