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Add parameter recovery plot

Open TeemuSailynoja opened this issue 11 months ago • 2 comments

In addition to the very beautiful, if I may say so 😂, PIT-ECDF difference plots, many users would potentially be interested in assessing the parameter recovery.

Image

Thoughts on implementation

In addition to the rank, one would need to save the simulated value, posterior expectation, and credible interval for each SBC iteration. If we ask the user in advance for the width of the desired interval, we don't necessarily need to save the samples. I'm writing "we", as I'm very much open to helping in this.

TeemuSailynoja avatar May 09 '25 10:05 TeemuSailynoja

Here is the implementation from the SBC package: https://hyunjimoon.github.io/SBC/reference/plot_sim_estimated.html

TeemuSailynoja avatar May 09 '25 10:05 TeemuSailynoja

Sounds good. In particular, the "we" part.

aloctavodia avatar May 09 '25 11:05 aloctavodia