compute_rsquared: Compute Bayesian R-squared from matrix of posterior...
| compute_rsquared | R Documentation |
Compute Bayesian R-squared from matrix of posterior replications
Description
The approach is not fully Bayesian and provides a global estimate rather than an estimate for each sample (this is because the predictive means and residual variance are estimated from replications than given by the model).
Usage
compute_rsquared(yrep)
Arguments
yrep |
Matrix with rows representing samples and columns representing observations |
Value
Bayesian R-squared (scalar, between 0 and 1)
References
Examples
N <- 50
N_sample <- 1e2
y <- runif(N, 0, 10)
yrep <- do.call(cbind,
lapply(1:N,
function(i) {
y[i] + rnorm(N_sample)
}))
compute_rsquared(yrep)
