diff --git a/ArviZExampleData/dev/.documenter-siteinfo.json b/ArviZExampleData/dev/.documenter-siteinfo.json index 4f94b982c..a53041021 100644 --- a/ArviZExampleData/dev/.documenter-siteinfo.json +++ b/ArviZExampleData/dev/.documenter-siteinfo.json @@ -1 +1 @@ -{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2024-12-25T01:30:08","documenter_version":"1.8.0"}} \ No newline at end of file +{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2024-12-26T01:37:42","documenter_version":"1.8.0"}} \ No newline at end of file diff --git a/ArviZExampleData/dev/api/index.html b/ArviZExampleData/dev/api/index.html index af65adaef..e70369a07 100644 --- a/ArviZExampleData/dev/api/index.html +++ b/ArviZExampleData/dev/api/index.html @@ -31,4 +31,4 @@ > prior > prior_predictive > observed_data - > constant_datasource \ No newline at end of file + > constant_datasource \ No newline at end of file diff --git a/ArviZExampleData/dev/datasets/index.html b/ArviZExampleData/dev/datasets/index.html index 2aa84a5b6..ec78b602c 100644 --- a/ArviZExampleData/dev/datasets/index.html +++ b/ArviZExampleData/dev/datasets/index.html @@ -98,4 +98,4 @@ This model uses a Von Mises distribution to propose torsion angles for the structure of a glycan molecule (pdb id: 2LIQ), and a Potential to estimate the proposed structure's energy. Said Potential is bound by Boltzman's law. -remote: http://ndownloader.figshare.com/files/22882652 \ No newline at end of file +remote: http://ndownloader.figshare.com/files/22882652 \ No newline at end of file diff --git a/ArviZExampleData/dev/for_developers/index.html b/ArviZExampleData/dev/for_developers/index.html index f18a6b365..88948f427 100644 --- a/ArviZExampleData/dev/for_developers/index.html +++ b/ArviZExampleData/dev/for_developers/index.html @@ -4,4 +4,4 @@ julia> tarball_url = "https://github.com/arviz-devs/arviz_example_data/archive/refs/tags/v$version.tar.gz"; -julia> add_artifact!("Artifacts.toml", "arviz_example_data", tarball_url; force=true); \ No newline at end of file +julia> add_artifact!("Artifacts.toml", "arviz_example_data", tarball_url; force=true); \ No newline at end of file diff --git a/ArviZExampleData/dev/index.html b/ArviZExampleData/dev/index.html index db95342d9..dc57efd6a 100644 --- a/ArviZExampleData/dev/index.html +++ b/ArviZExampleData/dev/index.html @@ -1 +1 @@ -Home · ArviZExampleData.jl
GitHub
\ No newline at end of file +Home · ArviZExampleData.jl
GitHub
\ No newline at end of file diff --git a/PSIS/dev/.documenter-siteinfo.json b/PSIS/dev/.documenter-siteinfo.json index 0c2c18c9a..5c3804dfb 100644 --- a/PSIS/dev/.documenter-siteinfo.json +++ b/PSIS/dev/.documenter-siteinfo.json @@ -1 +1 @@ -{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2024-12-25T01:24:36","documenter_version":"1.8.0"}} \ No newline at end of file +{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2024-12-26T01:24:23","documenter_version":"1.8.0"}} \ No newline at end of file diff --git a/PSIS/dev/api/index.html b/PSIS/dev/api/index.html index e4acdb862..e9c45d55f 100644 --- a/PSIS/dev/api/index.html +++ b/PSIS/dev/api/index.html @@ -40,4 +40,4 @@ x = rand(proposal, 1_000, 100) log_ratios = logpdf.(target, x) .- logpdf.(proposal, x) result = psis(log_ratios) -paretoshapeplot(result)

We can also plot the Pareto shape parameters directly:

paretoshapeplot(result.pareto_shape)

We can also use plot directly:

plot(result.pareto_shape; showlines=true)
source \ No newline at end of file +paretoshapeplot(result)

We can also plot the Pareto shape parameters directly:

paretoshapeplot(result.pareto_shape)

We can also use plot directly:

plot(result.pareto_shape; showlines=true)
source \ No newline at end of file diff --git a/PSIS/dev/index.html b/PSIS/dev/index.html index 41f62df59..6afee32da 100644 --- a/PSIS/dev/index.html +++ b/PSIS/dev/index.html @@ -13,4 +13,4 @@ (-Inf, 0.5] good 7 (23.3%) 959 (0.5, 0.7] okay 13 (43.3%) 938 (0.7, 1] bad 9 (30.0%) —— - (1, Inf) very bad 1 (3.3%) ——

As indicated by the warnings, this is a poor choice of a proposal distribution, and estimates are unlikely to converge (see PSISResult for an explanation of the shape thresholds).

When running PSIS with many parameters, it is useful to plot the Pareto shape values to diagnose convergence. See Plotting PSIS results for examples.

