R: Generic function and default method for predictive errors

predictive_error {rstantools} | R Documentation

## Generic function and default method for predictive errors

### Description

Generic function and default method for computing predictive errors y - yrep (in-sample, for observed y) or y - ytilde (out-of-sample, for new or held-out y). See `predictive_error.stanreg` in the rstanarm package for an example.

### Usage

    predictive_error(object, ...)

    ## Default S3 method:
    predictive_error(object, y, ...)

### Arguments

`object` | The object to use.
`...` | Arguments passed to methods. See the methods in the rstanarm package for examples.
`y` | For the default method, a vector of y values the same length as the number of columns in the matrix used as `object`.

### Value

`predictive_error` 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.

The default method just takes `object` to be a matrix and `y` to be a vector.

### 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

    # default method
    y <- rnorm(10)
    ypred <- matrix(rnorm(500), 50, 10)
    predictive_error(ypred, y)

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

[Package rstantools version 1.4.0 Index]