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Add functions for PIT and LOO-PIT #338
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I think that PIT in posterior does make sense. Will we want to use it for other stuff than plotting though? If yes, than posterior is I think good. If we only ever want to use it for bayesplot, then perhaps also bayesplot could be a reasonable target(?) |
Just to clarify, are we talking about the methods or the generic (or both)? |
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sounds like good arguments for posterior indeed.
Aki Vehtari ***@***.***> schrieb am Fr., 19. Jan. 2024, 18:55:
…
- PIT values could be summarised with scalar diagnostic value, but the
preferred way is graphics, but we may want to use other plots than what is
available in bayesplot (which is what I was doing)
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1. methods, 2. it would be nice if the method function could be
called with any posterior draws object type
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Sounds good to me too |
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loo_pit
is currently inrstantools
but needs implementation for discrete variables, and should probably be moved toposterior
.pit
isn't currently available, but is used, for example, bybayesplot
, where I have currently implemented the computation.My questions are:
1 . PIT would require observations in addition to the draws object, which to my understanding isn't the case for other functions. Is this a problem?
2. Should there be a new subtitle on the functions page for PIT and LOO-PIT to fall under?
3. Should they be in the same function as regular PIT is just LOO-PIT with even weights?
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