stan-dev / stan-dev/rstantools
posterior_cdf generic?
Nobody has claimed this yet.
- Dominant language
- R
- Stars
- 48
- Forks
- 24
- Avg merge
- 1h 17m
- Merged PRs (30d)
- 1
Description
We have posterior_interval to get quantiles from the posterior... but sometimes we need the reverse and ask for interval probabilities for which the CDF is needed. This would probably make sense for most of the posterior queries we have (posterior/predictive/linpred). The default implementation could very likely already do the the job for most situations by integrating the indicator functions accordingly.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the existing posterior_interval implementation and the posterior, predictive, and linpred query interfaces mentioned in the issue. Determine whether a shared CDF approach can cover those queries, and consider the interval-probability cases that would define completion.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data, tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100