Merge branch 'feature/3299-chainset' of https://github.com/stan-dev/stan

into feature/3299-chainset
stan-dev · Oct 18, 2024 · c55f787 · c55f787
2 parents 65f1c57 + 9fed191
commit c55f787
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Showing 2 changed files with 10 additions and 9 deletions.
diff --git a/src/stan/analyze/mcmc/split_rank_normalized_ess.hpp b/src/stan/analyze/mcmc/split_rank_normalized_ess.hpp
@@ -40,8 +40,7 @@ double ess(const Eigen::MatrixXd& chains) {
   // compute the per-chain autocovariance
   for (size_t i = 0; i < num_chains; ++i) {
     chain_mean(i) = chains.col(i).mean();
-    Eigen::Map<const Eigen::VectorXd> draw_col(chains.col(i).data(),
-                                                num_draws);
+    Eigen::Map<const Eigen::VectorXd> draw_col(chains.col(i).data(), num_draws);
     Eigen::VectorXd cov_col(num_draws);
     autocovariance<double>(draw_col, cov_col);
     acov.col(i) = cov_col;

diff --git a/src/test/unit/analyze/mcmc/split_rank_normalized_ess_test.cpp b/src/test/unit/analyze/mcmc/split_rank_normalized_ess_test.cpp
@@ -7,7 +7,6 @@
 #include <string>
 #include <cmath>
 
-
 TEST(RankNormalizedEss, test_basic_bulk_tail_ess) {
   std::stringstream out;
   Eigen::MatrixXd chains_lp(1000, 4);
@@ -19,9 +18,11 @@ TEST(RankNormalizedEss, test_basic_bulk_tail_ess) {
 
   for (size_t i = 0; i < 4; ++i) {
     std::stringstream fname;
-    fname << "src/test/unit/analyze/mcmc/test_csv_files/bern" << (i + 1) << ".csv"; 
+    fname << "src/test/unit/analyze/mcmc/test_csv_files/bern" << (i + 1)
+          << ".csv";
     std::ifstream bern_stream(fname.str(), std::ifstream::in);
-    stan::io::stan_csv bern_csv = stan::io::stan_csv_reader::parse(bern_stream, &out);
+    stan::io::stan_csv bern_csv
+        = stan::io::stan_csv_reader::parse(bern_stream, &out);
     bern_stream.close();
     chains_lp.col(i) = bern_csv.samples.col(0);
     chains_theta.col(i) = bern_csv.samples.col(7);
@@ -36,13 +37,15 @@ TEST(RankNormalizedEss, test_basic_bulk_tail_ess) {
   double ess_theta_expect = 1377.503;
   double ess_theta_bulk_expect = 1407.5124;
   double ess_theta_tail_expect = 1291.7131;
-  
+
   auto ess_basic_lp = stan::analyze::ess(chains_lp);
-  auto old_ess_basic_lp = stan::analyze::compute_effective_sample_size(draws_lp, sizes);
+  auto old_ess_basic_lp
+      = stan::analyze::compute_effective_sample_size(draws_lp, sizes);
   auto ess_lp = stan::analyze::split_rank_normalized_ess(chains_lp);
 
   auto ess_basic_theta = stan::analyze::ess(chains_theta);
-  auto old_ess_basic_theta = stan::analyze::compute_effective_sample_size(draws_theta, sizes);
+  auto old_ess_basic_theta
+      = stan::analyze::compute_effective_sample_size(draws_theta, sizes);
   auto ess_theta = stan::analyze::split_rank_normalized_ess(chains_theta);
 
   EXPECT_NEAR(ess_lp_expect, ess_basic_lp, 0.001);
@@ -58,7 +61,6 @@ TEST(RankNormalizedEss, test_basic_bulk_tail_ess) {
   EXPECT_NEAR(ess_theta_tail_expect, ess_theta.second, 0.001);
 }
 
-
 TEST(RankNormalizedEss, short_chains_fail) {
   std::stringstream out;
   std::ifstream eight_schools_5iters_1_stream, eight_schools_5iters_2_stream;