matplotlibbayesianpymcpymc3
pymc3 - how to add HDI to traceplot?
Is there a build-in way to add Highest Density Interval to traceplot in pymc3?
I would like to display the HDI on my traceplot directly, ideally with labels.
Basically, I would like to produce a posterior distribution plot, similar to those in "Doing Bayesian Data Analysis" book:
I don't want to re-invent something that might be implemented in pymc3 already.
Solution
Not built-in way but you can check the code here. Specially plot_post
Update
A function (plot_posterior) to make this plot has been added to PyMC3.
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