I’m a bit confused by how the intervals for observed data are generally produced for VPC. I’ve seen them referred to as both prediction intervals and observed intervals/quantiles. Are both ways generally done interchangeably? I imagine a prediction interval would be better if there are few samples in certain bins. Am I correct that the VPC function produces observed quantiles?
Also, I can’t seem to find a function to produce prediction intervals for observed data in Julia? Do you need to generate them by calculating them manually?