stan-dev / stan-dev/posterior

HDI?

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feature
Dominant language
R
Stars
171
Forks
26
Avg merge
2d 18h
Merged PRs (30d)
3

Description

Would it be in the scope of posterior to provide support for HDI's in contrast with quantile-based intervals? For example, say I wanted to quickly summarize my draws by their modes and 95% intervals.

example_draws() %>% 
  summarise_draws(mode = Mode, ~ quantile(.x, probs = c(.025, .975)))
# A tibble: 10 × 4
   variable  mode  `2.5%` `97.5%`
   <chr>    <dbl>   <dbl>   <dbl>
 1 mu        5.91  -2.16     10.2
 2 tau       1.74   0.174    14.6
 3 theta[1]  5.67  -2.81     22.7
 4 theta[2]  5.44  -3.24     14.9
 5 theta[3]  5.52 -15.0      13.2
 6 theta[4]  5.94  -4.64     14.8
 7 theta[5]  4.26  -8.68     12.3
 8 theta[6]  3.20  -6.80     12.8
 9 theta[7]  4.46  -2.57     18.1
10 theta[8]  4.22  -6.53     14.8

There's great support for percentile-based intervals. Is there support for HDI's?

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the existing summarise_draws usage and the percentile-based interval support referenced in the issue. Determine how an HDI interval and mode summary should fit the requested output, then verify the result against the example draws. The issue names no file or test, so locating the relevant implementation and defining the expected behavior are part of the work.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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