Interval plot (LOO)
Plot LOO posterior predictive point estimate and intervals at each observation.
using ArviZPythonPlots, ArviZExampleData, DimensionalData, InferenceObjects
use_style("arviz-variat")
data = load_example_data("radon")
obs_id_subset = At(0:49)
data_subset = InferenceData(;
posterior=data.posterior,
posterior_predictive=data.posterior_predictive[obs_id = obs_id_subset],
log_likelihood=data.log_likelihood[obs_id = obs_id_subset],
observed_data=data.observed_data[obs_id = obs_id_subset],
)
pc = plot_loo_interval(data_subset)
See plot_loo_interval.