#' Bayesian p-value based on the density at the Maximum A Priori (MAP) #' #' Compute a Bayesian equivalent of the p-value, related to the odds that a parameter (described by its posterior distribution) has against the null hypothesis (\emph{h0}) using Mills' (2014, 2017) \emph{Objective Bayesian Hypothesis Testing} framework. It is mathematically based on the density at the Maximum A Priori (MAP) and corresponds to the density value at 0 divided by the density of the MAP estimate. #' #' #' @param precision Number of points for density estimation. See the \code{n}-parameter in \link[=density]{density}. #' #' @inheritParams hdi #' #' @examples #' library(bayestestR) #' #' p_map(rnorm(1000, 0, 1)) #' p_map(rnorm(1000, 10, 1)) #' #' library(rstanarm) #' model <- stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200) #' p_map(model) #' #' \dontrun{ #' library(brms) #' model <- brms::brm(mpg ~ wt + cyl, data = mtcars) #' p_map(model) #' #' library(BayesFactor) #' bf <- ttestBF(x = rnorm(100, 1, 1)) #' p_map(bf) #' } #' #' @references \href{https://www.youtube.com/watch?v=Ip8Ci5KUVRc}{Mill's talk} #' #' @importFrom stats density #' @export p_map <- function(x, ...) { UseMethod("p_map") } #' @rdname p_map #' @export p_map.numeric <- function(x, precision = 2^10, ...) { # Density at MAP map <- attributes(map_estimate(x, precision = precision, ...))$MAP_density # Density at 0 d_0 <- density_at(x, 0, precision = precision) if (is.na(d_0)) d_0 <- 0 # Odds p <- d_0 / map class(p) <- c("p_map", class(p)) p } #' @export p_map.data.frame <- function(x, precision = 2^10, ...) { x <- .select_nums(x) if (ncol(x) == 1) { p_MAP <- p_map(x[, 1], precision = precision, ...) } else { p_MAP <- sapply(x, p_map, precision = precision, simplify = TRUE, ...) } out <- data.frame( "Parameter" = names(x), "p_MAP" = p_MAP, row.names = NULL, stringsAsFactors = FALSE ) class(out) <- c("p_map", class(out)) out } #' @importFrom insight get_parameters #' @keywords internal .p_map_models <- function(x, precision, effects, component, parameters, ...) { out <- p_map(insight::get_parameters(x, effects = effects, component = component, parameters = parameters), precision = precision, ...) out$Parameter <- .get_parameter_names(x, effects = effects, component = component, parameters = parameters) out } #' @rdname p_map #' @export p_map.stanreg <- function(x, precision = 2^10, effects = c("fixed", "random", "all"), parameters = NULL, ...) { effects <- match.arg(effects) out <- .p_map_models( x = x, precision = precision, effects = effects, component = "conditional", parameters = parameters, ... ) attr(out, "object_name") <- deparse(substitute(x), width.cutoff = 500) out } #' @rdname p_map #' @export p_map.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) out <- .p_map_models( x = x, precision = precision, effects = effects, component = component, parameters = parameters, ... ) attr(out, "object_name") <- deparse(substitute(x), width.cutoff = 500) out } #' @rdname p_map #' @export p_map.BFBayesFactor <- function(x, precision = 2^10, ...) { out <- p_map(insight::get_parameters(x), precision = precision, ...) attr(out, "object_name") <- deparse(substitute(x), width.cutoff = 500) out } #' @rdname as.numeric.p_direction #' @method as.numeric p_map #' @export as.numeric.p_map <- function(x, ...) { if ("data.frame" %in% class(x)) { return(as.numeric(as.vector(x$p_MAP))) } else { return(as.vector(x)) } } #' @method as.double p_map #' @export as.double.p_map <- as.numeric.p_map