R: Generic function for predictive intervals

predictive_interval {rstantools} | R Documentation

## Generic function for predictive intervals

### Description

See `predictive_interval.stanreg` in the rstanarm package for an example.

### Usage

    predictive_interval(object, ...)

    ## Default S3 method:
    predictive_interval(object, prob = 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 (0 < p < 1) indicating the desired probability mass to include in the intervals.

### 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% interval limits and have the names 100α/2% and 100(1 - α/2)%, where α = 1-p. For example, if `prob=0.9` is specified (a 90% interval), then the column names 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.

### See Also

- The rstanarm package 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 http://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")

[Package rstantools version 1.5.0 Index]