aschein / prgds

Poisson-Randomized Gamma Dynamical Systems

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how to read the outcome of the test_prgds.py

xnfei opened this issue · comments

commented

I tried python tests/test_prgds.py, but the result is a bunch of numbers
May I ask what does the outcome mean?

Using numpy backend.
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All of the tests implement a variation of Geweke testing (see Roger Grosse's excellent tutorial on Geweke testing). All of the test scripts for testing models (e.g., test_prgds.py) will run this alternative Geweke test and then serialize a P-P plot for each latent variable. If the test passes, then all of the P-P plots should be straight lines (see the attached example).

I've added a bash script that 1) cleans up the pp_plot/ directory , 2) compiles the code (if necessary), 3) runs the test, and then 4) opens up all the P-P plots. To run a test, cd to the src/ directory and then type:

bash tests/run_test.sh test_prgds.py

Pi_KK

commented

thanks. Last quesiton: what data did you use in test_prgds.py?
I check the code but haven't found the answer.

This test generates synthetic data from the prior and then fits the model to the synthetic data. There is no external source of data.

commented

Thank you Aaron, for everthing!