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rstantools (version 1.5.0)

bayes_R2: Generic function and default method for Bayesian R-squared

Description

Generic function and default method for Bayesian version of R-squared for regression models. See bayes_R2.stanreg in the rstanarm package for an example of defining a method.

Usage

bayes_R2(object, ...)

# S3 method for default bayes_R2(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

bayes_R2 methods should return a vector of length equal to the posterior sample size.

The default 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).

See Also

  • 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 http://mc-stan.org/rstantools/articles/.