% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/spi.R
\name{spi}
\alias{spi}
\alias{spi.numeric}
\alias{spi.stanreg}
\alias{spi.brmsfit}
\alias{spi.get_predicted}
\title{Shortest Probability Interval (SPI)}
\usage{
spi(x, ...)

\method{spi}{numeric}(x, ci = 0.95, verbose = TRUE, ...)

\method{spi}{stanreg}(
  x,
  ci = 0.95,
  effects = c("fixed", "random", "all"),
  component = c("location", "all", "conditional", "smooth_terms", "sigma",
    "distributional", "auxiliary"),
  parameters = NULL,
  verbose = TRUE,
  ...
)

\method{spi}{brmsfit}(
  x,
  ci = 0.95,
  effects = c("fixed", "random", "all"),
  component = c("conditional", "zi", "zero_inflated", "all"),
  parameters = NULL,
  verbose = TRUE,
  ...
)

\method{spi}{get_predicted}(x, ci = 0.95, use_iterations = FALSE, verbose = TRUE, ...)
}
\arguments{
\item{x}{Vector representing a posterior distribution, or a data frame of such
vectors. Can also be a Bayesian model. \strong{bayestestR} supports a wide range
of models (see, for example, \code{methods("hdi")}) and not all of those are
documented in the 'Usage' section, because methods for other classes mostly
resemble the arguments of the \code{.numeric} or \code{.data.frame}methods.}

\item{...}{Currently not used.}

\item{ci}{Value or vector of probability of the (credible) interval - CI
(between 0 and 1) to be estimated. Default to \code{.95} (\verb{95\%}).}

\item{verbose}{Toggle off warnings.}

\item{effects}{Should results for fixed effects, random effects or both be
returned? Only applies to mixed models. May be abbreviated.}

\item{component}{Should results for all parameters, parameters for the
conditional model or the zero-inflated part of the model be returned? May
be abbreviated. Only applies to \pkg{brms}-models.}

\item{parameters}{Regular expression pattern that describes the parameters
that should be returned. Meta-parameters (like \code{lp__} or \code{prior_}) are
filtered by default, so only parameters that typically appear in the
\code{summary()} are returned. Use \code{parameters} to select specific parameters
for the output.}

\item{use_iterations}{Logical, if \code{TRUE} and \code{x} is a \code{get_predicted} object,
(returned by \code{\link[insight:get_predicted]{insight::get_predicted()}}), the function is applied to the
iterations instead of the predictions. This only applies to models that return
iterations for predicted values (e.g., \code{brmsfit} models).}
}
\value{
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.
}
}
\description{
Compute the \strong{Shortest Probability Interval (SPI)} of posterior distributions.
The SPI is a more computationally stable HDI. The implementation is based on
the algorithm from the \strong{SPIn} package.
}
\details{
The SPI is an alternative method to the HDI (\code{\link[=hdi]{hdi()}}) to quantify
uncertainty of (posterior) distributions. The SPI is said to be more stable
than the HDI, because, the \emph{"HDI can be noisy (that is, have a high Monte Carlo error)"}
(Liu et al. 2015). Furthermore, the HDI is sensitive to additional assumptions,
in particular assumptions related to the different estimation methods, which
can make the HDI less accurate or reliable.
}
\note{
The code to compute the SPI was adapted from the \strong{SPIn} package,
and slightly modified to be more robust for Stan models. Thus, credits go
to Ying Liu for the original SPI algorithm and R implementation.
}
\examples{
\dontshow{if (require("quadprog") && require("rstanarm")) (if (getRversion() >= "3.4") withAutoprint else force)(\{ # examplesIf}
library(bayestestR)

posterior <- rnorm(1000)
spi(posterior)
spi(posterior, ci = c(0.80, 0.89, 0.95))

df <- data.frame(replicate(4, rnorm(100)))
spi(df)
spi(df, ci = c(0.80, 0.89, 0.95))
\donttest{
library(rstanarm)
model <- suppressWarnings(
  stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
)
spi(model)
}
\dontshow{\}) # examplesIf}
}
\references{
Liu, Y., Gelman, A., & Zheng, T. (2015). Simulation-efficient shortest probability intervals. Statistics and Computing, 25(4), 809–819. https://doi.org/10.1007/s11222-015-9563-8
}
\seealso{
Other ci: 
\code{\link{bci}()},
\code{\link{ci}()},
\code{\link{cwi}()},
\code{\link{eti}()},
\code{\link{hdi}()},
\code{\link{si}()}
}
\concept{ci}