Compute credible interval for posterior predictive quantiles — compute_posterior_predictive_quantile

For each requested probability p, draws from the posterior predictive distribution and returns the 2.5th, 50th, and 97.5th percentiles of the resulting quantile distribution across posterior draws.

Usage

compute_posterior_predictive_quantile_ci(
  fit,
  dist_type,
  n_datasets,
  probs = c(0.5, 0.95),
  n_post_draws = 500L,
  n_mc_per_draw = 1000L
)

Arguments

fit: A stanfit object.
dist_type: Distribution type string.
n_datasets: Number of studies in the fitted data (used to decide whether to integrate over mu0/tau or use mean(loc_d)).
probs: Probabilities for which predictive quantiles are computed. Default c(0.5, 0.95).
n_post_draws: Number of posterior draws to use. Default 500.
n_mc_per_draw: Number of predictive samples per posterior draw. Default 1000.

Value

A list with elements lower, median, and upper: the 2.5th, 50th, and 97.5th percentiles of the posterior distribution of each quantile, each a numeric vector of length length(probs).