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Rename all mentions of PyMC3 and pymc3 to PyMC and pymc, respetively
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.github/workflows/arviz_compat.yml

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@@ -12,9 +12,9 @@ jobs:
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os: [ubuntu-latest, macos-latest]
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floatx: [float64]
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test-subset:
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- pymc3/tests/test_distributions.py
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- pymc3/tests/test_distributions_random.py
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- pymc3/tests/test_sampling.py
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- pymc/tests/test_distributions.py
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- pymc/tests/test_distributions_random.py
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- pymc/tests/test_sampling.py
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fail-fast: false
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runs-on: ${{ matrix.os }}
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env:
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hashFiles('requirements.txt') }}
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- uses: conda-incubator/setup-miniconda@v2
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with:
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activate-environment: pymc3-dev-py39
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activate-environment: pymc-dev-py39
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channel-priority: strict
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environment-file: conda-envs/environment-dev-py39.yml
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use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
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- name: Install pymc3
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- name: Install pymc
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run: |
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conda activate pymc3-dev-py39
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conda activate pymc-dev-py39
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pip install -e .
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python --version
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- name: Install latest arviz
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run: |
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conda activate pymc3-dev-py39
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conda activate pymc-dev-py39
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pip uninstall arviz -y
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pip install git+git://github.com/arviz-devs/arviz.git
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- name: Run tests
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run: |
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python -m pytest -vv --cov=pymc3 --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET
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python -m pytest -vv --cov=pymc --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET

.github/workflows/jaxtests.yml

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@@ -12,7 +12,7 @@ jobs:
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os: [ubuntu-latest]
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floatx: [float64]
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test-subset:
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- pymc3/tests/test_sampling_jax.py
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- pymc/tests/test_sampling_jax.py
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fail-fast: false
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runs-on: ${{ matrix.os }}
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env:
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hashFiles('requirements.txt') }}
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- uses: conda-incubator/setup-miniconda@v2
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with:
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activate-environment: pymc3-dev-py39
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activate-environment: pymc-dev-py39
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channel-priority: strict
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environment-file: conda-envs/environment-dev-py39.yml
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use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
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- name: Install pymc3
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- name: Install pymc
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run: |
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conda activate pymc3-dev-py39
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conda activate pymc-dev-py39
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pip install -e .
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python --version
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- name: Install jax specific dependencies
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run: |
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conda activate pymc3-dev-py39
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conda activate pymc-dev-py39
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pip install numpyro tensorflow_probability "jax<0.2.21"
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- name: Run tests
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run: |
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python -m pytest -vv --cov=pymc3 --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET
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python -m pytest -vv --cov=pymc --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET

