better / convoys

Implementation of statistical models to analyze time lagged conversions
https://better.engineering/convoys/
MIT License
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Return posterior distribution from cdf function #121

Closed cdeweyx closed 4 years ago

cdeweyx commented 4 years ago

For multi models, the user can pass ci=True and cdf() returns a tuple with the mean, lower bound, and upper bound of the confidence interval.

In use cases where one wants to compare across groups, returning the posterior distribution itself is more desirable than summary metrics.

I'd like to add a parameter for the user to specify that they want the posterior distributions for each group. I'll link to the PR below.

erikbern commented 4 years ago

that makes sense conceptually, but we're just sampling from the posterior, so it will just be a crude estimate of the cdf. but i'm fine having a flag so it returns the full set of samples rather than a summary

cdeweyx commented 4 years ago

Deprioritizing this for now!