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Return NaN for negative ModeResult variance estimates #2471

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Return NaN for negative ModeResult variance estimates #2471

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2 changes: 2 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,7 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
LogDensityProblemsAD = "996a588d-648d-4e1f-a8f0-a84b347e47b1"
MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
NamedArrays = "86f7a689-2022-50b4-a561-43c23ac3c673"
Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e"
Expand Down Expand Up @@ -71,6 +72,7 @@ LinearAlgebra = "1"
LogDensityProblems = "2"
LogDensityProblemsAD = "1.7.0"
MCMCChains = "5, 6"
NaNMath = "1"
NamedArrays = "0.9, 0.10"
Optim = "1"
Optimization = "3, 4"
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3 changes: 3 additions & 0 deletions src/optimisation/Optimisation.jl
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Expand Up @@ -16,6 +16,8 @@
using ForwardDiff: ForwardDiff
using StatsAPI: StatsAPI
using Statistics: Statistics
using NaNMath: NaNMath
using LinearAlgebra: LinearAlgebra

export maximum_a_posteriori, maximum_likelihood
# The MAP and MLE exports are only needed for the Optim.jl interface.
Expand Down Expand Up @@ -281,6 +283,7 @@
return NamedArrays.NamedArray(info, (varnames, varnames))
end

StatsAPI.stderror(model::ModeResult) = NaNMath.sqrt.(LinearAlgebra.diag(StatsBase.vcov(model)))

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src/optimisation/Optimisation.jl#L286 

Added line #L286 was not covered by tests
StatsBase.coef(m::ModeResult) = m.values
StatsBase.coefnames(m::ModeResult) = names(m.values)[1]
StatsBase.params(m::ModeResult) = StatsBase.coefnames(m)
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