Pareto-smoothing updates

[n-kall]

Summary

• Add functionality to pareto_smooth and related functions to operate on log weights (Pareto smoothing log weights #313)
• Add functionality to weight_draws to Pareto-smooth weights (Pareto smoothing log weights #313)
• Improve documentation for Pareto functions (Improve docs for Pareto diags #312)
• fix NA output (pareto_khat errors when it should just give a warning #315)
• change r_eff default to 1, rather than NULL

Discussion points

What should we do with khat when using weight_draws? Should we add a message or warning if khat > 0.7 (or khat_threshold)?

TODO

• add tests

Copyright and Licensing

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 7ea8037 is merged into master:

•   :ballot_box_with_check:as_draws_array: 99.1ms -> 99.9ms [-0.62%, +2.11%]
•   :ballot_box_with_check:as_draws_df: 31.6ms -> 31.5ms [-1.56%, +0.81%]
•   :ballot_box_with_check:as_draws_list: 180ms -> 181ms [-0.65%, +0.93%]
•   :rocket:as_draws_matrix: 30.3ms -> 29.1ms [-5.94%, -2.22%]
•   :ballot_box_with_check:as_draws_rvars: 154ms -> 153ms [-1.88%, +1.06%]
•   :ballot_box_with_check:summarise_draws_100_variables: 705ms -> 706ms [-0.69%, +0.94%]
•   :ballot_box_with_check:summarise_draws_10_variables: 78.6ms -> 78ms [-1.84%, +0.45%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[paul-buerkner]

PR looks good to me. I just have one request for changes.

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 7a109a6 is merged into master:

•   :ballot_box_with_check:as_draws_array: 104ms -> 103ms [-6.45%, +4.46%]
•   :rocket:as_draws_df: 34.9ms -> 33ms [-6.9%, -3.92%]
•   :ballot_box_with_check:as_draws_list: 196ms -> 196ms [-1.6%, +2.38%]
•   :ballot_box_with_check:as_draws_matrix: 30.2ms -> 31.8ms [-2.91%, +13.03%]
•   :ballot_box_with_check:as_draws_rvars: 166ms -> 165ms [-3.17%, +1.53%]
•   :ballot_box_with_check:summarise_draws_100_variables: 727ms -> 734ms [-1.44%, +3.41%]
•   :ballot_box_with_check:summarise_draws_10_variables: 80.6ms -> 80.9ms [-0.85%, +1.59%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if ec95ae6 is merged into master:

•   :ballot_box_with_check:as_draws_array: 99.6ms -> 100ms [-0.67%, +2.23%]
•   :ballot_box_with_check:as_draws_df: 31.6ms -> 31.8ms [-0.66%, +1.88%]
•   :ballot_box_with_check:as_draws_list: 183ms -> 182ms [-1.3%, +1.06%]
•   :ballot_box_with_check:as_draws_matrix: 29.2ms -> 28.9ms [-2.54%, +0.74%]
•   :ballot_box_with_check:as_draws_rvars: 155ms -> 157ms [-1.5%, +3.85%]
•   :ballot_box_with_check:summarise_draws_100_variables: 712ms -> 711ms [-0.54%, +0.16%]
•   :ballot_box_with_check:summarise_draws_10_variables: 79.3ms -> 79ms [-1.29%, +0.33%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[paul-buerkner]

I would prefer as_one_logical as I also use for the log argument. github-actions[bot] ***@***.***> schrieb am Mi., 15. Nov. 2023, 17:50:

…

This is how benchmark results would change (along with a 95% confidence interval in relative change) if ec95ae6 <ec95ae6> is merged into master: - ☑️as_draws_array: 99.6ms -> 100ms [-0.67%, +2.23%] - ☑️as_draws_df: 31.6ms -> 31.8ms [-0.66%, +1.88%] - ☑️as_draws_list: 183ms -> 182ms [-1.3%, +1.06%] - ☑️as_draws_matrix: 29.2ms -> 28.9ms [-2.54%, +0.74%] - ☑️as_draws_rvars: 155ms -> 157ms [-1.5%, +3.85%] - ☑️summarise_draws_100_variables: 712ms -> 711ms [-0.54%, +0.16%] - ☑️summarise_draws_10_variables: 79.3ms -> 79ms [-1.29%, +0.33%] Further explanation regarding interpretation and methodology can be found in the documentation <https://lorenzwalthert.github.io/touchstone/articles/inference.html>. — Reply to this email directly, view it on GitHub <#314 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ADCW2AF4A34WX2FTO64R7TTYETXEHAVCNFSM6AAAAAA7MLANH2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMJSHEYDANBSGQ> . You are receiving this because you commented.Message ID: ***@***.***>

[paul-buerkner]

Ready to merge from my side. Anything you want to change before I merge?

