Interpreatation of CPO

[Noah Silverman]

Hello, 

I'm a bit confused about interpretation of CPO as it applies to my model

I am building a Gaussian model where my response variable is around 4.0

The CPO values are in the range of 11 to 20. 

My understanding was that CPO is the probability of  y_i | y_{-1}.  If so, then how can the values be  in [11,20]?

Thank You

[Finn Lindgren]

For continuous variables p(y_i|y_{-i}) is a density, not a probability, so the values are not bounded in the way probabilities are bounded.

Finn

On 12 Aug 2022, at 05:15, Noah Silverman <silverm...@gmail.com> wrote:



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