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Extend ppc_pit_ecdf and ppc_pit_ecdf_grouped to handle discrete data #315

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TeemuSailynoja opened this issue Jan 18, 2024 · 2 comments
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@TeemuSailynoja
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The current PIT computation in ppc_pit_ecdf and ppc_pit_ecdf_grouped only works for continuous values.
Implementing randomized PIT, see, e.q., Czado et al. (2009) Eq.1, would extend the functions for discrete valued data.

At the same time, I could add axis labels and make the confidence bands dashed lines, as they are now too prominent.

  • Implement randomized PIT.
  • Add axis labels.
  • Make confidence band lines dashed.
@TeemuSailynoja
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I have this mostly done, as I have needed this functionality with @avehtari in a few occasions, so I would just need to add it to a PR.

@jgabry
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jgabry commented Jan 22, 2024

Closing now that #316 was merged. Or are there still things to do? If so we can reopen.

@jgabry jgabry closed this as completed Jan 22, 2024
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