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alexpghayes / distributions3

Probability Distributions as S3 Objects
https://alexpghayes.github.io/distributions3/
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prodist() followup #85

Open alexpghayes opened 2 years ago

alexpghayes commented 2 years ago

In #83 @zeileis implemented a generic prodist(). I have two followup items to discuss about the implementation:

  1. An informatively named alias for prodist(), possibly distributional_estimates() or extract_distributions() or something along these lines. Currently I like distributional_estimates() the most but do not love it.
  2. Documentation. In particular, my understanding is that prodist() extracts distributional estimates of various population estimands from model objects. I think it would be good to (a) distinguish between a distributional estimator of estimands like E[Y|X] and "the distribution of a data point" in the documentation, especially since this is something likely to confuse students, and (b) to clarify in the documentation for each prodist() method what exactly the estimand is. Currently it is very hard to track down what distributional estimators are estimating without reading the source for each method and having a solid grasp of the various predict() and forecast() functions used in the implementation.
zeileis commented 2 years ago

Thanks for making this a separate issue. Two quick comments:

  1. Maybe predict_distribution() would be a more verbose description? Internally we make a predict() call and we return a distribution object.
  2. These are all good points. Additionally, we have to be a bit careful to distinguish the documentation of the generic and the methods. For the lm/glm methods its is more straightforward to say what exactly is extracted while for the generic we should be a bit more vague because the models for which methods are added might have different properties.