rstantools (version 2.4.0)

predictive_interval: Generic function for predictive intervals

Description

See predictive_interval.stanreg() in the rstanarm package for an example.

Usage

predictive_interval(object, ...)
# S3 method for default
predictive_interval(object, prob = 0.9, ...)

Value

predictive_interval() methods should return a matrix with two columns and as many rows as data points being predicted. For a given value of prob, \(p\), the columns correspond to the lower and upper \(100p\)\

\(100(1 - \alpha/2)\)\

prob=0.9 is specified (a \(90\)\

would be "5%" and "95%", respectively.

The default method just takes object to be a matrix and computes quantiles, with prob defaulting to 0.9.

Arguments

object

The object to use.

...

Arguments passed to methods. See the methods in the rstanarm package for examples.

prob

A number \(p \in (0,1)\) indicating the desired probability mass to include in the intervals.

See Also

• 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.

Examples

# Default method takes a numeric matrix (of draws from posterior
# predictive distribution)
ytilde <- matrix(rnorm(100 * 5, sd = 2), 100, 5) # fake draws
predictive_interval(ytilde, prob = 0.8)

# Also see help("predictive_interval", package = "rstanarm")