Expected coverage of central credible intervals

Uses the SBC ranks to compare nominal credible levels with the empirical fraction of trials in which the true parameter falls inside the corresponding central interval. Well-calibrated posteriors lie on the diagonal.

Usage

expected_coverage(sbc_result, levels = seq(0.05, 0.95, by = 0.05))

Arguments

sbc_result

An nsbi_sbc object from sbc().

levels

Nominal credibility levels to evaluate.

Value

A data frame with nominal and per-parameter empirical coverage.