Generic function and default method for Bayesian R-squared
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, ...) ## Default S3 method: bayes_R2(object, y, ...) loo_R2(object, ...)
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 |
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)
.
The rstanarm package (mc-stan.org/rstanarm) 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 mc-stan.org/rstantools/articles.
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