rstantools (version 1.5.0)

posterior_predict: Generic function for drawing from the posterior predictive distribution

Description

Draw from the posterior predictive distribution of the outcome. See posterior_predict.stanreg in the rstanarm package for an example.

Usage

posterior_predict(object, ...)

Arguments

object

The object to use.

...

Arguments passed to methods. See the methods in the rstanarm package for examples.

Value

posterior_predict 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.

See Also

• The rstanarm package 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 http://mc-stan.org/rstantools/articles/.

Examples

# NOT RUN {
# Example using rstanarm package:
# posterior_predict method for 'stanreg' objects
# }
# NOT RUN {
if (require("rstanarm")) {
  fit <- stan_glm(mpg ~ wt + am, data = mtcars)
  yrep <- posterior_predict(fit)
  all.equal(ncol(yrep), nobs(fit))

  nd <- data.frame(wt = mean(mtcars$wt), am = c(0, 1))
  ytilde <- posterior_predict(fit, newdata = nd)
  all.equal(ncol(ytilde), nrow(nd))
}
# }
# NOT RUN {
# Also see help("posterior_predict", package = "rstanarm")

# }