replace_observed(...; recompute_obs_state=true)

Author: Alexey Stukalov

src/frontend/fit/standard_errors/bootstrap.jl

@@ -251,6 +251,8 @@ end
 # Fit one bootstrap replicate: resample, replace observed data, fit.
 function _fit_bootstrap_sample(sem_model, data, start; engine, fit_kwargs)
     boot_data = resample_with_replacement(data)
-    boot_model = replace_observed(sem_model, boot_data)
+    # we replace the observed data with the bootstrapped one,
+    # but preserve any internal state that is associated with the original data
+    boot_model = replace_observed(sem_model, boot_data; recompute_observed_state = true)
     return fit(boot_model; start_val = start, engine = engine, fit_kwargs...)
 end

src/loss/WLS/WLS.jl

@@ -185,13 +185,13 @@ end
 function replace_observed(
     loss::SemWLS,
     new_observed::SemObserved;
-    update_internal_state::Bool = true,
+    recompute_observed_state::Bool = true,
 )
-    # recompute weight matrices only if update_internal_state=true
+    # recompute weight matrices only if recompute_observed_state=true
     return SemWLS(
         new_observed,
         SEM.implied(loss);
-        wls_weight_matrix = update_internal_state ? nothing : loss.V,
-        wls_weight_matrix_mean = update_internal_state ? nothing : loss.V_μ,
+        wls_weight_matrix = recompute_observed_state ? nothing : loss.V,
+        wls_weight_matrix_mean = recompute_observed_state ? nothing : loss.V_μ,
     )
 end

test/unit_tests/model.jl

@@ -89,9 +89,9 @@ end
     new_data = randn(nsamples(obs), nobserved_vars(obs))
 
     findiff_model_oldstate =
-        replace_observed(findiff_model, new_data; update_internal_state = false)
+        replace_observed(findiff_model, new_data; recompute_observed_state = false)
     findiff_model_newstate =
-        replace_observed(findiff_model, new_data; update_internal_state = true)
+        replace_observed(findiff_model, new_data; recompute_observed_state = true)
 
     loss_orig = SEM._unwrap(sem_term(findiff_model))
     loss_oldstate = SEM._unwrap(sem_term(findiff_model_oldstate))