stan-dev / stan-dev/stan

sampler testing framework

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#318 6 comments 0 reactions 1 assignee View on GitHub

@syclik is already working on this.

Since Oct 23, 2013.

feature project testing
Dominant language
C++
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Description

We can't get new patches into samplers because there aren't any reliable tests.

We need tests for the samplers for

  • accuracy on means
  • accuracy on variances
  • speed regression tests

We also want to test things that Michael has suggested for HMC like

  • step size * 2 ^ tree_depth is in a range --- how often and what range?

We have to make all these sensitive to the fact that we have MCMC.

  • component testing for mcmc

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