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Discrete pit in ppc pit ecdf #316

Merged
merged 6 commits into from
Jan 22, 2024
Merged

Discrete pit in ppc pit ecdf #316

merged 6 commits into from
Jan 22, 2024

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TeemuSailynoja
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This PR implements the changes to ppc_pit_ecdf() and ppc_pit_ecdf_grouped()mentioned in #315:

  • Implement randomized PIT.
  • Add axis labels.
  • Make confidence band lines dashed.

Additionally, I updated the recommendations for the K parameter:

K: An optional integer defining the number of equally spaced evaluation
points for the ECDF. Reducing K when using interpolate_adj = FALSE makes
computing the confidence bands faster. For ppc_pit_ecdf and
ppc_pit_ecdf_grouped, defaults to ncol(yrep) + 1, or length(pit) if PIT
values are supplied. For mcmc_rank_ecdf defaults to the number of
iterations per chain in x.

And I included some more interpolation values for the confidence bounds into R/sysdata.rda. These speed up the plot when using the new default for K.

@avehtari
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In case of ECDF (diff) maybe y-axis label should also include be ECDF (diff) or ECDF (difference) or ECDF-difference?

Otherwise, looks good

@TeemuSailynoja
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ECDF - difference looked the best when I tried it. I'll add that in.

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Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (07df2ef) 98.52% compared to head (02b35a7) 98.52%.

❗ Current head 02b35a7 differs from pull request most recent head d97e7d9. Consider uploading reports for the commit d97e7d9 to get more accurate results

Additional details and impacted files 
@@           Coverage Diff           @@
##           master     #316   +/-   ##
=======================================
  Coverage   98.52%   98.52%           
=======================================
  Files          35       35           
  Lines        5006     5007    +1     
=======================================
+ Hits         4932     4933    +1     
  Misses         74       74

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@TeemuSailynoja
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Changes to the axis labels are now included in the latest commit.

avehtari
avehtari approved these changes Jan 19, 2024
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@avehtari avehtari left a comment

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OK for me

@TeemuSailynoja
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@jgabry this should now be ready for merge.

jgabry
jgabry approved these changes Jan 22, 2024
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Thanks @TeemuSailynoja!

@jgabry jgabry merged commit 55e5b20 into master Jan 22, 2024
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@jgabry jgabry deleted the discrete_PIT_in_ppc_pit_ecdf branch January 22, 2024 16:44
@jgabry jgabry mentioned this pull request Jan 22, 2024
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@jgabry jgabry jgabry approved these changes

@avehtari avehtari avehtari approved these changes

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4 participants
@TeemuSailynoja @avehtari @codecov-commenter @jgabry