Generic function and default method for posterior uncertainty intervals
These intervals are often referred to as credible intervals, but we use the term uncertainty intervals to highlight the fact that wider intervals correspond to greater uncertainty. See posterior_interval.stanreg() in the rstanarm package for an example.
posterior_interval(object, ...) ## Default S3 method: posterior_interval(object, prob = 0.9, ...)
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. |
posterior_interval() methods should return a matrix with two
columns and as many rows as model parameters (or a subset of parameters
specified by the user). For a given value of prob, p, the
columns correspond to the lower and upper 100p\
have the names 100α/2\
α = 1-p. For example, if prob=0.9 is specified (a
90\
"95%", respectively.
The default method just takes object to be a matrix (one column per
parameter) and computes quantiles, with prob defaulting to 0.9.
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.
# Default method takes a numeric matrix (of posterior draws)
draws <- matrix(rnorm(100 * 5), 100, 5) # fake draws
colnames(draws) <- paste0("theta_", 1:5)
posterior_interval(draws)
# Also see help("posterior_interval", package = "rstanarm")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.