Implement clip of sig_ml to avoid divide by zero bug #20
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Prevents a divide by zero/divide by almost-zero scenario in the function marginal_p. Min value of 0.5 for sig_ml seems to work well although this may need further testing.
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After some further thought and experimentation I'd suggest a clip value of 0.25 instead of 0.5. i.e. The logic being as follows: the denominator for the calculation in marginal_p is: |
Merge pull request gregversteeg#20 from jpkrooney/master
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Hi Greg. I took another look at this issue. I'm afraid I made a mistake in generating the above graph by misplacing a bracket. Thus the choice of 0.25 as a clip on sig_ml is not justified by the above argument. Will post more thoughts on the divide by zero issue here: #19 (comment) |
Proposed solution for issue #19
I have added the line:
sig_ml = sig_ml.clip(0.5) # To prevent divide by zero in marginal_p functionthe estimate_parameters function in order to later divide by zero issue in the marginal_p function. As discussed in issue #19 , 0.5 is a somewhat arbitrary figure, however it seems to work well in practice. However you may wish to explore this further before implementing this fix.