Generic function and default method for predictive errors
Generic function and default method for computing predictive errors y - yrep (in-sample, for observed y) or y - ytilde (out-of-sample, for new or held-out y). See predictive_error.stanreg() in the rstanarm package for an example.
predictive_error(object, ...) ## Default S3 method: predictive_error(object, y, ...)
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 |
predictive_error() methods should return a D by N
matrix, where D is the number of draws from the posterior predictive
distribution and N is the number of data points being predicted per
draw.
The default method just takes object to be a matrix and y to be a
vector.
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
y <- rnorm(10)
ypred <- matrix(rnorm(500), 50, 10)
pred_errors <- predictive_error(ypred, y)
dim(pred_errors)
head(pred_errors)
# Also see help("predictive_error", package = "rstanarm")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.