Generated quantiles with Turing.jl

generated_quantile.jl

# Modifed from https://github.com/cambridge-mlg/Covid19/blob/master/src/utils.jl#L79
function generated_quantities(m::Turing.Model, c::MCMCChains.Chains)
    # If `c` is multiple chains, we convert them into a single chain
    chain = length(chains(c)) == 1 ? c : MCMCChains.pool_chain(c)
    vi = Turing.DynamicPPL.VarInfo(m)
    return map(1:length(chain)) do i
        Turing.DynamicPPL._setval!(vi, chain[i])
        m(vi)
    end
end