Question: Why is plot_hdi not available in arviz-plots?

[juanitorduz]

Hi 👋 ! I was reading https://arviz-plots.readthedocs.io/en/latest/tutorials/compose_own_plot.html and saw that

plot_hdi has no equivalent in arviz-plots

Why is this the case? This is one of the functions I use the most, especially because of the smoothing parameter that helps with visualization in some key cases.

Would you consider bringing it back?

[OriolAbril]

We have not included it because it takes array inputs, the goal of functions like plot_hdi or plot_kde was to be blocks in building more complex visualizations (like plot_lm for example). We do plan to add a plot_lm equivalent, but replicating plot hdi is already short enough, either manually or using elements from the visuals module which is where we now have simple data wrangling functions with dataarray input that are building blocks in plot_xyz functions. We are also trying to allow pre-computed summaries as input to plot_xyz functions so the plot_xyz compute summaries if needed themselves, and the building blocks they use expect pre-computed inputs.

We can definitely add something to arviz-stats related to smoothing. So plot_hdi would become something like the snippet below. What do you think?

smooth_hdi = azs.smooth(azs.hdi(data), dim="obs_id")
ax.fill_betweeny(x, smooth_hdi.sel(ci_bound="lower"), smooth_hdi.sel(ci_bound="upper"), ...)
# or (could be but doesn't work as is right now)
azp.visuals.fill_between_y(smooth_hdi, ax, x=x, ...)

Note that the above (like plot_hdi) will only work if the input is a dataarray, otherwise it should be handled via plot_lm.

Second note: we use fill_between_y visual in multiple scenarios so it splits data into x, y_top, y_bottom from the first input if possible based on dimension name and coord values but doesn't recognize hdi values as is, they would need a rename as of now.

[juanitorduz]

Thank you @OriolAbril ! Makes sense. I think the suggested flow with azs.smooth(...) would be great. I see that this plot_hdi is used in many resources :)

[OriolAbril]

I forgot to link this here but I opened arviz-devs/arviz-stats#161 to track the smoothing helper itself. Similarly to #306 leaving this open for now so we remember to keep this in mind when planning updates to visuals module and documentation