Avoid under/overflow with hypot

mlcolab · Dec 1, 2023 · a0667f0 · a0667f0
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commit a0667f0
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/test/integration/AdvancedHMC/runtests.jl b/test/integration/AdvancedHMC/runtests.jl
@@ -53,7 +53,7 @@ function compare_estimates(xs1, xs2, α=0.05)
     p = α / 2
     m1, s1 = mean_and_mcse(xs1)
     m2, s2 = mean_and_mcse(xs2)
-    zs = @. (m1 - m2) / sqrt(s1^2 + s2^2)
+    zs = @. (m1 - m2) / hypot(s1, s2)
     @test all(norminvcdf(p) .< zs .< norminvccdf(p))
 end
 

diff --git a/test/integration/DynamicHMC/runtests.jl b/test/integration/DynamicHMC/runtests.jl
@@ -47,7 +47,7 @@ function compare_estimates(xs1, xs2, α=0.05)
     p = α / 2
     m1, s1 = mean_and_mcse(xs1)
     m2, s2 = mean_and_mcse(xs2)
-    zs = @. (m1 - m2) / sqrt(s1^2 + s2^2)
+    zs = @. (m1 - m2) / hypot(s1, s2)
     @test all(norminvcdf(p) .< zs .< norminvccdf(p))
 end