arviz_stats.base.array_stats.loo_quantile

array_stats.loo_quantile(ary, log_weights, prob, chain_axis=-2, draw_axis=-1)

Compute weighted quantile with PSIS-LOO-CV weights.

Parameters:

aryarray_like

Posterior predictive samples.

log_weightsarray_like

Pre-computed PSIS log weights.

probfloat

Quantile probability in [0, 1].

chain_axisint, default -2

Axis for chains.

draw_axisint, default -1

Axis for draws.

Returns:

quantilearray_like

Weighted quantile values.