Merge pull request #15 from invenia/rf/positive-type-consistency

Make default error tolerance on positive relative to the value type

Project.toml

@@ -1,7 +1,7 @@
 name = "ParameterHandling"
 uuid = "2412ca09-6db7-441c-8e3a-88d5709968c5"
 authors = ["Invenia Technical Computing Corporation"]
-version = "0.2.2"
+version = "0.3.0"
 
 [deps]
 Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"

src/parameters.jl

@@ -20,18 +20,19 @@ value(x::NamedTuple) = map(value, x)
 value(x::Dict) = Dict(k => value(v) for (k, v) in x)
 
 """
-    positive(val::Real, transform::Bijector=Bijectors.Exp(), ε::Real = 1e-12)
+    positive(val::T, transform::Bijector=Bijectors.Exp(), ε=sqrt(eps(T))) where T<:Real
 
 Returns a `Postive`.
 The `value` of a `Positive` is a `Real` number that is constrained to be positive.
 This is represented in terms of an a `transform` that maps an `unconstrained_value` to the
 positive reals.
 Satisfies `val ≈ transform(unconstrained_value)`
 """
-function positive(val::Real, transform::Bijector=Bijectors.Exp(), ε::Real = 1e-12)
-    if val <= 0
-        throw(ArgumentError("Value, $val, is not positive."))
-    end
+function positive(
+    val::T, transform::Bijector=Bijectors.Exp(), ε=sqrt(eps(T)),
+) where T<:Real
+    val > 0 || throw(ArgumentError("Value ($val) is not positive."))
+    val > ε || throw(ArgumentError("Value ($val) is too small, relative to ε ($ε)."))
     unconstrained_value = inv(transform)(val - ε)
     return Positive(unconstrained_value, transform, convert(typeof(unconstrained_value), ε))
 end

test/parameters.jl

@@ -6,13 +6,17 @@ pdiagmat(args...) = PDiagMat(args...)
 @testset "parameters" begin
 
     @testset "postive" begin
-        @testset "$val" for val in [5.0, 1e-11, 1e-12]
+        @testset "$val" for val in [5.0, 0.001f0, 1.0e-7]
             p = positive(val)
             test_parameter_interface(p)
             @test value(p) ≈ val
+            @test typeof(value(p)) === typeof(val)
         end
 
+        # Test edge cases around the size of the value relative to the error tol.
         @test_throws ArgumentError positive(-0.1)
+        @test_throws ArgumentError positive(1e-11)
+        @test value(positive(1e-11, Bijectors.Exp(), 1e-12)) ≈ 1e-11
     end
 
     @testset "bounded" begin