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

predictive_interval(object, ...)

# S3 method for default
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 \(p \in (0,1)\) 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 \(100p\)\ \(100(1 - \alpha/2)\)\ 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.

See also

  • 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)
#> 10% 90% #> [1,] -3.317022 2.428411 #> [2,] -2.707817 2.573733 #> [3,] -2.627796 2.032464 #> [4,] -2.092631 2.380482 #> [5,] -2.267105 2.457976
# Also see help("predictive_interval", package = "rstanarm")