.github/workflows/pytest.yml

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# Subsequent blocks: Only pass paths to test files.
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# → pytest will run only these files
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- |
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--ignore=pymc3/tests/test_distributions_timeseries.py
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--ignore=pymc3/tests/test_initvals.py
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--ignore=pymc3/tests/test_mixture.py
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--ignore=pymc3/tests/test_model_graph.py
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--ignore=pymc3/tests/test_modelcontext.py
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--ignore=pymc3/tests/test_parallel_sampling.py
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--ignore=pymc3/tests/test_posteriors.py
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--ignore=pymc3/tests/test_sampling.py
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--ignore=pymc3/tests/test_profile.py
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--ignore=pymc3/tests/test_step.py
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--ignore=pymc3/tests/test_tuning.py
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--ignore=pymc3/tests/test_transforms.py
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--ignore=pymc3/tests/test_types.py
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--ignore=pymc3/tests/test_variational_inference.py
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--ignore=pymc3/tests/test_sampling_jax.py
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--ignore=pymc3/tests/test_dist_math.py
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--ignore=pymc3/tests/test_minibatches.py
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--ignore=pymc3/tests/test_pickling.py
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--ignore=pymc3/tests/test_plots.py
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--ignore=pymc3/tests/test_updates.py
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--ignore=pymc3/tests/test_examples.py
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--ignore=pymc3/tests/test_gp.py
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--ignore=pymc3/tests/test_model.py
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--ignore=pymc3/tests/test_model_func.py
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--ignore=pymc3/tests/test_ode.py
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--ignore=pymc3/tests/test_posdef_sym.py
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--ignore=pymc3/tests/test_quadpotential.py
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--ignore=pymc3/tests/test_shape_handling.py
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--ignore=pymc3/tests/test_distributions.py
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--ignore=pymc3/tests/test_distributions_random.py
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--ignore=pymc3/tests/test_idata_conversion.py
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--ignore=pymc/tests/test_distributions_timeseries.py
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--ignore=pymc/tests/test_initvals.py
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--ignore=pymc/tests/test_mixture.py
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--ignore=pymc/tests/test_model_graph.py
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--ignore=pymc/tests/test_modelcontext.py
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--ignore=pymc/tests/test_parallel_sampling.py
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--ignore=pymc/tests/test_posteriors.py
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--ignore=pymc/tests/test_sampling.py
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--ignore=pymc/tests/test_profile.py
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--ignore=pymc/tests/test_step.py
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--ignore=pymc/tests/test_tuning.py
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--ignore=pymc/tests/test_transforms.py
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--ignore=pymc/tests/test_types.py
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--ignore=pymc/tests/test_variational_inference.py
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--ignore=pymc/tests/test_sampling_jax.py
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--ignore=pymc/tests/test_dist_math.py
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--ignore=pymc/tests/test_minibatches.py
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--ignore=pymc/tests/test_pickling.py
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--ignore=pymc/tests/test_plots.py
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--ignore=pymc/tests/test_updates.py
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--ignore=pymc/tests/test_gp.py
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--ignore=pymc/tests/test_model.py
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--ignore=pymc/tests/test_model_func.py
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--ignore=pymc/tests/test_ode.py
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--ignore=pymc/tests/test_posdef_sym.py
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--ignore=pymc/tests/test_quadpotential.py
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--ignore=pymc/tests/test_shape_handling.py
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--ignore=pymc/tests/test_distributions.py
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--ignore=pymc/tests/test_distributions_random.py
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--ignore=pymc/tests/test_idata_conversion.py
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- |
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pymc3/tests/test_initvals.py
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pymc3/tests/test_distributions.py
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pymc/tests/test_initvals.py
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pymc/tests/test_distributions.py
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- |
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pymc3/tests/test_modelcontext.py
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pymc3/tests/test_dist_math.py
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pymc3/tests/test_minibatches.py
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pymc3/tests/test_pickling.py
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pymc3/tests/test_plots.py
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pymc3/tests/test_updates.py
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pymc3/tests/test_transforms.py
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pymc/tests/test_modelcontext.py
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pymc/tests/test_dist_math.py
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pymc/tests/test_minibatches.py
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pymc/tests/test_pickling.py
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pymc/tests/test_plots.py
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pymc/tests/test_updates.py
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pymc/tests/test_transforms.py
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- |
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pymc3/tests/test_parallel_sampling.py
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pymc3/tests/test_sampling.py
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pymc3/tests/test_tuning.py
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pymc3/tests/test_posteriors.py
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pymc/tests/test_parallel_sampling.py
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pymc/tests/test_sampling.py
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pymc/tests/test_tuning.py
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pymc/tests/test_posteriors.py
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- |
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pymc3/tests/test_idata_conversion.py
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pymc3/tests/test_distributions_random.py
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pymc3/tests/test_distributions_timeseries.py
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pymc3/tests/test_examples.py
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pymc3/tests/test_gp.py
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pymc3/tests/test_model.py
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pymc3/tests/test_model_func.py
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pymc3/tests/test_model_graph.py
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pymc3/tests/test_ode.py
