Generic function and default method for Bayesian version of R-squared for regression models. A generic for LOO-adjusted R-squared is also provided. See the bayes_R2.stanreg() method in the rstanarm package for an example of defining a method.

bayes_R2(object, ...)

# S3 method for default
bayes_R2(object, y, ...)

loo_R2(object, ...)

## Arguments

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

## Value

bayes_R2() and loo_R2() methods should return a vector of length equal to the posterior sample size.

The default bayes_R2() method just takes object to be a matrix of y-hat values (one column per observation, one row per posterior draw) and y to be a vector with length equal to ncol(object).

## References

Andrew Gelman, Ben Goodrich, Jonah Gabry, and Aki Vehtari (2018). R-squared for Bayesian regression models. The American Statistician, to appear. DOI: 10.1080/00031305.2018.1549100. (Preprint, Notebook)