\ No newline at end of file + (1, Inf) very bad 1 (3.3%) ——

As indicated by the warnings, this is a poor choice of a proposal distribution, and estimates are unlikely to converge (see PSISResult for an explanation of the shape thresholds).

When running PSIS with many parameters, it is useful to plot the Pareto shape values to diagnose convergence. See Plotting PSIS results for examples.

\ No newline at end of file diff --git a/PSIS/dev/internal/index.html b/PSIS/dev/internal/index.html index c3d7ffc8b..69b8ac0da 100644 --- a/PSIS/dev/internal/index.html +++ b/PSIS/dev/internal/index.html @@ -1 +1 @@ -Internal · PSIS.jl
GitHub

Internal

PSIS.GeneralizedPareto — Type
GeneralizedPareto{T<:Real}

The generalized Pareto distribution.

Constructor

GeneralizedPareto(μ, σ, k)

Construct the generalized Pareto distribution (GPD) with location parameter $μ$, scale parameter $σ$ and shape parameter $k$.

Note

The shape parameter $k$ is equivalent to the commonly used shape parameter $ξ$. This is the same parameterization used by Vehtari et al. [1] and is related to that used by Zhang and Stephens [2] as $k \mapsto -k$.

source
PSIS.fit_gpd — Method
fit_gpd(x; μ=0, kwargs...)

Fit a GeneralizedPareto with location μ to the data x.

The fit is performed using the Empirical Bayes method of Zhang and Stephens [2].

Keywords

  • prior_adjusted::Bool=true, If true, a weakly informative Normal prior centered on $\frac{1}{2}$ is used for the shape $k$.
  • sorted::Bool=issorted(x): If true, x is assumed to be sorted. If false, a sorted copy of x is made.
  • min_points::Int=30: The minimum number of quadrature points to use when estimating the posterior mean of $\theta = \frac{\xi}{\sigma}$.

References

  • [2] Zhang & Stephens, Technometrics 51:3 (2009)
source
\ No newline at end of file +Internal · PSIS.jl
GitHub

Internal

PSIS.GeneralizedPareto — Type
GeneralizedPareto{T<:Real}

The generalized Pareto distribution.

Constructor

GeneralizedPareto(μ, σ, k)

Construct the generalized Pareto distribution (GPD) with location parameter $μ$, scale parameter $σ$ and shape parameter $k$.

Note

The shape parameter $k$ is equivalent to the commonly used shape parameter $ξ$. This is the same parameterization used by Vehtari et al. [1] and is related to that used by Zhang and Stephens [2] as $k \mapsto -k$.

source
PSIS.fit_gpd — Method
fit_gpd(x; μ=0, kwargs...)

Fit a GeneralizedPareto with location μ to the data x.

The fit is performed using the Empirical Bayes method of Zhang and Stephens [2].

Keywords

  • prior_adjusted::Bool=true, If true, a weakly informative Normal prior centered on $\frac{1}{2}$ is used for the shape $k$.
  • sorted::Bool=issorted(x): If true, x is assumed to be sorted. If false, a sorted copy of x is made.
  • min_points::Int=30: The minimum number of quadrature points to use when estimating the posterior mean of $\theta = \frac{\xi}{\sigma}$.

References

  • [2] Zhang & Stephens, Technometrics 51:3 (2009)
source
\ No newline at end of file diff --git a/PSIS/dev/plotting/1477bca6.svg b/PSIS/dev/plotting/ffee703a.svg similarity index 76% rename from PSIS/dev/plotting/1477bca6.svg rename to PSIS/dev/plotting/ffee703a.svg index 4d85b2256..4bddd11b7 100644 --- a/PSIS/dev/plotting/1477bca6.svg +++ b/PSIS/dev/plotting/ffee703a.svg @@ -1,124 +1,124 @@ - + - + - + - + - + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/PSIS/dev/plotting/index.html b/PSIS/dev/plotting/index.html index 9774ba434..be0c793d1 100644 --- a/PSIS/dev/plotting/index.html +++ b/PSIS/dev/plotting/index.html @@ -10,4 +10,4 @@ (-Inf, 0.5] good 4 (20.0%) 959 (0.5, 0.7] okay 9 (45.0%) 938 (0.7, 1] bad 7 (35.0%) ——

Plots.jl

PSISResult objects can be plotted directly:

using Plots
-plot(result; showlines=true, marker=:+, legend=false, linewidth=2)
Example block output

This is equivalent to calling PSISPlots.paretoshapeplot(result; kwargs...).

\ No newline at end of file +plot(result; showlines=true, marker=:+, legend=false, linewidth=2)Example block output

This is equivalent to calling PSISPlots.paretoshapeplot(result; kwargs...).

\ No newline at end of file diff --git a/PSIS/dev/references/index.html b/PSIS/dev/references/index.html index 44ed2a2ed..ee857aa81 100644 --- a/PSIS/dev/references/index.html +++ b/PSIS/dev/references/index.html @@ -1 +1 @@ -References · PSIS.jl
GitHub
\ No newline at end of file +References · PSIS.jl
GitHub
\ No newline at end of file