Posterior Uncertainty in Prediction Scores

Binary fits use Brier and logarithmic scores; duration fits use RMSE and MAE.

Usage

prediction_score_uncertainty(
  fit,
  newdata = NULL,
  include_group_effects = FALSE,
  ndraws = 1000L,
  probs = c(0.025, 0.5, 0.975)
)

Arguments

fit

A fitted gp3bayes_fit.

newdata

Optional data containing observed outcomes.

include_group_effects

Whether fitted group effects are included.

ndraws

Expected-response posterior draws.

probs

Three interval probabilities.

Value

A gp3bayes_prediction_score_uncertainty.