calculate_metric_distributions

pymc_marketing.mmm.evaluation.calculate_metric_distributions(y_true, y_pred, metrics_to_calculate=None)

Calculate distributions of evaluation metrics for posterior samples.

Parameters:

y_truenpt.NDArray | pd.Series

True values for the dataset. Shape: (date,)

y_prednpt.NDArray | xr.DataArray

Posterior predictive samples. Shape: (date, sample)

metrics_to_calculatelist of str or None, optional

List of metrics to calculate. Options include:

• r_squared: Bayesian R-squared.

• rmse: Root Mean Squared Error.

• nrmse: Normalized Root Mean Squared Error.

• mae: Mean Absolute Error.

• nmae: Normalized Mean Absolute Error.

• mape: Mean Absolute Percentage Error.

Defaults to all metrics if None.

Returns:

dict of str to npt.NDArray

A dictionary containing calculated metric distributions.