View source: R/posterior_interval.R
posterior_interval | R Documentation |
These intervals are often referred to as credible intervals, but we use the term uncertainty intervals to highlight the fact that wider intervals correspond to greater uncertainty. See posterior_interval.stanreg() in the rstanarm package for an example.
posterior_interval(object, ...)
## Default S3 method:
posterior_interval(object, prob = 0.9, ...)
object |
The object to use. |
... |
Arguments passed to methods. See the methods in the rstanarm package for examples. |
prob |
A number |
posterior_interval()
methods should return a matrix with two
columns and as many rows as model parameters (or a subset of parameters
specified by the user). For a given value of prob
, p
, the
columns correspond to the lower and upper 100p
\
have the names 100\alpha/2
\
\alpha = 1-p
. For example, if prob=0.9
is specified (a
90
\
"95%"
, respectively.
The default method just takes object
to be a matrix (one column per
parameter) and computes quantiles, with prob
defaulting to 0.9
.
The rstanarm package (mc-stan.org/rstanarm) for example methods (CRAN, GitHub).
Guidelines and recommendations for developers of R packages interfacing with Stan and a demonstration getting a simple package working can be found in the vignettes included with rstantools and at mc-stan.org/rstantools/articles.
# Default method takes a numeric matrix (of posterior draws)
draws <- matrix(rnorm(100 * 5), 100, 5) # fake draws
colnames(draws) <- paste0("theta_", 1:5)
posterior_interval(draws)
# Also see help("posterior_interval", package = "rstanarm")
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