Compatibility with Turing models

[DominiqueMakowski]

Thanks forthe package!
Any plans to make Effects.jl work with (at least some simple) Turing models?
What would be the things needed for it to work?

[palday]

This might be doable as a package extension. The main problem is that AFAIK Turing models don't support the StatsAPI.RegressionModel interface. The main functions we depend on are:

• modelmatrix
• coef
• formula (to extract the model formula and then use that to generate typical values for marginalized terms)
• vcov

I suspect that you would actually want to not use vcov directly, but rather do something more like we do in the experimental bootstrap support in the MixedModels extension, but using posterior draws instead of bootstrap replicates.

[DominiqueMakowski]

Indeed, maybe a good start to add the above methods would be in TuringGLM falls more into a standard regression type.