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pymc3/tests/test_posdef_sym.py
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pymc3/tests/test_profile.py
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pymc3/tests/test_quadpotential.py
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pymc3/tests/test_shape_handling.py
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pymc3/tests/test_step.py
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pymc/tests/test_idata_conversion.py
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pymc/tests/test_distributions_random.py
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pymc/tests/test_distributions_timeseries.py
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pymc/tests/test_gp.py
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pymc/tests/test_model.py
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pymc/tests/test_model_func.py
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pymc/tests/test_model_graph.py
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pymc/tests/test_ode.py
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pymc/tests/test_posdef_sym.py
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pymc/tests/test_profile.py
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pymc/tests/test_quadpotential.py
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pymc/tests/test_shape_handling.py
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pymc/tests/test_step.py
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fail-fast: false
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runs-on: ${{ matrix.os }}
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hashFiles('requirements.txt') }}
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- uses: conda-incubator/setup-miniconda@v2
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with:
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activate-environment: pymc3-dev-py37
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activate-environment: pymc-dev-py37
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channel-priority: strict
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environment-file: conda-envs/environment-dev-py37.yml
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use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
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- name: Install-pymc3
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- name: Install-pymc
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run: |
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conda activate pymc3-dev-py37
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conda activate pymc-dev-py37
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pip install -e .
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pip install --pre -U polyagamma
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python --version
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- name: Run tests
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run: |
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conda activate pymc3-dev-py37
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python -m pytest -vv --cov=pymc3 --cov-append --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET
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conda activate pymc-dev-py37
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python -m pytest -vv --cov=pymc --cov-append --cov-report=xml --cov-report term --durations=50 $TEST_SUBSET
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- name: Upload coverage to Codecov
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uses: codecov/codecov-action@v1
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with:
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floatx: [float32, float64]
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test-subset:
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- |
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pymc3/tests/test_initvals.py
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pymc3/tests/test_distributions_random.py
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pymc3/tests/test_distributions_timeseries.py
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pymc/tests/test_initvals.py
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pymc/tests/test_distributions_random.py
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pymc/tests/test_distributions_timeseries.py
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- |
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pymc3/tests/test_parallel_sampling.py
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pymc3/tests/test_sampling.py
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pymc3/tests/test_tuning.py
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pymc3/tests/test_shared.py
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pymc/tests/test_parallel_sampling.py
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pymc/tests/test_sampling.py
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pymc/tests/test_tuning.py
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pymc/tests/test_shared.py
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- |
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pymc3/tests/test_gp.py
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pymc3/tests/test_ode.py
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pymc/tests/test_gp.py
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pymc/tests/test_ode.py
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- |
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pymc3/tests/test_model.py
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pymc3/tests/test_model_func.py
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pymc3/tests/test_modelcontext.py
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pymc3/tests/test_model_graph.py
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pymc3/tests/test_pickling.py
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pymc3/tests/test_profile.py
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pymc/tests/test_model.py
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pymc/tests/test_model_func.py
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pymc/tests/test_modelcontext.py
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pymc/tests/test_model_graph.py
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pymc/tests/test_pickling.py
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pymc/tests/test_profile.py
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fail-fast: false
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runs-on: ${{ matrix.os }}
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hashFiles('requirements.txt') }}
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- uses: conda-incubator/setup-miniconda@v2
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with:
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activate-environment: pymc3-dev-py38
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activate-environment: pymc-dev-py38
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channel-priority: strict
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environment-file: conda-envs/windows-environment-dev-py38.yml
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use-only-tar-bz2: true # IMPORTANT: This needs to be set for caching to work properly!
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- name: Install-pymc3
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- name: Install-pymc
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run: |
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conda activate pymc3-dev-py38
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conda activate pymc-dev-py38
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pip install -e .
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pip install --pre -U polyagamma
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python --version
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- name: Run tests
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# This job uses a cmd shell, therefore the environment variable syntax is different!
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# The ">-" in the next line replaces newlines with spaces (see https://stackoverflow.com/a/66809682).
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run: >-
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conda activate pymc3-dev-py38 &&
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python -m pytest -vv --cov=pymc3 --cov-append --cov-report=xml --cov-report term --durations=50 %TEST_SUBSET%
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conda activate pymc-dev-py38 &&
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python -m pytest -vv --cov=pymc --cov-append --cov-report=xml --cov-report term --durations=50 %TEST_SUBSET%

