Closed Shmuma closed 2 years ago
Hi Max ( @Shmuma ),
I wonder if this is similar to https://github.com/StatisticalRethinkingJulia/StatisticalRethinking.jl/issues/140#issuecomment-924403497.
Yes, this is the evolution of this code :). Doing sampling in the loop was a big mistake, though.
Finally found the source of lppd mismatch with the book - during sampling I did independent sampling, but need to use full covariance matrix. It lead to different samples and, as a result, discrepancy in LPPD values computed in chapter 7.
This code implements sampling from ModeResult and produce Chains object.