test-bayesfactor_restricted.R
if (require("rstanarm") &&
require("BayesFactor") &&
require("testthat")) {
# bayesfactor_restricted data.frame ---------------------------------------
test_that("bayesfactor_restricted df", {
prior <- data.frame(
X = distribution_normal(100),
X1 = c(distribution_normal(50), distribution_normal(50)),
X3 = c(distribution_normal(80), distribution_normal(20))
)
posterior <- data.frame(
X = distribution_normal(100, .4, .2),
X1 = distribution_normal(100, -.2, .2),
X3 = distribution_normal(100, .2)
)
hyps <- c(
"X > X1 & X1 > X3",
"X > X1"
)
bfr <- bayesfactor_restricted(posterior, hypothesis = hyps, prior = prior)
expect_equal(bfr$Prior_prob, c(0.2, 0.5), tolerance = 0.1)
expect_equal(bfr$Posterior_prob, c(0.31, 1), tolerance = 0.1)
expect_equal(log(bfr$BF), c(0.43, 0.69), tolerance = 0.1)
expect_equal(bfr$BF, bfr$Posterior_prob / bfr$Prior_prob, tolerance = 0.1)
expect_error(bayesfactor_restricted(posterior, prior, hypothesis = "Y < 0"))
})
# bayesfactor_restricted RSTANARM -----------------------------------------
test_that("bayesfactor_restricted RSTANARM", {
skip_on_cran()
fit_stan <- stan_glm(mpg ~ wt + cyl + am, data = mtcars, refresh = 0, iter=200)
hyps <- c(
"am > 0 & cyl < 0",
"cyl < 0",
"wt - cyl > 0"
)
set.seed(444)
fit_p <- unupdate(fit_stan)
bfr1 <- bayesfactor_restricted(fit_stan, prior = fit_p, hypothesis = hyps)
set.seed(444)
bfr2 <- bayesfactor_restricted(fit_stan, hypothesis = hyps)
expect_equal(bfr1, bfr2)
})
}