Goodness of fit


#1

Hello,

Have the diagnostics of https://pymc-devs.github.io/pymc/modelchecking.html#goodness-of-fit included in PyMC3? Or, are such diagnostics still recommended?

Thanks!


#2

Many model fitting evaluation methods are available, Posterior Predictive Checks is a similar concept compare to goodness of fit in pymc2. Also see the explanation of WAIC and LOO in the doc


#3

The new tools are super cool. Are suggesting that the diagnostics included with PyMC2 is unappealing or obsolete/invalid?

thanks!


#4

The diagnostics included in PyMC2 is probably quite limit and outdated - there are many new theories developed (like LOO) that are not available at the time.


#5

OK, it seems that the Freeman-Tukey statistic has not been included. So I assume that is not recommened anymore…

Thanks!