pymc-marketing
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Allow user to specify list of HDI's in `plot_posterior_predictive`
At the moment plot_posterior_predictive
has hard-wired HDI's. Plots look like this (taken from MMM docs page):
This is the relevant line:
https://github.com/pymc-labs/pymc-marketing/blob/aa5fa1d280eae270a7a992dbc82f77586a02f237/pymc_marketing/mmm/base.py#L414
Can we provide a kwarg, called something like hdi
where the user provides a scalar (or list or scalars). That way, we can decide if we just want one or multiple HDI's and what values they are.
Maybe also expose the alpha
s, or maybe automatically compute them from the provided hdi
value(s).