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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/predictive_interval.R
\name{predictive_interval}
\alias{predictive_interval}
\alias{predictive_interval.default}
\title{Generic function for predictive intervals}
\usage{
predictive_interval(object, ...)
\method{predictive_interval}{default}(object, prob = 0.9, ...)
}
\arguments{
\item{object}{The object to use.}
\item{...}{Arguments passed to methods. See the methods in the \pkg{rstanarm}
package for examples.}
\item{prob}{A number \eqn{p \in (0,1)}{p (0 < p < 1)} indicating the desired
probability mass to include in the intervals.}
}
\value{
\code{predictive_interval()} methods should return a matrix with two
columns and as many rows as data points being predicted. For a given value
of \code{prob}, \eqn{p}, the columns correspond to the lower and upper
\eqn{100p}\\% interval limits and have the names \eqn{100\alpha/2}\\% and
\eqn{100(1 - \alpha/2)}\\%, where \eqn{\alpha = 1-p}. For example, if
\code{prob=0.9} is specified (a \eqn{90}\\% interval), then the column names
would be \code{"5\%"} and \code{"95\%"}, respectively.
The default method just takes \code{object} to be a matrix and computes
quantiles, with \code{prob} defaulting to \code{0.9}.
}
\description{
See \href{https://mc-stan.org/rstanarm/reference/predictive_interval.stanreg.html}{predictive_interval.stanreg()}
in the \pkg{rstanarm} package for an example.
}
\examples{
# Default method takes a numeric matrix (of draws from posterior
# predictive distribution)
ytilde <- matrix(rnorm(100 * 5, sd = 2), 100, 5) # fake draws
predictive_interval(ytilde, prob = 0.8)
# Also see help("predictive_interval", package = "rstanarm")
}
\seealso{
\itemize{
\item The \pkg{rstanarm} package (\href{https://mc-stan.org/rstanarm/}{mc-stan.org/rstanarm})
for example methods
(\href{https://CRAN.R-project.org/package=rstanarm}{CRAN},
\href{https://github.com/stan-dev/rstanarm}{GitHub}).
}
\itemize{
\item 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 \pkg{rstantools} and at
\href{https://mc-stan.org/rstantools/articles/}{mc-stan.org/rstantools/articles}.
}
}
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