posterior_predictive_check

posterior_predictive_check(
    data,
    distribution,
    sampler='DEMCz',
    iterations=3000,
    output_length=10000,
    seed=12345,
    number_of_replicates=1000,
    thinning_interval=-1,
)

Posterior predictive check: fit an MCMC, draw replicates, compute common p-values.

Wraps the shared C++ PosteriorPredictiveCheck.

Parameters

Name	Type	Description	Default
data	array_like	Observations to fit.	required
distribution	str	Distribution family name.	required
sampler	('DEMCz', 'DEMCzs', 'ARWMH', 'NUTS')	MCMC sampler.	"DEMCz"
iterations	int	Number of post-warmup MCMC iterations.	3000
output_length	int	Number of posterior samples.	10000
seed	int	PRNG seed for the sampler.	12345
number_of_replicates	int	Number of posterior predictive replicates.	1000
thinning_interval	int	MCMC thinning interval; -1 keeps the sampler’s own default.	-1

Returns

Name	Type	Description
	dict	number_of_replicates, the five posterior predictive p-values (mean_p_value etc.), and has_misfit (1 when any p-value is extreme, else 0).