diff --git a/ArviZExampleData/dev/.documenter-siteinfo.json b/ArviZExampleData/dev/.documenter-siteinfo.json index a966d2e00..31076b212 100644 --- a/ArviZExampleData/dev/.documenter-siteinfo.json +++ b/ArviZExampleData/dev/.documenter-siteinfo.json @@ -1 +1 @@ -{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2024-12-31T01:38:14","documenter_version":"1.8.0"}} \ No newline at end of file +{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2025-01-01T01:45:35","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 0c6d77b74..5a0270d50 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 f7743508e..8df6314dc 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 333a98a11..633747491 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 1d913224c..dac91391a 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 58a798da0..4787354f5 100644 --- a/PSIS/dev/.documenter-siteinfo.json +++ b/PSIS/dev/.documenter-siteinfo.json @@ -1 +1 @@ -{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2024-12-31T01:25:02","documenter_version":"1.8.0"}} \ No newline at end of file +{"documenter":{"julia_version":"1.11.2","generation_timestamp":"2025-01-01T01:38:46","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 474fbe993..9b0a2d4a1 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 4a3da4d1f..604abfc92 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 d370ef3e7..4ba297be0 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/1178a769.svg b/PSIS/dev/plotting/c0f4e942.svg similarity index 76% rename from PSIS/dev/plotting/1178a769.svg rename to PSIS/dev/plotting/c0f4e942.svg index 15a140daa..9a4ee737e 100644 --- a/PSIS/dev/plotting/1178a769.svg +++ b/PSIS/dev/plotting/c0f4e942.svg @@ -1,124 +1,124 @@ - + - + - + - + - + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/PSIS/dev/plotting/index.html b/PSIS/dev/plotting/index.html index d3efe874f..69545f6cc 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 208f00965..2d26e8e64 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