Refactor logit transform logic into TK #556
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The transform logic arguably belongs in the TK.
This transform logic happens when calling updateCovMatrix on the TK to feed it a new cov matrix after Adaptive Metropolis. Since the sequence generator holds a reference to the base class, I had to add a pure virtual updateCovMatrix method in the base class. Derived classes that don't have covariance matrices or don't support adaptivity will throw an exception in this method.
| * If the TK support delayed rejection, derived classes should scale by a | ||
| * factor of \f$ 1/scales^2 \f$. | ||
| */ | ||
| virtual void updateLawCovMatrix(const M & covMatrix) = 0; |
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Note, this change breaks backwards compatibility. In my defence, I highly doubt anybody is subclassing TKs yet; the factory infrastructure is quite new.
Instead, I can make this function virtual but non-pure and throw a run-time exception instead.
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I'd definitely prefer the compile-time failure option to the run-time failure option...
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This PR serves as a first step in addressing #472. |
Codecov Report
@@ Coverage Diff @@
## dev #556 +/- ##
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- Coverage 69.44% 69.43% -0.02%
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Files 170 170
Lines 14998 14998
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- Hits 10416 10414 -2
- Misses 4582 4584 +2
Continue to review full report at Codecov.
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The fact we were doing logit transforms outside of the TK designed for logit transforms bothered me.
I can't do it everywhere, though, one of the pieces of logic relies fundamentally on the adaptivity formulation. See #555 for details.