arviz_stats.base.array_stats.psislw

array_stats.psislw(ary, r_eff=1, axis=-1)

Compute log weights for Pareto-smoothed importance sampling (PSIS) method.

Parameters:

aryarray_like

r_efffloat, default 1

axisint, sequence of int or None, default -1

Returns:

log_weightsarray_like

Same shape as ary but axis dimensions moved to the end

khatarray_like

Shape of ary minus dimensions indicated in axis