predictive_error: Generic function and default method for predictive errors

Description Usage Arguments Value See Also Examples

View source: R/predictive_error.R

Description

Generic function and default method for computing predictive errors y - yrep (in-sample, for observed y) or y - ytilde (out-of-sample, for new or held-out y). See predictive_error.stanreg in the rstanarm package for an example.

Usage

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predictive_error(object, ...)

## Default S3 method:
predictive_error(object, y, ...)

Arguments

object

The object to use.

...

Arguments passed to methods. See the methods in the rstanarm package for examples.

y

For the default method, a vector of y values the same length as the number of columns in the matrix used as object.

Value

predictive_error methods should return a D by N matrix, where D is the number of draws from the posterior predictive distribution and N is the number of data points being predicted per draw.

The default method just takes object to be a matrix and y to be a vector.

See Also

Examples

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# default method
y <- rnorm(10)
ypred <- matrix(rnorm(500), 50, 10)
pred_errors <- predictive_error(ypred, y)
dim(pred_errors)
head(pred_errors)

# Also see help("predictive_error", package = "rstanarm")

rstantools documentation built on April 17, 2018, 9:04 a.m.