pyjags_arviz
Makes MCMC samples from PyJAGS usable in ArviZ
Table of Contents
Installation
-
Install via PIP:
pip install pyjags_arviz
or
pip3 install pyjags_arviz
if not using Anaconda.
To get the latest version, clone the repository from github, open a terminal/command prompt, navigate to the root folder and install via
pip install .
or
pip3 install .
if not using Anaconda.
Usage
Import the function convert_pyjags_samples_dict_to_arviz_inference_data via
from pyjags_arviz import convert_pyjags_samples_dict_to_arviz_inference_data
Having sampled the from the posterior distribution using PyJAGS via
samples \ = jags_model.sample(...)
one can write
idata = convert_pyjags_samples_dict_to_arviz_inference_data(samples)
to convert the dictionary returned from PyJAGS to an ArviZ InferenceData object.
This object can be used in ArviZ to generate trace plots and compute diagnostics.
Trace plot:
az.plot_trace(idata);
Effective sample size:
az.ess(idata)
Gelman and Rubin statistic:
az.rhat(idata)
Autocorrelation plot:
az.plot_autocorr(idata);