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Import and extend PosteriorStats#431

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sethaxen wants to merge 62 commits intomasterTuringLang/MCMCChains.jl:masterfrom posteriorstatsTuringLang/MCMCChains.jl:posteriorstatsCopy head branch name to clipboard

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Commits on Aug 20, 2023

• Add PosteriorStats as dependency

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  43a5630

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• Import and reexport PosteriorStats functions

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• Forward to PosteriorStats.summarize

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• Update docstring

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• Update docstring

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• Forward summarystats to summarize

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• Simplify mean implementation

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• Simplify quantile implementation

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• Replace hpd with hdi

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• Deprecate hpd

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• Simplify autocor implementation

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• Remove unused keyword etype

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• Explicitly build list of stats

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• Simultaneously compute all quantiles

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• Print an extra newline

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• Use and export SummaryStats

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• Use SummaryStats in place of ChainsDataFrame

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• Update and repair changerate

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• Remove ChainDataFrame

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• Update docs

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• Increment major version

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• Increment MCMCChains compat for docs

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• Refer to processed chains

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• Fix doctest

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• Add back append_chains keyword

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• Compute all lags simultaneously

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• Vectorize before autocor

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• Correctly insert chain id into name

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• Update diagnostic tests

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• Update ess_rhat_tests.jl

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• Update mcse_tests.jl

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• Increment MCMCChains compat for tests

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• Remove ChainDataFrames to tables tests

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• Update summarize_tests.jl

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• Use crossreference

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• Update plotting functions

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• Update to use hdi and hdi_prob

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• Fix missing tests

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• Remove references not defined here.

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• Improve vertical spacing

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• Bump PosteriorStats compat

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Commits on Oct 24, 2023

• Merge branch 'master' into posteriorstats

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Commits on Dec 24, 2023

• Merge branch 'master' into posteriorstats

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• Bump PosteriorStats compat

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• Make stack available for older Julia versions

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• Update SummaryStats constructor user

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• Use dict backing for cor summary

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• Remove unused kwargs

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• Refactor autocor to avoid large namedtuple

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• Use stack for autocor to avoid large compile times

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• Improve type inference of OrderedDict

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• Make doctest reproducible

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• Add StableRNGs as test dependency

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Commits on Feb 6, 2024

• Merge branch 'master' into posteriorstats

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Commits on Feb 10, 2024

• Apply suggestions from code review

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• Merge branch 'posteriorstats' of https://github.com/TuringLang/MCMCChains.jl into posteriorstats

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Commits on Feb 11, 2024

• Merge branch 'master' into posteriorstats

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• Avoid splatting

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• Avoid recomputing all medians for every parameter

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• Add test for show method

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Commits on Nov 17, 2024

• Merge branch 'master' into posteriorstats

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• Update ess_rhat tests

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