arviz_stats.base.array_stats.loo_pit

array_stats.loo_pit(ary, y_obs, log_weights, chain_axis=-2, draw_axis=-1, random_state=None)

Compute LOO-PIT values with PSIS-LOO-CV weights.

Parameters:

aryarray_like

Posterior predictive samples.

y_obsarray_like

Observed values.

log_weightsarray_like

Pre-computed PSIS log weights.

chain_axisint, default -2

Axis for chains.

draw_axisint, default -1

Axis for draws.

random_stateint or Generator, optional

Random seed or Generator for tie-breaking. If None, uses seed 214.

Returns:

pit_valuesarray_like

LOO-PIT values in [0, 1].