Add unnormalized log pdf functions - #187
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## master #187 +/- ##
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+ Coverage 75.50% 77.72% +2.21%
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Files 23 23
Lines 1135 1239 +104
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@devmotion I just noticed you got started on this. Anything I can do to help it along? |
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I had actually forgotten the PR, probably also since nobody reacted to it. I fixed the merge conflicts and applied a few fixes, so tests pass now. |
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The math/code all looks correct. Just some minor suggestions.
Co-authored-by: Seth Axen <seth@sethaxen.com>
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March 12, 2026 16:02
master (#221) removed the raw combinatorial counts from `signrank` and `wilcox`, normalising both recurrences in place to avoid `Int` overflow, while this branch had factored those counts out into `signrank_numsets` and `wilcox_numseqs` so that the unnormalized log pdfs could be `log(count)`. Since the normalisation is now folded into the recurrence seed, computing counts is neither cheaper nor more accurate than computing probabilities, and recovering `log(count)` by adding the constant back would reintroduce underflow (the sum is `-Inf` wherever the probability underflows, although `log(count)` is finite there) and cancellation. So `signranklogupdf` and `wilcoxlogupdf`, like the `logulikelihood` variants, just return the normalized log pdf -- the same fallback already used for `hyper`, `nbeta`, `nchisq`, `nfdist` and `ntdist`. Their tests move to the "fallback" testset accordingly. Note that `signrank.jl` merged cleanly but incorrectly: `signrank_numsets` returned master's already-normalised `DP[1]`, so `signrankpdf` divided by `2^n` a second time and `signranklogupdf` collapsed onto `signranklogpdf`. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Resolve the conflicts introduced by the TestItems conversion (#209): - test/runtests.jl: take master's `@run_package_tests`; the "unnormalized" entry in the old `tests` array is obsolete now that items are auto-discovered. - test/chainrules.jl: keep master's `@testitem` wrapper and finite-difference margin comment, re-adding the `*logupdf`/`poislogulikelihood` rule tests at the new indentation. - test/unnormalized.jl: convert to `@testitem "Unnormalized optimized"` and `@testitem "Unnormalized fallback"`. Without this the file would no longer be collected by the runner and none of its tests would execute. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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Fixes #185.