prior_predictive_check

prior_predictive_check(
    data,
    distribution,
    number_of_draws=1000,
    sample_size=None,
    seed=12345,
)

Prior predictive check: sample from the model priors, simulate, summarize.

Wraps the shared C++ PriorPredictiveCheck.

Parameters

Name Type Description Default
data array_like Observations defining the model dataset. required
distribution str Distribution family name. required
number_of_draws int Number of prior draws. 1000
sample_size int Simulated dataset size per draw; when omitted, uses len(data). None
seed int PRNG seed. 12345

Returns

Name Type Description
dict number_of_valid_draws and the predictive quantile summaries (summary_mean_quantiles etc., each the [2.5, 25, 50, 75, 97.5]% quantiles).