- Can I use
baysplot::ppc_dens_overlay()for hierarchical posterior predictions from CmdStan? (see an outline description of the hierarchical model here)
- If yes, how to get the data right?
The posterior predictions generated from CmdStan should be an array of
dim(S, J, N), where
Sis the number of samples (2000 by default)
Jis the number of entities (
group) in my model
Nis the number of calendar quarters
Q: I need to turn this ‘wide’ form into a ‘long’-form matrix of
S rows and
(JxN) columns (and also with a length-
(JxN) vector as the
group variable), right?