stan-dev / stan-dev/bayesplot

Feature request: support for weighted draws

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Dominant language
R
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442
Forks
93
Avg merge
3h 11m
Merged PRs (30d)
1

Description

I think it could be useful to have a way to specify weights for draws for functions like mcmc_hist and mcmc_dens. This way when dealing with weighted draws (e.g. a posterior::draws_array object with weights from importance sampling), the same functions could be used as for raw mcmc draws without needing to resample.

As far as I understand, geom_density and geom_histogram already have aesthetic mapping for weights as an option, so it might be possible to use this directly.

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Research direction

Start by tracing the mcmc_hist and mcmc_dens entry points and how they pass data to geom_histogram and geom_density. Check how weighted draws from a posterior::draws_array are represented, then define completion as supporting weights in both plotting functions without requiring resampling.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data-visualization
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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