Kolmogorov smirnov test on model output

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Hi @Saima I moved this post to a new topic.

I don’t want to be too presumptive here, and it is possible to use a ks test statistic as a discrepancy function in posterior predictive checking of a Bayesian model fit, but my best guess is that you are trying to do something that doesn’t really make sense in a Bayesian context. In order for us to help you further, can you share:

  • a thorough description of what you are trying to achieve
  • your full R script for doing so (ideally with some fake data simulation so it’s reproducible)
  • comments on what the R script is doing (for example, where did you get shape = 1.94, scale = 7.89 from?)
  • a complete description of the output (pasting the actual output is ok)
  • a clear statement of what part of the output leads you to conclude that “it didn’t work”
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