I have just implemented LOO-PIT checks in ArviZ, and I have some questions about the implemented algorithm that I have not been able to find in any of the references. Mainly, I think I have understood the concept of the algorithm and I feel like it could be used with any Bayesian test quantity, but I am not sure about it.
I am uploading 2 pages with my attempt at getting there alone, and where I try to explain a bit better my question because most of the text are actually equations. LOO_PIT_test_function.pdf (123.5 KB)
I would be really grateful if you could explain to me whether or not I am on the right track and why or ig you could point to some literature I may have missed.