prior_pred: Prior (predictive) sampling

In jtimonen/lgpr: Longitudinal Gaussian Process Regression

Prior (predictive) sampling

Description

These functions take an lgpmodel object, and

• prior_pred samples from the prior predictive distribution of the model

• sample_param_prior samples only its parameter prior using sampling

Usage

prior_pred(
  model,
  verbose = TRUE,
  quiet = FALSE,
  refresh = 0,
  STREAM = get_stream(),
  ...
)

sample_param_prior(model, verbose = TRUE, quiet = FALSE, ...)

Arguments

model	An object of class lgpmodel.
verbose	Should more information and a possible progress bar be printed?
quiet	This forces verbose to be FALSE. If you want to suppress also the output from Stan, give the additional argument refresh=0.
refresh	Argument for sampling.
STREAM	External pointer. By default obtained with rstan::get_stream().
...	Additional arguments for sampling.

Value

• prior_pred returns a list with components

  • y_draws: A matrix containing the prior predictive draws as rows. Can be passed to bayesplot::pp_check() for graphical prior predictive checking.

  • pred_draws: an object of class Prediction, containing prior draws of each model component and their sum

  • param_draws: a stanfit object of prior parameter draws (obtained by calling sample_param_prior internally)

• sample_param_prior returns an object of class stanfit

See Also

Other main functions: create_model(), draw_pred(), get_draws(), lgp(), pred(), sample_model()

jtimonen/lgpr documentation built on Sept. 15, 2024, 1:08 a.m.