I was wondering whether there are any straight-forward options in BayesPlot or another package to plot multiple time series, comparing draws from the posterior predictive distribution for y_hat and the true values or whether I should write a new function based on pp_check?
It’s not straightforward with bayesplot currently, but seems like a good idea. We’d happily accept a PR to add something like this to bayesplot or, if you decide to implement your own separately instead, please let us know when you do and hopefully I (or someone else) will have time to add something similar to bayesplot following your implementation.
I will probably write something for my application and then share the code once I am done. It’s just not my immediate priority as I am not at that stage yet.
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