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Bayesian VPC #10
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I have a couple versions of visual predictive checks in R using the Stan/Torsten output. I'm in general not a huge fan of the Upsalla (and now industry standard) VPC plots, so I haven't thought about how to replicate those, but that might be necessary, since that's what people want to see |
We use this following approach:
So we use a quantile regression. |
In Pumas it will be as simple as replacing ... with a few arguments in the following 3 liner: sims = simobs(...)
vpc_out = vpc(...; simulations = sims)
vpc_plot(vpc_out) |
We can do simulations from the prior or posterior predictive distribution and then do a visual predictive check (VPC) plot.
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