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b/man/bayes_R2.hsstan.Rd |
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% Generated by roxygen2: do not edit by hand |
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% Please edit documentation in R/postestimation.R |
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\name{bayes_R2.hsstan} |
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\alias{bayes_R2.hsstan} |
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\alias{bayes_R2} |
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\alias{loo_R2.hsstan} |
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\alias{loo_R2} |
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\title{Bayesian and LOO-adjusted R-squared} |
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\usage{ |
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\method{bayes_R2}{hsstan}(object, prob = 0.95, summary = TRUE, ...) |
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\method{loo_R2}{hsstan}(object, prob = 0.95, summary = TRUE, ...) |
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} |
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\arguments{ |
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\item{object}{An object of class \code{hsstan}.} |
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\item{prob}{Width of the posterior interval (0.95, by default). It is |
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ignored if \code{summary=FALSE}.} |
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\item{summary}{Whether a summary of the distribution of the R-squared |
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should be returned rather than the pointwise values (\code{TRUE} by |
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default).} |
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\item{...}{Currently ignored.} |
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} |
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\value{ |
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The mean, standard deviation and posterior interval of R-squared if |
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\code{summary=TRUE}, or a vector of R-squared values with length equal to |
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the size of the posterior sample if \code{summary=FALSE}. |
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} |
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\description{ |
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Compute the Bayesian and the LOO-adjusted R-squared from the posterior |
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samples. For Bayesian R-squared it uses the modelled residual variance |
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(rather than the variance of the posterior distribution of the residuals). |
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The LOO-adjusted R-squared uses Pareto smoothed importance sampling LOO |
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residuals and Bayesian bootstrap. |
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} |
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\examples{ |
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\dontshow{utils::example("hsstan", echo=FALSE)} |
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\dontshow{oldopts <- options(mc.cores=2)} |
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# continued from ?hsstan |
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bayes_R2(hs.biom) |
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loo_R2(hs.biom) |
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\dontshow{options(oldopts)} |
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} |
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\references{ |
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Andrew Gelman, Ben Goodrich, Jonah Gabry and Aki Vehtari (2019), |
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R-squared for Bayesian regression models, |
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\emph{The American Statistician}, 73 (3), 307-309. |
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\doi{10.1080/00031305.2018.1549100} |
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Aki Vehtari, Andrew Gelman, Ben Goodrich and Jonah Gabry (2019), |
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Bayesian R2 and LOO-R2. |
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\url{https://avehtari.github.io/bayes_R2/bayes_R2.html} |
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} |