InstrumentalVariableRegression.sample_predictive_distribution#
- InstrumentalVariableRegression.sample_predictive_distribution(ppc_sampler='jax')[source]#
Function to sample the Multivariate Normal posterior predictive Likelihood term in the IV class. This can be slow without using the JAX sampler compilation method. If using the JAX sampler it will sample only the posterior predictive distribution. If using the PYMC sampler if will sample both the prior and posterior predictive distributions.