predictive_interval: Generic function for predictive intervals

Description Usage Arguments Value See Also Examples

View source: R/predictive_interval.R

Description

See predictive_interval.stanreg in the rstanarm package for an example.

Usage

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predictive_interval(object, ...)

## Default S3 method:
predictive_interval(object, prob = 0.9, ...)

Arguments

object

The object to use.

...

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

prob

A number p (0 < p < 1) indicating the desired probability mass to include in the intervals.

Value

predictive_interval methods should return a matrix with two columns and as many rows as data points being predicted. For a given value of prob, p, the columns correspond to the lower and upper 100p% interval limits and have the names 100α/2% and 100(1 - α/2)%, where α = 1-p. For example, if prob=0.9 is specified (a 90% interval), then the column names would be "5%" and "95%", respectively.

The default method just takes object to be a matrix and computes quantiles, with prob defaulting to 0.9.

See Also

Examples

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# Default method takes a numeric matrix (of draws from posterior
# predictive distribution)
ytilde <- matrix(rnorm(100 * 5, sd = 2), 100, 5) # fake draws
predictive_interval(ytilde, prob = 0.8)

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

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