predict function

Posterior predictive samples from models fit by bayesGAM, but with new data

Draw from the posterior predictive distribution applied to new data

## S4 method for signature 'bayesGAMfit'
predict(object, newdata, draws = NULL, ...)

Arguments

• object: Object of type bayesGAMfit generated from bayesGAM.
• newdata: A data frame with new data applied to the bayesGAMfit object
• draws: An integer indicating the number of draws to return. The default and maximum number of draws is the size of the posterior sample.
• ...: Additional arguments for postrior_predict

Returns

a list of D by N matrices, where D is the number of draws from the posterior predictive distribution and N is the number of data points being predicted per draw.

Examples

set.seed(432)
f <- bayesGAM(weight ~ np(height), data = women,
              family = gaussian, iter=500, chains = 1)
newheights <- with(women, rnorm(10, mean = mean(height)), sd=sd(height))
women2 <- data.frame(height=newheights)

pred <- predict(f, women2, draws=100)

References

Goodrich B, Gabry J, Ali I & Brilleman S. (2020). rstanarm: Bayesian applied regression modeling via Stan. R package version 2.19.3 https://mc-stan.org/rstanarm.

Jonah Gabry, Ben Goodrich and Martin Lysy (2020). rstantools: Tools for Developing R Packages Interfacing with 'Stan'. https://mc-stan.org/rstantools/, https://discourse.mc-stan.org/.