Merge pull request #4 from FINRAOS/hotfix-credibility

Hotfix credibility

mvtk/credibility.py

@@ -20,7 +20,11 @@ def credible_interval(positive, negative, credibility=0.5, prior=(1, 1)):
     returns:
         (lower bound, upper bound)
     """
-    distribution = beta(positive + prior[0], negative + prior[1])
+    positive += prior[0]
+    negative += prior[1]
+    distribution = beta(positive, negative)
+    if positive + negative <= 0:
+        raise ValueError("Counts plus pseudocounts must be positive")
     mode = positive / (positive + negative)
     cdf_mode = distribution.cdf(mode)
     cred_2 = credibility / 2

mvtk/version.py

@@ -1 +1 @@
-__version__ = "0.1.1"
+__version__ = "0.1.2"

tests/credibility/test_credibility.py

@@ -5,6 +5,20 @@
 from mvtk import credibility
 
 
+def test_value_error():
+    try:
+        credibility.credible_interval(0, 0, prior=(0, 0))
+    except ValueError:
+        return
+    raise Exception("Expected ValueError")
+
+
+def test_equivalence():
+    assert credibility.credible_interval(0, 0) == credibility.credible_interval(
+        1, 1, prior=(0, 0)
+    )
+
+
 def test_prob_greater_cmp():
     nprng = numpy.random.RandomState(0)
     prior_sample_size = 10**6