fix wald simulation

Project.toml

@@ -1,7 +1,7 @@
 name = "SequentialSamplingModels"
 uuid = "0e71a2a6-2b30-4447-8742-d083a85e82d1"
 authors = ["itsdfish"]
-version = "0.5.2"
+version = "0.5.3"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/RDM.jl

@@ -200,7 +200,7 @@ function simulate(model::RDM; Δt=.001)
 end
 
 function increment!(model::RDM, x, ϵ, ν, Δt)
-    ϵ .= rand(Normal(0.0, 0.10), length(ν))
+    ϵ .= rand(Normal(0.0, 1.0), length(ν))
     x .+= ν * Δt + ϵ * √(Δt)
     return nothing 
 end

src/Wald.jl

@@ -95,7 +95,7 @@ function simulate(model::Wald; Δt=.001)
     time_steps = [t]
     while x .< α
         t += Δt
-        x += ν * Δt + rand(Normal(0.0, 0.10)) * √(Δt)
+        x += ν * Δt + rand(Normal(0.0, 1.0)) * √(Δt)
         push!(evidence, x)
         push!(time_steps, t)
     end

src/wald_mixture.jl

@@ -96,7 +96,7 @@ function simulate(model::WaldMixture; Δt=.001)
     ν′ = rand(truncated(Normal(ν, η), 0, Inf))
     while x .< α
         t += Δt
-        x += ν′ * Δt + rand(Normal(0.0, 0.10)) * √(Δt)
+        x += ν′ * Δt + rand(Normal(0.0, 1.0)) * √(Δt)
         push!(evidence, x)
         push!(time_steps, t)
     end

test/wald_mixture_tests.jl

@@ -45,6 +45,6 @@
 
         @test time_steps[1] ≈ 0
         @test length(time_steps) == length(evidence)
-        @test evidence[end] ≈ α atol = .005
+        @test evidence[end] ≈ α atol = .02
     end
 end

test/wald_tests.jl

@@ -60,6 +60,6 @@
 
         @test time_steps[1] ≈ 0
         @test length(time_steps) == length(evidence)
-        @test evidence[end] ≈ α atol = .005
+        @test evidence[end] ≈ α atol = .02
     end
 end