arviz.plot_loo_pit(idata=None, y=None, y_hat=None, log_weights=None, ecdf=False, ecdf_fill=True, n_unif=100, use_hdi=False, hdi_prob=None, figsize=None, textsize=None, labeller=None, color='C0', legend=True, ax=None, plot_kwargs=None, plot_unif_kwargs=None, hdi_kwargs=None, fill_kwargs=None, backend=None, backend_kwargs=None, show=None)[source]#

Plot Leave-One-Out (LOO) probability integral transformation (PIT) predictive checks.


arviz.InferenceData object.

yarray, DataArray or str

Observed data. If str, idata must be present and contain the observed data group

y_hatarray, DataArray or str

Posterior predictive samples for y. It must have the same shape as y plus an extra dimension at the end of size n_samples (chains and draws stacked). If str or None, idata must contain the posterior predictive group. If None, y_hat is taken equal to y, thus, y must be str too.

log_weightsarray or DataArray

Smoothed log_weights. It must have the same shape as y_hat

ecdfbool, optional

Plot the difference between the LOO-PIT Empirical Cumulative Distribution Function (ECDF) and the uniform CDF instead of LOO-PIT kde. In this case, instead of overlaying uniform distributions, the beta hdi_prob around the theoretical uniform CDF is shown. This approximation only holds for large S and ECDF values not very close to 0 nor 1. For more information, see Vehtari et al. (2021), Appendix G.

ecdf_fillbool, optional

Use matplotlib.axes.Axes.fill_between() to mark the area inside the credible interval. Otherwise, plot the border lines.

n_unifint, optional

Number of datasets to simulate and overlay from the uniform distribution.

use_hdibool, optional

Compute expected hdi values instead of overlaying the sampled uniform distributions.

hdi_probfloat, optional

Probability for the highest density interval. Works with use_hdi=True or ecdf=True.

figsize(float, float), optional

If None, size is (8 + numvars, 8 + numvars)

textsizeint, optional

Text size for labels. If None it will be autoscaled based on figsize.

labellerLabeller, optional

Class providing the method make_pp_label to generate the labels in the plot titles. Read the Label guide for more details and usage examples.

colorstr or array_like, optional

Color of the LOO-PIT estimated pdf plot. If plot_unif_kwargs has no “color” key, a slightly lighter color than this argument will be used for the uniform kde lines. This will ensure that LOO-PIT kde and uniform kde have different default colors.

legendbool, optional

Show the legend of the figure.

axaxes, optional

Matplotlib axes or bokeh figures.

plot_kwargsdict, optional

Additional keywords passed to matplotlib.axes.Axes.plot() for LOO-PIT line (kde or ECDF)

plot_unif_kwargsdict, optional

Additional keywords passed to matplotlib.axes.Axes.plot() for overlaid uniform distributions or for beta credible interval lines if ecdf=True

hdi_kwargsdict, optional

Additional keywords passed to matplotlib.axes.Axes.axhspan()

fill_kwargsdict, optional

Additional kwargs passed to matplotlib.axes.Axes.fill_between()

backendstr, optional

Select plotting backend {“matplotlib”,”bokeh”}. Default “matplotlib”.

backend_kwargsbool, optional

These are kwargs specific to the backend being used, passed to matplotlib.pyplot.subplots() or bokeh.plotting.figure(). For additional documentation check the plotting method of the backend.

showbool, optional

Call backend show function.

axesmatplotlib Axes or bokeh_figures

See also


Plot Bayesian p-value for observed data and Posterior/Prior predictive.


Compute leave one out (PSIS-LOO) probability integral transform (PIT) values.



Plot LOO-PIT predictive checks overlaying the KDE of the LOO-PIT values to several realizations of uniform variable sampling with the same number of observations.

>>> import arviz as az
>>> idata = az.load_arviz_data("radon")
>>> az.plot_loo_pit(idata=idata, y="y")

Fill the area containing the 94% highest density interval of the difference between uniform variables empirical CDF and the real uniform CDF. A LOO-PIT ECDF clearly outside of these theoretical boundaries indicates that the observations and the posterior predictive samples do not follow the same distribution.

>>> az.plot_loo_pit(idata=idata, y="y", ecdf=True)