Compute posterior predictive CDF from a fitted Stan model

Integrates over posterior draws and between-study random effects to produce a predictive CDF with pointwise credible bands.

Usage

compute_predictive_cdf(
  fit,
  dist_name,
  x_seq = seq(0, 30, length.out = 500),
  n_draws = 500,
  L = 2000
)

Arguments

fit

A stanfit object returned by rstan::sampling().

dist_name

Character string: "lognormal", "gamma", "weibull", "burr12" (Burr Type XII), or "gengamma" (Generalised Gamma, Prentice parameterisation).

x_seq

Numeric vector of evaluation points (default: 500 points on [0, 30]).

n_draws

Number of posterior draws to use (default: 500).

L

Number of study-level locations to integrate over per draw (default: 2000). When n_datasets < 5, mean(loc_d) is used directly for all L locations (i.e. no between-study sampling) for consistency with the Stan generated quantities block — see prepare_stan_data_from_datasets() for details.

Value

A data frame with columns x, median, mean, low, high, and model.