PIT ECDF

PIT ECDF#

Plot of the probability integral transform of the posterior predictive distribution with respect to the observed data.

Matplotlib version of plot_ppc_pit

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from arviz_base import load_arviz_data

import arviz_plots as azp

azp.style.use("arviz-variat")

dt = load_arviz_data("radon")
pc = azp.plot_ppc_pit(
    dt,
    backend="none",
)
pc.show()

See also

API Documentation: plot_ppc_pit

EABM chapter on Posterior predictive checks with PIT-ECDFs

Other examples with plot_ppc_pit#

Proportion of true values that fall within a given prediction interval.

Coverage ECDF

Coverage ECDF

Download Python Source Code: plot_ppc_pit.py

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