Predictive check with ECDF and PIT Δ-ECDFs
Plot of the ECDF (right) of the PIT values (left) for samples from the posterior predictive and observed data.
using ArviZPythonPlots, ArviZExampleData
use_style("arviz-variat")
data = load_example_data("rugby")
pc = plot_ppc_dist_pit(data; kind="ecdf", var_names=["home_points", "away_points"])
See plot_ppc_dist_pit.
See also the EABM chapter on Posterior predictive checks with PIT-ECDFs.