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Overloading PosteriorStats methods #430
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julia> using MCMCChains
julia> :loo in names(MCMCChains; all=true, imported = true)
false So |
No, |
As discussed on the Turing Slack, MCMCChains should overload methods defined in ArviZ's PosteriorStats for
Chains
inputs, similar to how it overloads methods in MCMCDiagnosticTools.This would introduce some breaking changes:
MCMCChains.summarize
would be replaced withPosteriorStats.summarize
. The returned object would similarly be a table, but the API is different enough that this would be breaking.MCMCChains.hpd
would be replaced withPosteriorStats.hdi
.hpd
tohdi
some time ago because it a strictly more descriptive name. The HDI is a distributional property, appropriate for both priors and posteriors, but also other distributions. A deprecation warning can be used here.This would introduce several new functions:
r2_score
loo_pit
loo
waic
compare
Aloo
method is also defined and exported by ParetoSmooth, so ifloo
is also exported by MCMCChains, this would cause namespace collisions. We should discuss how we want to handle this.EDIT: Of these functions, it probably only makes sense to overload
r2_score
and maybeloo_pit
forChains
inputs.cc @ParadaCarleton @devmotion
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