Pareto k parameter diagnostics

Default Pareto k diagnostic plot from PSIS-LOO-CV to assess importance sampling reliability.

using ArviZPythonPlots, ArviZExampleData, PosteriorStats

use_style("arviz-variat")

data = load_example_data("rugby")
elpd_data = loo(data; var_name=:home_points)
pc = plot_khat(elpd_data; threshold=0.7, visuals=Dict("hlines" => true, "bin_text" => true))

See plot_khat.