book scripts bug fixes

AtlasGooo · Dec 22, 2020 · e97fc56 · e97fc56
1 parent d0be592
commit e97fc56
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/book/pmcmc/pmmh_lingauss.py b/book/pmcmc/pmmh_lingauss.py
@@ -42,8 +42,8 @@
 # State-space model 
 class ReparamLinGauss(kalman.LinearGauss):
     def __init__(self, varX=1., varY=1., rho=0.):
-        sigmaX = np.sqrt(varX)
-        sigmaY = np.sqrt(varY)
+        sigmaX = np.sqrt(varX) if varX > 0 else 0.
+        sigmaY = np.sqrt(varY) if varY > 0 else 0.
         sigma0 = sigmaX
         # Note: We take X_0 ~ N(0, sigmaX^2) so that Gibbs step is tractable
         kalman.LinearGauss.__init__(self, sigmaX=sigmaX, sigmaY=sigmaY, rho=rho,

diff --git a/book/smc2/smc2_stochvol_leverage.py b/book/smc2/smc2_stochvol_leverage.py
@@ -63,7 +63,7 @@ def qtiles(W, x):
 fks['smc2_sv'] = ssp.SMC2(**fk_opts)
 
 if __name__ == '__main__':
-    runs = particles.multiSMC(fk=fks, N=N, collect=[Moments(qtiles)],
+    runs = particles.multiSMC(fk=fks, N=N, collect=[Moments(mom_func=qtiles)],
                               verbose=True, nprocs=0, nruns=25)
 
     # plots