PyMCForecastModel.score#

PyMCForecastModel.score(X, y, coords=None)[source]#

Bayesian \(R^2\) of the in-sample posterior predictive vs y.

Matches the PyMCModel.score output shape: one unit_{i}_r2 / unit_{i}_r2_std pair per treated unit.

Parameters:
  • X (DataArray) – Design matrix with dims ["obs_ind", "coeffs"].

  • y (DataArray) – Observed outcomes with dims ["obs_ind", "treated_units"].

  • coords (dict[str, Any] | None) – Not used, kept for API compatibility.

Return type:

Series