#' Confidence/Credible Interval #' #' Compute Confidence/Credible Intervals (CI) for Bayesian (using quantiles) and frequentist models. #' #' @param x A \code{stanreg} or \code{brmsfit} model, or a vector representing a posterior distribution. #' @inheritParams hdi #' #' @return 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{CI} The probability of the credible interval. #' \item \code{CI_low}, \code{CI_high} The lower and upper credible interval limits for the parameters. #' } #' #' @details Documentation is accessible for: #' \itemize{ #' \item \href{https://easystats.github.io/bayestestR/reference/ci.html}{Bayesian models} #' \item \href{https://easystats.github.io/parameters/reference/ci.merMod.html}{Frequentist models} #' } #' \strong{Bayesian models} #' \cr \cr #' This functions returns, by default, the quantile interval, i.e., an #' equal-tailed interval (ETI). A 90\% ETI has 5\% of the distribution on either #' side of its limits. It indicates the 5th percentile and the 95h percentile. #' In symmetric distributions, the two methods of computing credible intervals, #' the ETI and the \link[=hdi]{HDI}, return similar results. #' \cr \cr #' This is not the case for skewed distributions. Indeed, it is possible that #' parameter values in the ETI have lower credibility (are less probable) than #' parameter values outside the ETI. This property seems undesirable as a summary #' of the credible values in a distribution. #' \cr \cr #' On the other hand, the ETI range does change when transformations are applied #' to the distribution (for instance, for a log odds scale to probabilities): #' the lower and higher bounds of the transformed distribution will correspond #' to the transformed lower and higher bounds of the original distribution. #' On the contrary, applying transformations to the distribution will change #' the resulting HDI. #' \cr \cr #' \strong{Frequentist models} #' \cr \cr #' This function is implemented in the \href{https://github.com/easystats/parameters}{parameters} package and attemps to retrieve, or compute, the Confidence Interval (default \code{ci} level: \code{.95}). #' #' @examples #' library(bayestestR) #' #' posterior <- rnorm(1000) #' ci(posterior) #' ci(posterior, ci = c(.80, .89, .95)) #' #' df <- data.frame(replicate(4, rnorm(100))) #' ci(df) #' ci(df, ci = c(.80, .89, .95)) #' #' library(rstanarm) #' model <- stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200) #' ci(model) #' ci(model, ci = c(.80, .89, .95)) #' #' \dontrun{ #' library(brms) #' model <- brms::brm(mpg ~ wt + cyl, data = mtcars) #' ci(model) #' ci(model, ci = c(.80, .89, .95)) #' #' library(BayesFactor) #' bf <- ttestBF(x = rnorm(100, 1, 1)) #' ci(bf) #' ci(bf, ci = c(.80, .89, .95)) #' } #' #' @export ci <- function(x, ...) { UseMethod("ci") } #' @rdname ci #' @export ci.numeric <- function(x, ci = .89, verbose = TRUE, ...) { out <- do.call(rbind, lapply(ci, function(i) { .credible_interval(x = x, ci = i, verbose = verbose) })) class(out) <- unique(c("ci", "see_ci", class(out))) attr(out, "data") <- x out } #' @rdname ci #' @export ci.data.frame <- function(x, ci = .89, verbose = TRUE, ...) { dat <- .compute_interval_dataframe(x = x, ci = ci, verbose = verbose, fun = "ci") attr(dat, "object_name") <- deparse(substitute(x), width.cutoff = 500) dat } #' @rdname ci #' @export ci.stanreg <- function(x, ci = .89, effects = c("fixed", "random", "all"), parameters = NULL, verbose = TRUE, ...) { effects <- match.arg(effects) out <- .compute_interval_stanreg(x, ci, effects, parameters, verbose, fun = "ci") attr(out, "object_name") <- deparse(substitute(x), width.cutoff = 500) out } #' @rdname ci #' @export ci.brmsfit <- function(x, ci = .89, effects = c("fixed", "random", "all"), component = c("conditional", "zi", "zero_inflated", "all"), parameters = NULL, verbose = TRUE, ...) { effects <- match.arg(effects) component <- match.arg(component) out <- .compute_interval_brmsfit(x, ci, effects, component, parameters, verbose, fun = "ci") attr(out, "object_name") <- deparse(substitute(x), width.cutoff = 500) out } #' @rdname ci #' @export ci.BFBayesFactor <- function(x, ci = .89, verbose = TRUE, ...) { out <- ci(insight::get_parameters(x), ci = ci, verbose = verbose, ...) attr(out, "object_name") <- deparse(substitute(x), width.cutoff = 500) out } #' @importFrom stats quantile .credible_interval <- function(x, ci, verbose = TRUE) { check_ci <- .check_ci_argument(x, ci, verbose) if (!is.null(check_ci)) { return(check_ci) } .ci <- as.vector(stats::quantile( x, probs = c((1 - ci) / 2, (1 + ci) / 2), names = FALSE )) data.frame( "CI" = ci * 100, "CI_low" = .ci[1], "CI_high" = .ci[2] ) }