Merge pull request #381 from stan-dev/fix-gpdfit

Restore original loo k behaviour

Author: jgabry

R/psis.R

@@ -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

tests/testthat/test_psis.R

@@ -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)
 })
+