getPredictiveIntervals

parMatrix

model / function to calculate predictions. Outcome should be a vector

model

thin

quantiles

function that accepts a vector as in observation. If supplied, will calculate also predictive intervals additional to credible intervals

error

Calculates Bayesian credible (confidence) and predictive intervals based on parameter sample

General-purpose MCMC and SMC samplers, as well as plot and diagnostic functions for Bayesian statistics, with a particular focus on calibrating complex system models. Implemented samplers include various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter.

getPredictiveIntervals: Calculates Bayesian credible (confidence) and predictive intervals based on parameter sample

Description

Usage

Arguments

See Also