arviz-devs / arviz-devs/PosteriorStats.jl

Adding functions related to Bayesian hypothesis testing

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Julia
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Description

Python ArviZ includes the following functionality related to Bayesian hypothesis testing:
- region of practical equivalence (ROPE, e.g. [`plot_posterior`](https://python.arviz.org/en/v0.16.1/examples/plot_posterior.html))
- Bayes factors ([`plot_bf`](https://python.arviz.org/en/v0.16.1/examples/plot_bf.html))
- Bayesian p-values in section 6 of BDA3 ([`plot_bpv`](https://python.arviz.org/en/v0.16.1/api/generated/arviz.plot_bpv.html))

While these are not part of the stats API in Python ArviZ, we should add them here, with appropriate suggestions/qualifications for their use.

Additionally, in https://github.com/TuringLang/MCMCDiagnosticTools.jl/pull/90 @DominiqueMakowski suggested including the [probability of direction](https://en.wikipedia.org/wiki/Probability_of_direction), which is related to a p-value on significance of an effect.

See also: [bayestestR](https://easystats.github.io/bayestestR/index.html)

Contributor guide

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Research direction

Start by reviewing the ArviZ examples for plot_posterior, plot_bf, and plot_bpv, along with the probability-of-direction reference and bayestestR. The issue names no target files or tests, so first identify the stats API structure and existing conventions. Done means adding the requested Bayesian hypothesis-testing functions with appropriate usage qualifications.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia, python
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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