Merge pull request #27 from devmotion/abstractmcmc

Account for breaking changes in AbstractMCMC

Author: cpfiffer

Project.toml

@@ -1,6 +1,6 @@
 name = "AdvancedMH"
 uuid = "5b7e9947-ddc0-4b3f-9b55-0d8042f74170"
-version = "0.5.1"
+version = "0.6.0"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
@@ -9,7 +9,7 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 
 [compat]
-AbstractMCMC = "0.4, 0.5, 1"
+AbstractMCMC = "1"
 Distributions = "0.20, 0.21, 0.22, 0.23"
 Requires = "1.0"
 julia = "1"

src/AdvancedMH.jl

@@ -1,7 +1,7 @@
 module AdvancedMH
 
 # Import the relevant libraries.
-import AbstractMCMC
+using AbstractMCMC
 using Distributions
 using Requires
 
@@ -11,8 +11,7 @@ import Random
 export MetropolisHastings, DensityModel, RWMH, StaticMH, StaticProposal, RandomWalkProposal
 
 # Reexports
-using AbstractMCMC: sample, psample
-export sample, psample
+export sample, MCMCThreads, MCMCDistributed
 
 # Abstract type for MH-style samplers.
 abstract type Metropolis <: AbstractMCMC.AbstractSampler end

test/runtests.jl

@@ -53,12 +53,19 @@ using Test
         @test mean(chain2.σ) ≈ 1.0 atol=0.1
     end
 
-    if VERSION >= v"1.3"
-        @testset "psample" begin
-            spl1 = StaticMH([Normal(0,1), Normal(0, 1)])
-            chain1 = psample(model, spl1, 10000, 4; param_names=["μ", "σ"], chain_type=Chains)
-            @test mean(chain1["μ"].value) ≈ 0.0 atol=0.1
-            @test mean(chain1["σ"].value) ≈ 1.0 atol=0.1
+    @testset "parallel sampling" begin
+        spl1 = StaticMH([Normal(0,1), Normal(0, 1)])
+
+        chain1 = sample(model, spl1, MCMCDistributed(), 10000, 4;
+                        param_names=["μ", "σ"], chain_type=Chains)
+        @test mean(chain1["μ"].value) ≈ 0.0 atol=0.1
+        @test mean(chain1["σ"].value) ≈ 1.0 atol=0.1
+
+        if VERSION >= v"1.3"
+            chain2 = sample(model, spl1, MCMCThreads(), 10000, 4;
+                            param_names=["μ", "σ"], chain_type=Chains)
+            @test mean(chain2["μ"].value) ≈ 0.0 atol=0.1
+            @test mean(chain2["σ"].value) ≈ 1.0 atol=0.1
         end
     end