from_mcmcchains(posterior::MCMCChains.Chains; kwargs...) -> InferenceData
from_mcmcchains(; kwargs...) -> InferenceData
from_mcmcchains(
    posterior::MCMCChains.Chains,
    posterior_predictive,
    predictions,
    log_likelihood;
    kwargs...
) -> InferenceData

Convert data in an MCMCChains.Chains format into an InferenceData.

Any keyword argument below without an an explicitly annotated type above is allowed, so long as it can be passed to convert_to_inference_data.

Arguments

• posterior::MCMCChains.Chains: Draws from the posterior

Keywords

• posterior_predictive::Any=nothing: Draws from the posterior predictive distribution or name(s) of predictive variables in posterior
• predictions: Out-of-sample predictions for the posterior.
• prior: Draws from the prior
• prior_predictive: Draws from the prior predictive distribution or name(s) of predictive variables in prior
• observed_data: Observed data on which the posterior is conditional. It should only contain data which is modeled as a random variable. Keys are parameter names and values.
• constant_data: Model constants, data included in the model that are not modeled as random variables. Keys are parameter names.
• predictions_constant_data: Constants relevant to the model predictions (i.e. new x values in a linear regression).
• log_likelihood: Pointwise log-likelihood for the data. It is recommended to use this argument as a named tuple whose keys are observed variable names and whose values are log likelihood arrays. Alternatively, provide the name of variable in posterior containing log likelihoods.
• library=MCMCChains: Name of library that generated the chains
• coords: Map from named dimension to named indices
• dims: Map from variable name to names of its dimensions
• eltypes: Map from variable names to eltypes. This is primarily used to assign discrete eltypes to discrete variables that were stored in Chains as floats.

Returns

• InferenceData: The data with groups corresponding to the provided data

from_samplechains(
    posterior=nothing;
    prior=nothing,
    library=SampleChains,
    kwargs...,
) -> InferenceData

Convert SampleChains samples to an InferenceData.

Either posterior or prior may be a SampleChains.AbstractChain or SampleChains.MultiChain object.

For descriptions of remaining kwargs, see from_namedtuple.