predictive_error {rstantools}

Generic function and default method for predictive errors

Description

Generic function and default method for computing predictive errors y - y^{rep} (in-sample, for observed y) or y - \tilde{y} (out-of-sample, for new or held-out y). See predictive_error.stanreg() in the rstanarm package for an example.

Usage

predictive_error(object, ...)

## Default S3 method:
predictive_error(object, y, ...)

Arguments

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 y values the same length as the number of columns in the matrix used as object.

Value

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.

See Also

• 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.

Examples

# 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")