R: Generic function for drawing from the posterior predictive...

posterior_predict {rstantools} | R Documentation

## Generic function for drawing from the posterior predictive distribution

### Description

Draw from the posterior predictive distribution of the outcome. See `posterior_predict.stanreg` in the rstanarm package for an example.

### Usage

    posterior_predict(object, ...)

### Arguments

`object` | The object to use.
`...` | Arguments passed to methods. See the methods in the rstanarm package for examples.

### Value

`posterior_predict` methods should return a D by N matrix, where D is the number of draws from the posterior predictive distribution and N is the number of data points being predicted per draw.

### See Also

- The rstanarm package for example methods (CRAN, GitHub).

- The guidelines for developers of R packages interfacing with Stan, a copy of which can be found in the package vignettes. See `browseVignettes("rstantools")` or `vignette(package = "rstantools")`. The document is also available online at the rstantools page on the CRAN website.

### Examples

    # Example using rstanarm package:
    # posterior_predict method for 'stanreg' objects

    if (require("rstanarm")) {
      fit <- stan_glm(mpg ~ wt + am, data = mtcars)
      yrep <- posterior_predict(fit)
      all.equal(ncol(yrep), nobs(fit))

      nd <- data.frame(wt = mean(mtcars$wt), am = c(0, 1))
      ytilde <- posterior_predict(fit, newdata = nd)
      all.equal(ncol(ytilde), nrow(nd))
    }

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

[Package rstantools version 1.4.0 Index]