cogwheel.validation.analyze.credible_interval

cogwheel.validation.analyze.credible_interval(arr, value, weights=None)
Parameters:
arrfloat array

Posterior samples.

valuefloat

Truth.

weightsfloat array, optional

Sample weights, has same shape as arr.

Returns:
credible_intervalfloat between 0 and 1.

(Weighted) fraction of arr whose values are below value.