#' Compute Support Intervals #' #' A support interval contains only the values of the parameter that predict the observed data better #' than average, by some degree \emph{k}; these are values of the parameter that are associated with an #' updating factor greater or equal than \emph{k}. From the perspective of the Savage-Dickey Bayes factor, testing #' against a point null hypothesis for any value within the support interval will yield a Bayes factor smaller #' than \emph{1/k}. #' \cr \cr #' \strong{For more info, in particular on specifying correct priors for factors with more than 2 levels, #' see \href{https://easystats.github.io/bayestestR/articles/bayes_factors.html}{the Bayes factors vignette}.} #' #' @param posterior A numerical vector, \code{stanreg} / \code{brmsfit} object, \code{emmGrid} #' or a data frame - representing a posterior distribution(s) from (see 'Details'). #' @param prior An object representing a prior distribution (see 'Details'). #' @param BF The amount of support required to be included in the support interval. #' @param ... Arguments passed to and from other methods. #' @inheritParams hdi #' #' @details This method is used to compute support intervals based on prior and posterior distributions. #' For the computation of support intervals, the model priors must be proper priors (at the very least #' they should be \emph{not flat}, and it is preferable that they be \emph{informative} - note #' that by default, \code{brms::brm()} uses flat priors for fixed-effects; see example below). #' #' \subsection{Setting the correct \code{prior}}{ #' It is important to provide the correct \code{prior} for meaningful results. #' \itemize{ #' \item When \code{posterior} is a numerical vector, \code{prior} should also be a numerical vector. #' \item When \code{posterior} is a \code{data.frame}, \code{prior} should also be a \code{data.frame}, with matching column order. #' \item When \code{posterior} is a \code{stanreg} or \code{brmsfit} model: \itemize{ #' \item \code{prior} can be set to \code{NULL}, in which case prior samples are drawn internally. #' \item \code{prior} can also be a model equvilant to \code{posterior} but with samples from the priors \emph{only}. #' } #' \item When \code{posterior} is an \code{emmGrid} object: \itemize{ #' \item \code{prior} should be the \code{stanreg} or \code{brmsfit} model used to create the \code{emmGrid} objects. #' \item \code{prior} can also be an \code{emmGrid} object equvilant to \code{posterior} but created with a model of priors samples \emph{only}. #' } #' }} #' #' \subsection{Choosing a value of \code{BF}}{ #' The choice of \code{BF} (the level of support) depends on what we want our interval to represent: #' \itemize{ #' \item A \code{BF} = 1 contains values whose credibility is not decreased by observing the data. #' \item A \code{BF} > 1 contains values who recived more impressive support from the data. #' \item A \code{BF} < 1 contains values whose credibility has \emph{not} been impressively decreased by observing the data. #' Testing against values outside this interval will produce a Bayes factor larger than 1/\code{BF} in support of #' the alternative. E.g., if an SI (BF = 1/3) excludes 0, the Bayes factor against the point-null will be larger than 3. #' } #' } #' #' @return #' A data frame containing the lower and upper bounds of the SI. #' \cr #' Note that if the level of requested support is higher than observed in the data, the #' interval will be \code{[NA,NA]}. #' #' @examples #' library(bayestestR) #' #' prior <- distribution_normal(1000, mean = 0, sd = 1) #' posterior <- distribution_normal(1000, mean = .5, sd = .3) #' #' si(posterior, prior) #' \dontrun{ #' # rstanarm models #' # --------------- #' library(rstanarm) #' contrasts(sleep$group) <- contr.bayes # see vingette #' stan_model <- stan_lmer(extra ~ group + (1 | ID), data = sleep) #' si(stan_model) #' si(stan_model, BF = 3) #' #' # emmGrid objects #' # --------------- #' library(emmeans) #' group_diff <- pairs(emmeans(stan_model, ~group)) #' si(group_diff, prior = stan_model) #' #' # brms models #' # ----------- #' library(brms) #' contrasts(sleep$group) <- contr.bayes # see vingette #' my_custom_priors <- #' set_prior("student_t(3, 0, 1)", class = "b") + #' set_prior("student_t(3, 0, 1)", class = "sd", group = "ID") #' #' brms_model <- brm(extra ~ group + (1 | ID), #' data = sleep, #' prior = my_custom_priors #' ) #' si(brms_model) #' } #' @references #' Wagenmakers, E., Gronau, Q. F., Dablander, F., & Etz, A. (2018, November 22). The Support Interval. \doi{10.31234/osf.io/zwnxb} #' #' @export si <- function(posterior, prior = NULL, BF = 1, verbose = TRUE, ...) { UseMethod("si") } #' @rdname si #' @export si.numeric <- function(posterior, prior = NULL, BF = 1, verbose = TRUE, ...) { if (is.null(prior)) { prior <- posterior if (verbose) { warning( "Prior not specified! ", "Please specify a prior (in the form 'prior = distribution_normal(1000, 0, 1)')", " to get meaningful results." ) } } prior <- data.frame(X = prior) posterior <- data.frame(X = posterior) # Get SIs out <- si.data.frame( posterior = posterior, prior = prior, BF = BF, verbose = verbose, ... ) out$Parameter <- NULL out } #' @importFrom insight clean_parameters #' @rdname si #' @export si.stanreg <- function(posterior, prior = NULL, BF = 1, verbose = TRUE, effects = c("fixed", "random", "all"), component = c("conditional", "zi", "zero_inflated", "all"), parameters = NULL, ...) { cleaned_parameters <- insight::clean_parameters(posterior) effects <- match.arg(effects) component <- match.arg(component) samps <- .clean_priors_and_posteriors(posterior, prior, verbose = verbose, effects = effects, component = component, parameters = parameters) # Get SIs temp <- si.data.frame( posterior = samps$posterior, prior = samps$prior, BF = BF, verbose = verbose, ... ) out <- .prepare_output(temp, cleaned_parameters) attr(out, "object_name") <- .safe_deparse(substitute(posterior)) class(out) <- class(temp) attr(out, "plot_data") <- attr(temp, "plot_data") out } #' @rdname si #' @export si.brmsfit <- si.stanreg #' @rdname si #' @export si.emmGrid <- function(posterior, prior = NULL, BF = 1, verbose = TRUE, ...) { samps <- .clean_priors_and_posteriors(posterior, prior, verbose = verbose) # Get SIs out <- si.data.frame( posterior = samps$posterior, prior = samps$prior, BF = BF, verbose = verbose, ... ) attr(out, "object_name") <- .safe_deparse(substitute(posterior)) out } #' @rdname si #' @export si.data.frame <- function(posterior, prior = NULL, BF = 1, verbose = TRUE, ...){ if (is.null(prior)) { prior <- posterior warning( "Prior not specified! ", "Please specify priors (with column order matching 'posterior')", " to get meaningful results." ) } sis <- matrix(NA, nrow = ncol(posterior), ncol = 2) for (par in seq_along(posterior)) { sis[par, ] <- .si(posterior[[par]], prior[[par]], BF = BF, ...) } out <- data.frame( Parameter = colnames(posterior), CI = BF, CI_low = sis[,1], CI_high = sis[,2], stringsAsFactors = FALSE ) class(out) <- unique(c("bayestestR_si", "see_si", "bayestestR_ci", "see_ci", class(out))) attr(out, "plot_data") <- .make_BF_plot_data(posterior,prior,0,0)$plot_data out } .si <- function(posterior, prior, BF = 1, extend_scale = 0.05, precision = 2^8, ...) { if (!requireNamespace("logspline")) { stop("Package \"logspline\" needed for this function to work. Please install it.") } if (isTRUE(all.equal(prior, posterior))) { return(c(NA,NA)) } x <- c(prior, posterior) x_range <- range(x) x_rangex <- stats::median(x) + 7 * stats::mad(x) * c(-1, 1) x_range <- c( max(c(x_range[1], x_rangex[1])), min(c(x_range[2], x_rangex[2])) ) extension_scale <- diff(x_range) * extend_scale x_range[1] <- x_range[1] - extension_scale x_range[2] <- x_range[2] + extension_scale x_axis <- seq(x_range[1], x_range[2], length.out = precision) f_prior <- logspline::logspline(prior) f_posterior <- logspline::logspline(posterior) d_prior <- logspline::dlogspline(x_axis, f_prior) d_posterior <- logspline::dlogspline(x_axis, f_posterior) relative_d <- d_posterior / d_prior x_supported <- x_axis[relative_d >= BF] if (length(x_supported) < 2) { return(c(NA,NA)) } else { range(range(x_supported)) } }