Fix FFTW compat

Author: Closed-Limelike-Curves

src/ESS.jl

@@ -1,5 +1,6 @@
 module ESS
 
+using FFTW
 using MCMCChains
 using LoopVectorization
 using Tullio
@@ -16,7 +17,7 @@ function relative_eff(sample::AbstractArray{T,3}) where {T<:AbstractFloat}
     post_sample_size = dims[2] * dims[3]
     # Only need ESS, not rhat
     ess_sample = inv.(permutedims(sample, [2, 1, 3]))
-    ess, = MCMCChains.ess_rhat(ess_sample)  
+    ess, = MCMCChains.ess_rhat(ess_sample; method=FFTESSMethod())  
     rel_eff = ess / post_sample_size
     return rel_eff
 end

test/runtests.jl

@@ -12,19 +12,24 @@ let ogWeights = RData.load("test/weightMatrix.RData")["weightMatrix"]
 end
 rel_eff = RData.load("test/Rel_Eff.RData")["rel_eff"]
 rPsis = RData.load("test/Psis_Object.RData")["psisObject"]
-with_rel_eff = psis(logLikelihoodArray, rel_eff)
-juliaPsis = psis(logLikelihoodArray)
-logLikelihoodMatrix = reshape(logLikelihoodArray, 32, 1000)
-chainIndex = vcat(fill(1, 500), fill(2, 500))
-matrixPsis = psis(logLikelihoodMatrix; chain_index=chainIndex)
-logPsis = psis(logLikelihoodArray; lw=true)
 
 @testset "ParetoSmooth.jl" begin
+
+    # All of these should run
+    
+    with_rel_eff = psis(logLikelihoodArray, rel_eff)
+    juliaPsis = psis(logLikelihoodArray)
+    logLikelihoodMatrix = reshape(logLikelihoodArray, 32, 1000)
+    chainIndex = vcat(fill(1, 500), fill(2, 500))
+    matrixPsis = psis(logLikelihoodMatrix; chain_index=chainIndex)
+    logPsis = psis(logLikelihoodArray; lw=true)
+
+
     # RMSE from R version is less than .1%
     @test sqrt(mean((with_rel_eff.weights ./ rWeights .- 1).^2)) ≤ .001
     # RMSE less than .2% when using InferenceDiagnostics' ESS
     @test sqrt(mean((juliaPsis.weights ./ rWeights .- 1).^2)) ≤ .002
-    @test count(with_rel_eff.weights .≈ rWeights) ≤ 10
+    @test count(with_rel_eff.weights .≉ rWeights) ≤ 10
     @test count(juliaPsis.weights .≉ matrixPsis.weights) ≤ 10
     @test sqrt(mean((logPsis.weights .- log.(rWeights)).^2)) ≤ .001
 end