outliers - Chain outlier tests¶
identify_outliers |
Determine which chains have converged on a local maximum much lower than the maximum likelihood. |
Chain outlier tests.
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bumps.dream.outliers.
identify_outliers
(test, chains, x)[source]¶ Determine which chains have converged on a local maximum much lower than the maximum likelihood.
test is the name of the test to use (one of IQR, Grubbs, Mahal or none). chains is a set of log likelihood values of shape (chain len, num chains) x is the current population of shape (num vars, num chains)
Returns an integer array of outlier indices.