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Refactor EulerMaruyama to work in v4 #6227

Merged
merged 4 commits into from
Oct 21, 2022
Merged

Refactor EulerMaruyama to work in v4 #6227

merged 4 commits into from
Oct 21, 2022

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junpenglao
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@junpenglao junpenglao commented Oct 18, 2022

Close #4642

Major / Breaking Changes

  • ...

Bugfixes / New features

  • Refactor EulerMaruyama distribution

Docs / Maintenance

  • ...

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codecov bot commented Oct 18, 2022

Codecov Report

Merging #6227 (98aadfd) into main (98aadfd) will not change coverage.
The diff coverage is n/a.

❗ Current head 98aadfd differs from pull request most recent head fe9cb3d. Consider uploading reports for the commit fe9cb3d to get more accurate results

Additional details and impacted files

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@@           Coverage Diff           @@
##             main    #6227   +/-   ##
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  Coverage   78.29%   78.29%           
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  Files         101      101           
  Lines       22129    22129           
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  Hits        17326    17326           
  Misses       4803     4803           

@junpenglao junpenglao requested a review from ricardoV94 October 19, 2022 18:52
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Looks great @junpenglao, some questions below.

Also, would it be too much trouble to split the tiny AR fixes from the new distribution refactoring into just 2 commits so that we don't have to squash everything together?

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Also, would it be too much work to implement a moment?

@junpenglao
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junpenglao commented Oct 20, 2022

Thanks for the comments.

Also, would it be too much work to implement a moment?

I dont think this possible as user can input arbitrary sde_fn with moment unspecified.

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Also, would it be too much trouble to split the tiny AR fixes from the new distribution refactoring into just 2 commits so that we don't have to squash everything together?

Sure: #6240

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This is great. We have finally achieved V3 parity xD

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@junpenglao We use the default PR bullet points for the automatically generated release notes. I'll add it manually ;)

@ricardoV94 ricardoV94 merged commit be5efae into main Oct 21, 2022
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@junpenglao We use the default PR bullet points for the automatically generated release notes. I'll add it manually ;)

Thanks! I mindlessly deleted everything when open the PR.

@junpenglao junpenglao deleted the timeseries_v4 branch October 21, 2022 06:41
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Port timeseries distributions to V4
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