coverage | R Documentation |
Compute and plot coverage of CI for different confidence level. Useful for fake data check.
compute_coverage( post_samples, truth, CI = seq(0, 1, 0.05), type = c("eti", "hdi") ) plot_coverage( post_samples, truth, CI = seq(0, 1, 0.05), type = c("eti", "hdi") )
post_samples |
Matrix of posterior samples. Rows represent a sample and columns represent variables. |
truth |
Vector of true parameter values (should be the same length as the number of columns in |
CI |
Vector of confidence levels. |
type |
Type of confidence intervals: either "eti" (equal-tailed intervals) or "hdi" (highest density intervals). |
compute_coverage
returns a Dataframe containing coverage (and 95% uncertainty interval for the coverage) for different confidence level (nominal coverage).
plot_coverage
returns a ggplot of the coverage as the function of the nominal coverage with 95% uncertainty interval.
N <- 100 N_post <- 1e3 truth <- rep(0, N) post_samples <- sapply(rnorm(N, 0, 1), function(x) {rnorm(N_post, x, 1)}) compute_coverage(post_samples, truth) plot_coverage(post_samples, truth)
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