.github/workflows/release.yml

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# pip install -r requirements.txt
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#- name: Run tests
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# run: |
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# pytest --cov=./pymc3 --cov-report term-missing pymc3/
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# pytest --cov=./pymc --cov-report term-missing pymc/
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- name: Install release tooling
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pip install twine wheel
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- name: Check version number match
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echo "GITHUB_REF: ${GITHUB_REF}"
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# The GITHUB_REF should be something like "refs/tags/v3.x.x"
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# The GITHUB_REF should be something like "refs/tags/v1.2.3"
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# Make sure the package version is the same as the tag
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grep -Rq "^Version: ${GITHUB_REF:11}$" pymc3.egg-info/PKG-INFO
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grep -Rq "^Version: ${GITHUB_REF:11}$" pymc.egg-info/PKG-INFO
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- name: Publish to PyPI
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twine check dist/*
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run: sleep 240
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- name: Install from PyPI
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pip install pymc3==${GITHUB_REF:11}
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pip install pymc==${GITHUB_REF:11}

ARCHITECTURE.md

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# Architecture
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This document describes the high-level architecture of PyMC3.
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This document describes the high-level architecture of PyMC.
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44
# Bird's Eye View
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[comment]: <> (https://drive.google.com/file/d/1lfEzokkNUJr_JIeSDQfha5a57pokz0qI)
66
![Architecture](docs/Architecture.png)
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Lets you define probabilistic graphs or models that can be easily used to compute log probabilities for posterior
88
inference or to draw random samples for prior and posterior prediction.
99

10-
PyMC3 includes a few inference techniques, in particular:
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PyMC includes a few inference techniques, in particular:
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* Markov chain Monte Carlo
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* Variational Inference
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* Sequential Monte Carlo
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It also contains numerous others pieces of functionality such as GraphviZ model visualization tools
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as well as various mathematical helper functions.
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18-
The most central pieces functionality of PyMC3 are shown visually below, as well as their
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The most central pieces functionality of PyMC are shown visually below, as well as their
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relation to other major packages. Not all modules are shown, either because
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they are smaller or self explanatory in scope, or they're pending
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deprecation
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## Functionality not in PyMC3
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It is easier to start with functionality that is not present in PyMC3 but
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## Functionality not in PyMC
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It is easier to start with functionality that is not present in PyMC but
2525
rather deferred to outside libraries. If seeking to understand any
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of the topics below refer to that specific library
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# Modules
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The codebase of PyMC3 is split among single Python file modules at the root
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The codebase of PyMC is split among single Python file modules at the root
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level, as well as directories with Python code for logical groups of functionality.
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Admittedly the split between single `.py` module or directory is not defined by a strict
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criteria but tends to occur when single `.py` files would be "too big".
@@ -56,21 +56,21 @@ with pm.Model() as model:
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```
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## {mod}`pymc3.model`
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## {mod}`pymc.model`
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Contains primitives related model definition and methods used for evaluation of the model.
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In no particular order they are
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* `ContextMeta`: The context manager that enables the `with pm.Model() as model` syntax
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* {class}`~pymc3.Factor`: Defines the methods for the various logprobs for models
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* {class}`~pymc.Factor`: Defines the methods for the various logprobs for models
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* `ValueGrad` which handles the value and gradient and is the main connection point to Aesara
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* `Deterministic` and `Potential`: Definitions for two pieces of functionality useful in some model definitions
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## distributions/
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Contains multiple submodules that define distributions, as well as logic that aids in distributions usage.
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Important modules to note are
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* `distribution.py`: This contains parent class for all PyMC3 distributions.
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Notably the `distribution.distribution` class contains the `observed` argument which in PyMC3 differentiates
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* `distribution.py`: This contains parent class for all PyMC distributions.
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Notably the `distribution.distribution` class contains the `observed` argument which in PyMC differentiates
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a random variable distribution from a likelihood distribution.
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* `logprob.py`: This contains the log probability logic for the distributions themselves.

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