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Published 20 hours ago • verified publisher icon raphaelvallat

Support for Bayesian Credible Intervals

Open filipmarkoski opened this issue 2 years ago • 1 comments

Hello, is there an implementation for Bayesian credible intervals as there is for frequentist confidence intervals?

https://en.wikipedia.org/wiki/Credible_interval

Helpful Literature:

  1. https://jakevdp.github.io/blog/2014/06/12/frequentism-and-bayesianism-3-confidence-credibility/

filipmarkoski avatar Apr 15 '22 10:04 filipmarkoski

Hi @filipmarkoski,

This is not implemented in Pingouin. I think it may be an useful addition and we could use the R library bayestestR as an inspiration (see here and here). However, I think this will be a significant effort and I personally won't have the time to implement this anytime soon. If anyone wants to give it a try, please feel free to open a PR!

Thanks, Raphael

raphaelvallat avatar Apr 20 '22 22:04 raphaelvallat

Closing this, feel free to reopen

raphaelvallat avatar Nov 13 '23 19:11 raphaelvallat