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Questions - arviz

PyMC3/Arviz: CDF value from trace

I have a sample from PyMC3 and I'm trying to get a cumulative probability from it, e.g. P(X < 0). I currently use this: trace = pymc3.sample(return_inferencedata=True) prob_x_lt_zero = (trace.poste...
test-img

Christian Aichinger

python-xarray

pymc3

arviz

Votes: 0

Answers: 2

Latest Answer

You could approximate the CDF with a kernel density estimate, but I am not convinced that this is better than your current approach: import arviz grid, pdf = arviz.kde(trace.posterior.X.values, cumula...
test-img

astoeriko

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