pyro-ppl/pyro

[FR] get mcmc.summary() as DataFrame

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#3.013 aberto em 26 de jan. de 2022

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Description

First of all thanks for the great package!

Issue Description

One of the useful features of the MCMC class is the MCMC.summary() method which prints summary statistics of the sampled chain.

In this issue I'm asking for the feature to be able to get this table as a Pandas DataFrame.

Code Snippet

def model(data):
    ...

nuts_kernel = NUTS(model)
mcmc = MCMC(nuts_kernel, num_samples=500)
mcmc.run(data)
mcmc.summary()

It would be very helpful if there was a simple way to get mcmc.summary as DataFrame or perhaps alternatively as a dict which can become a DataFrame.

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