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scaling should be done before hdi computation posterior predictive #970

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merged 2 commits into from
Aug 24, 2024
Merged

scaling should be done before hdi computation posterior predictive #970

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06e2bf9
scaling should be done before hdi computation
juanitorduz Aug 23, 2024
d34a339
Merge branch 'main' into fix_order_plot_scale
wd60622 Aug 23, 2024
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12 changes: 7 additions & 5 deletions pymc_marketing/mmm/base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -404,16 +404,18 @@
else:
fig = ax.figure

if original_scale:
posterior_predictive_data = apply_sklearn_transformer_across_dim(

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data=posterior_predictive_data,
func=self.get_target_transformer().inverse_transform,
dim_name="date",
)

for hdi_prob, alpha in zip((0.94, 0.50), (0.2, 0.4), strict=True):
likelihood_hdi: DataArray = az.hdi(
ary=posterior_predictive_data, hdi_prob=hdi_prob
)[self.output_var]

if original_scale:
likelihood_hdi = self.get_target_transformer().inverse_transform(
likelihood_hdi
)

ax.fill_between(
x=posterior_predictive_data.date,
y1=likelihood_hdi[:, 0],
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