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brms (version 2.19.0)

prepare_predictions.brmsfit: Prepare Predictions

Description

This method helps in preparing brms models for certin post-processing tasks most notably various forms of predictions. Unless you are a package developer, you will rarely need to call prepare_predictions directly.

Usage

# S3 method for brmsfit
prepare_predictions(
  x,
  newdata = NULL,
  re_formula = NULL,
  allow_new_levels = FALSE,
  sample_new_levels = "uncertainty",
  incl_autocor = TRUE,
  oos = NULL,
  resp = NULL,
  ndraws = NULL,
  draw_ids = NULL,
  nsamples = NULL,
  subset = NULL,
  nug = NULL,
  smooths_only = FALSE,
  offset = TRUE,
  newdata2 = NULL,
  new_objects = NULL,
  point_estimate = NULL,
  ndraws_point_estimate = 1,
  ...
)

prepare_predictions(x, ...)

Value

An object of class 'brmsprep' or 'mvbrmsprep', depending on whether a univariate or multivariate model is passed.

Arguments

x

An R object typically of class 'brmsfit'.

newdata

An optional data.frame for which to evaluate predictions. If NULL (default), the original data of the model is used. NA values within factors are interpreted as if all dummy variables of this factor are zero. This allows, for instance, to make predictions of the grand mean when using sum coding.

re_formula

formula containing group-level effects to be considered in the prediction. If NULL (default), include all group-level effects; if NA, include no group-level effects.

allow_new_levels

A flag indicating if new levels of group-level effects are allowed (defaults to FALSE). Only relevant if newdata is provided.

sample_new_levels

Indicates how to sample new levels for grouping factors specified in re_formula. This argument is only relevant if newdata is provided and allow_new_levels is set to TRUE. If "uncertainty" (default), each posterior sample for a new level is drawn from the posterior draws of a randomly chosen existing level. Each posterior sample for a new level may be drawn from a different existing level such that the resulting set of new posterior draws represents the variation across existing levels. If "gaussian", sample new levels from the (multivariate) normal distribution implied by the group-level standard deviations and correlations. This options may be useful for conducting Bayesian power analysis or predicting new levels in situations where relatively few levels where observed in the old_data. If "old_levels", directly sample new levels from the existing levels, where a new level is assigned all of the posterior draws of the same (randomly chosen) existing level.

incl_autocor

A flag indicating if correlation structures originally specified via autocor should be included in the predictions. Defaults to TRUE.

oos

Optional indices of observations for which to compute out-of-sample rather than in-sample predictions. Only required in models that make use of response values to make predictions, that is, currently only ARMA models.

resp

Optional names of response variables. If specified, predictions are performed only for the specified response variables.

ndraws

Positive integer indicating how many posterior draws should be used. If NULL (the default) all draws are used. Ignored if draw_ids is not NULL.

draw_ids

An integer vector specifying the posterior draws to be used. If NULL (the default), all draws are used.

nsamples

Deprecated alias of ndraws.

subset

Deprecated alias of draw_ids.

nug

Small positive number for Gaussian process terms only. For numerical reasons, the covariance matrix of a Gaussian process might not be positive definite. Adding a very small number to the matrix's diagonal often solves this problem. If NULL (the default), nug is chosen internally.

smooths_only

Logical; If TRUE only predictions related to the

offset

Logical; Indicates if offsets should be included in the predictions. Defaults to TRUE.

newdata2

A named list of objects containing new data, which cannot be passed via argument newdata. Required for some objects used in autocorrelation structures, or stanvars.

new_objects

Deprecated alias of newdata2.

point_estimate

Shall the returned object contain only point estimates of the parameters instead of their posterior draws? Defaults to NULL in which case no point estimate is computed. Alternatively, may be set to "mean" or "median". This argument is primarily implemented to ensure compatibility with the loo_subsample method.

ndraws_point_estimate

Only used if point_estimate is not NULL. How often shall the point estimate's value be repeated? Defaults to 1.

...

Further arguments passed to validate_newdata.