getPredictiveIntervals: Calculates Bayesian credible (confidence) and predictive...

In BayesianTools: General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

Calculates Bayesian credible (confidence) and predictive intervals based on parameter sample

Description

Calculates Bayesian credible (confidence) and predictive intervals based on parameter sample

Usage

getPredictiveIntervals(
  parMatrix,
  model,
  numSamples = 1000,
  quantiles = c(0.025, 0.975),
  error = NULL
)

Arguments

parMatrix	matrix of parameter values
model	model / function to calculate predictions. Outcome should be a vector
numSamples	number of samples to be drawn
quantiles	quantiles to calculate
error	function with signature f(mean, par) that generates error expectations from mean model predictions. Par is a vector from the matrix with the parameter samples (full length). f needs to know which of these parameters are parameters of the error function. If supplied, will calculate also predictive intervals additional to credible intervals

Details

If numSamples is greater than the number of rows in parMatrix, or NULL, or FALSE, or less than 1 all samples in parMatrix will be used.

Author(s)

Florian Hartig

See Also

getPredictiveDistribution
getCredibleIntervals

BayesianTools documentation built on Feb. 16, 2023, 8:44 p.m.