Plot nominal vs. empirical credible-interval coverage

Well-calibrated posteriors lie on the diagonal. Curves above the diagonal mean the posterior is too wide (conservative); below means overconfident. A shaded band shows the Monte-Carlo uncertainty from the finite number of SBC trials.

Usage

plot_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 ggplot object (also drawn as a side effect), invisibly.