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Restore original loo k behaviour #381

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Merged
jgabry merged 1 commit into from
Jul 10, 2026
Merged

Restore original loo k behaviour #381

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3 changes: 3 additions & 0 deletions R/psis.R
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Original file line number Diff line number Diff line change
Expand Up @@ -257,6 +257,9 @@ psis_smooth_tail <- function(x, cutoff) {
fit <- posterior::gpdfit(exp(x) - exp_cutoff, sort_x = FALSE)
k <- fit$k
sigma <- fit$sigma
if (is.na(k)) {
k <- Inf
}
if (is.finite(k)) {
p <- (seq_len(len) - 0.5) / len
qq <- posterior::qgeneralized_pareto(p, 0, sigma, k) + exp_cutoff
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8 changes: 3 additions & 5 deletions tests/testthat/test_psis.R
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Original file line number Diff line number Diff line change
Expand Up @@ -153,11 +153,9 @@ test_that("do_psis_i throws warning if all tail values the same", {
})

test_that("psis_smooth_tail returns original tail values if k is infinite", {
# skip on M1 Mac until we figure out why this test fails only on M1 Mac
skip_if(Sys.info()[["sysname"]] == "Darwin" && R.version$arch == "aarch64")

xx <- c(1, 2, 3, 4, 4, 4, 4, 4, 4, 4, 4)
val <- suppressWarnings(psis_smooth_tail(xx, 3))
xx <- log(c(2, 2, 2, 2, 3, 4, 5, 6))
val <- suppressWarnings(psis_smooth_tail(xx, 0))
expect_equal(val$tail, xx)
expect_equal(val$k, Inf)
})

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