#' Maximum A Posteriori (MAP) Estimate #' #' Find the \strong{Highest Maximum A Posteriori (MAP)} estimate of a posterior, \emph{i.e.,} the most probable value. It corresponds to the "peak" (or the \emph{mode}) of the posterior distribution. Note this function relies on \link{estimate_density}, which by default uses a different smoothing bandwidth (\code{"SJ"}) from the legacy default implemented the base R \link{density} function (\code{"nrd0"}). #' #' @inheritParams hdi #' @inheritParams estimate_density #' #' @return A numeric value if \code{posterior} is a vector. #' If \code{density = TRUE}, or if \code{posterior} is a model-object, returns #' a data frame with following columns: #' \itemize{ #' \item \code{Parameter} The model parameter(s), if \code{x} is a model-object. If \code{x} is a vector, this column is missing. #' \item \code{MAP} The MAP estimate for the posterior or each model parameter. #' } #' #' @examples #' library(bayestestR) #' #' posterior <- rnorm(10000) #' map_estimate(posterior) #' #' plot(density(posterior)) #' abline(v = map_estimate(posterior), col = "red") #' \dontrun{ #' library(rstanarm) #' model <- rstanarm::stan_glm(mpg ~ wt + cyl, data = mtcars) #' map_estimate(model) #' #' library(brms) #' model <- brms::brm(mpg ~ wt + cyl, data = mtcars) #' map_estimate(model) #' } #' #' @importFrom stats density #' @export map_estimate <- function(x, ...) { UseMethod("map_estimate") } #' @export print.MAP <- function(x, ...) { cat(sprintf("MAP = %.2f", x)) } #' @rdname map_estimate #' @export map_estimate.numeric <- function(x, precision = 2^10, ...) { d <- estimate_density(x, precision = precision, ...) hdp_x <- d$x[which.max(d$y)] hdp_y <- max(d$y) out <- hdp_x attr(out, "MAP_density") <- hdp_y class(out) <- c(class(out), "MAP") return(out) } #' @importFrom insight get_parameters #' @keywords internal .map_estimate_models <- function(x, precision, ...) { list <- sapply(x, map_estimate, precision = precision, simplify = FALSE, ...) out <- .flatten_list(list, name = "Parameter") rownames(out) <- NULL as.data.frame(out) } #' @rdname map_estimate #' @export map_estimate.stanreg <- function(x, precision = 2^10, effects = c("fixed", "random", "all"), parameters = NULL, ...) { effects <- match.arg(effects) .map_estimate_models( x = insight::get_parameters(x, effects = effects, parameters = parameters), precision = precision ) } #' @rdname map_estimate #' @export map_estimate.brmsfit <- function(x, precision = 2^10, effects = c("fixed", "random", "all"), component = c("conditional", "zi", "zero_inflated", "all"), parameters = NULL, ...) { effects <- match.arg(effects) component <- match.arg(component) .map_estimate_models( x = insight::get_parameters(x, effects = effects, component = component, parameters = parameters), precision = precision ) }