Diagnostics for density estimation

Diagnostics for density estimation#

Diagnostics for assessing the goodness-of-fit of estimated distributions to the underlying data using the Probability Integral Transform (PIT) and the Δ-ECDF-PIT plots.

Matplotlib version of plot_dgof

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from arviz_base import load_arviz_data

import arviz_plots as azp

azp.style.use("arviz-variat")

dt = load_arviz_data("radon")
pc = azp.plot_dgof(dt,
    var_names="g",
    kind="hist",
    stats={"dist": {"bins":30}},
    backend="none"  # change to preferred backend
)
pc.show()

See also

API Documentation: plot_dgof

EABM chapter on Visualization of Random Variables with ArviZ

Other examples with plot_dgof#

Download Python Source Code: plot_dgof.py

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