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Bayesian R-squared

Source: R/loo.R
bayes_R2.Rd

The proportion of the outcome's variance a model explains, computed per posterior draw. A maximum-likelihood fit has one parameter vector rather than a posterior, so this refuses on a frmtmb_fit and names the route to draws; the estimator itself is in the frmtmb.sample package, on the same generic.

Usage

bayes_R2(object, ...)

# S3 method for class 'frmtmb_fit'
bayes_R2(object, ...)

Arguments

object

A frmtmb_fit, or (with frmtmb.sample loaded) draws.

...

Passed to methods.

Value

This method signals an error on a maximum-likelihood fit.

See also

loo()

Examples

set.seed(1)
dd <- data.frame(x = rnorm(40))
dd$y <- rnorm(40, 1 + 0.5 * dd$x, 1)
fit <- frm(bf(y ~ x) + gaussian(), data = dd)
try(bayes_R2(fit))
#> Error : bayes_R2() is computed per posterior draw and this is a maximum-likelihood fit. Install frmtmb.sample and sample first: bayes_R2(frm_sample(fit))