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 2cebd0d is merged into master:

•   :ballot_box_with_check:as_draws_array: 100ms -> 101ms [-0.9%, +1.45%]
•   :rocket:as_draws_df: 34ms -> 31.9ms [-8.05%, -4.35%]
•   :ballot_box_with_check:as_draws_list: 185ms -> 187ms [-0.73%, +2.55%]
•   :ballot_box_with_check:as_draws_matrix: 31ms -> 29.8ms [-15.65%, +8.18%]
• ❗🐌as_draws_rvars: 156ms -> 159ms [+0.45%, +3.64%]
•   :ballot_box_with_check:summarise_draws_100_variables: 717ms -> 714ms [-1.05%, +0.16%]
•   :ballot_box_with_check:summarise_draws_10_variables: 79.3ms -> 79.3ms [-0.95%, +0.97%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[n-kall]

Ready to merge from my side. Anything you want to change before I merge?

I think I should add some tests for the new functionality.

Also, I am now just adding a message if khat too high when adding weights. So a couple little things to add. I'll write here when done

[codecov-commenter]

Codecov Report

Attention: 12 lines in your changes are missing coverage. Please review.

Comparison is base (e420f13) 95.52% compared to head (7ff4d6b) 95.28%.

❗ Current head 7ff4d6b differs from pull request most recent head b062ce4. Consider uploading reports for the commit b062ce4 to get more accurate results

Files	Patch %	Lines
R/pareto_smooth.R	82.60%	8 Missing ⚠️
R/weight_draws.R	81.81%	4 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #314      +/-   ##
==========================================
- Coverage   95.52%   95.28%   -0.25%     
==========================================
  Files          47       47              
  Lines        3691     3734      +43     
==========================================
+ Hits         3526     3558      +32     
- Misses        165      176      +11     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if f3a56a9 is merged into master:

•   :ballot_box_with_check:as_draws_array: 99.9ms -> 100ms [-0.21%, +1.13%]
•   :ballot_box_with_check:as_draws_df: 31.9ms -> 32ms [-1.33%, +2%]
•   :ballot_box_with_check:as_draws_list: 182ms -> 183ms [-1.33%, +2.73%]
•   :ballot_box_with_check:as_draws_matrix: 29ms -> 29ms [-2.35%, +2.57%]
•   :ballot_box_with_check:as_draws_rvars: 161ms -> 160ms [-4.54%, +2.57%]
•   :ballot_box_with_check:summarise_draws_100_variables: 718ms -> 715ms [-1.05%, +0.21%]
•   :ballot_box_with_check:summarise_draws_10_variables: 79.2ms -> 79.6ms [-0.57%, +1.6%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 2018039 is merged into master:

•   :ballot_box_with_check:as_draws_array: 100ms -> 101ms [-0.12%, +2.26%]
•   :rocket:as_draws_df: 34.8ms -> 31.6ms [-10.59%, -7.73%]
•   :ballot_box_with_check:as_draws_list: 181ms -> 180ms [-0.92%, +0.46%]
•   :ballot_box_with_check:as_draws_matrix: 30.3ms -> 30.5ms [-1.16%, +2.72%]
•   :ballot_box_with_check:as_draws_rvars: 153ms -> 154ms [-1.53%, +1.78%]
•   :ballot_box_with_check:summarise_draws_100_variables: 708ms -> 708ms [-0.3%, +0.45%]
•   :ballot_box_with_check:summarise_draws_10_variables: 78.4ms -> 78.9ms [-0.72%, +1.93%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 0081eab is merged into master:

• ❗🐌as_draws_array: 101ms -> 103ms [+1.52%, +2.97%]
•   :rocket:as_draws_df: 35.4ms -> 32ms [-12.41%, -7.22%]
•   :rocket:as_draws_list: 193ms -> 185ms [-8.02%, -0.2%]
•   :ballot_box_with_check:as_draws_matrix: 30.7ms -> 30.6ms [-2.05%, +0.93%]
•   :ballot_box_with_check:as_draws_rvars: 158ms -> 157ms [-2.53%, +1.28%]
•   :ballot_box_with_check:summarise_draws_100_variables: 718ms -> 714ms [-1.37%, +0.45%]
•   :ballot_box_with_check:summarise_draws_10_variables: 79.5ms -> 79.8ms [-0.76%, +1.34%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[n-kall]

I've now added tests and a message if pareto-k is high. I think it's ready from my side

[github-actions]

This is how benchmark results would change (along with a 95% confidence interval in relative change) if 7ff4d6b is merged into master:

•   :ballot_box_with_check:as_draws_array: 102ms -> 103ms [-0.26%, +2.43%]
•   :ballot_box_with_check:as_draws_df: 33.8ms -> 32.4ms [-12.96%, +4.86%]
•   :ballot_box_with_check:as_draws_list: 189ms -> 190ms [-1.91%, +2.46%]
•   :ballot_box_with_check:as_draws_matrix: 30ms -> 29.9ms [-2.58%, +1.93%]
•   :ballot_box_with_check:as_draws_rvars: 161ms -> 159ms [-3.95%, +1.56%]
•   :ballot_box_with_check:summarise_draws_100_variables: 724ms -> 718ms [-2.1%, +0.46%]
•   :ballot_box_with_check:summarise_draws_10_variables: 78.9ms -> 79.6ms [-0.18%, +1.99%]
  Further explanation regarding interpretation and methodology can be found in the documentation.

[paul-buerkner]

Perfect. Looks good. Merging now!