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Package posterior for post-processing of clustered draws #206

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fweber144 opened this issue Sep 14, 2021 · 0 comments · Fixed by #439
Closed

Package posterior for post-processing of clustered draws #206

fweber144 opened this issue Sep 14, 2021 · 0 comments · Fixed by #439

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@fweber144
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Package posterior offers general handling of parameter draws. I'll create a documentation PR showing how to use posterior together with the output from as.matrix.projection(). But posterior also has (limited) support for weighted draws (see stan-dev/posterior#184) and in particular, it offers function posterior::resample_draws(). Therefore, it would be nice to make the cluster weights accessible to the user.

Currently, only proj_predict() seems to take the clustering into account. My original idea was to offer the resampling of clustered draws at other places within projpred. This was already mentioned here, but at that time not with the connection to posterior yet. The posterior package is more general and so I think it should suffice (and would be preferable) to just return the cluster weights, so they can be used in posterior.

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