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Documenter.jl committed Aug 28, 2024
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2 changes: 1 addition & 1 deletion dev/.documenter-siteinfo.json
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{"documenter":{"julia_version":"1.10.4","generation_timestamp":"2024-08-27T01:17:19","documenter_version":"1.6.0"}}
{"documenter":{"julia_version":"1.10.4","generation_timestamp":"2024-08-28T01:16:23","documenter_version":"1.6.0"}}
2 changes: 1 addition & 1 deletion dev/api/index.html
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x = rand(proposal, 1_000, 100)
log_ratios = logpdf.(target, x) .- logpdf.(proposal, x)
result = psis(log_ratios)
paretoshapeplot(result)</code></pre><p>We can also plot the Pareto shape parameters directly:</p><pre><code class="language-julia hljs">paretoshapeplot(result.pareto_shape)</code></pre><p>We can also use <code>plot</code> directly:</p><pre><code class="language-julia hljs">plot(result.pareto_shape; showlines=true)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/arviz-devs/PSIS.jl/blob/a9ab4a5bb9754f591a11e92e1af8f42e31b1de24/src/recipes/plots.jl#L11-L49">source</a></section></article><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../plotting/">« Plotting</a><a class="docs-footer-nextpage" href="../internal/">Internal »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.6.0 on <span class="colophon-date" title="Tuesday 27 August 2024 01:17">Tuesday 27 August 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
paretoshapeplot(result)</code></pre><p>We can also plot the Pareto shape parameters directly:</p><pre><code class="language-julia hljs">paretoshapeplot(result.pareto_shape)</code></pre><p>We can also use <code>plot</code> directly:</p><pre><code class="language-julia hljs">plot(result.pareto_shape; showlines=true)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/arviz-devs/PSIS.jl/blob/a9ab4a5bb9754f591a11e92e1af8f42e31b1de24/src/recipes/plots.jl#L11-L49">source</a></section></article><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../plotting/">« Plotting</a><a class="docs-footer-nextpage" href="../internal/">Internal »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.6.0 on <span class="colophon-date" title="Wednesday 28 August 2024 01:16">Wednesday 28 August 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion dev/index.html
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(-Inf, 0.5] good 7 (23.3%) 959
(0.5, 0.7] okay <span class="sgr33">14 (46.7%)</span> 927
(0.7, 1] bad <span class="sgr91"><span class="sgr1"> 8 (26.7%)</span></span> ——
(1, Inf) very bad <span class="sgr31"><span class="sgr1"> 1 (3.3%) </span></span> ——</code></pre><p>As indicated by the warnings, this is a poor choice of a proposal distribution, and estimates are unlikely to converge (see <a href="api/#PSIS.PSISResult"><code>PSISResult</code></a> for an explanation of the shape thresholds).</p><p>When running PSIS with many parameters, it is useful to plot the Pareto shape values to diagnose convergence. See <a href="plotting/#Plotting-PSIS-results">Plotting PSIS results</a> for examples.</p><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="plotting/">Plotting »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.6.0 on <span class="colophon-date" title="Tuesday 27 August 2024 01:17">Tuesday 27 August 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
(1, Inf) very bad <span class="sgr31"><span class="sgr1"> 1 (3.3%) </span></span> ——</code></pre><p>As indicated by the warnings, this is a poor choice of a proposal distribution, and estimates are unlikely to converge (see <a href="api/#PSIS.PSISResult"><code>PSISResult</code></a> for an explanation of the shape thresholds).</p><p>When running PSIS with many parameters, it is useful to plot the Pareto shape values to diagnose convergence. See <a href="plotting/#Plotting-PSIS-results">Plotting PSIS results</a> for examples.</p><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="plotting/">Plotting »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.6.0 on <span class="colophon-date" title="Wednesday 28 August 2024 01:16">Wednesday 28 August 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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