posterior_interval {bayesforecast} | R Documentation |
Posterior uncertainty intervals
Description
The posterior_interval
function computes Bayesian posterior uncertainty
intervals. These intervals are often referred to as credible
intervals, for more details see rstanarm
Usage
posterior_interval(mat, prob = 0.9, ...)
Arguments
mat |
a matrix containing the posterior samples of a fitted parameter |
prob |
A number |
... |
Further arguments passed to |
Value
A matrix with two columns and as many rows as model parameters (or
the subset of parameters specified by pars
and/or
regex_pars
). For a given value of prob
, p
, the columns
correspond to the lower and upper 100*p%
interval limits and have the
names 100\alpha/2
and 100(1 - \alpha/2)
%
, where \alpha
= 1-p
. For example, if prob=0.9
is specified (a 90%
interval), then the column names will be "5%"
and "95%"
,
respectively.
Author(s)
Asael Alonzo Matamoros