https://github.com/cran/bayestestR
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Tip revision: d2eac42f58e4e0f0d07298e8c2e719ef6a30672d authored by Dominique Makowski on 19 June 2020, 08:00:07 UTC
version 0.7.0
Tip revision: d2eac42
eti.R
#' Equal-Tailed Interval (ETI)
#'
#' Compute the \strong{Equal-Tailed Interval (ETI)} of posterior distributions using the quantiles method. The probability of being below this interval is equal to the probability of being above it. The ETI can be used in the context of uncertainty characterisation of posterior distributions as \strong{Credible Interval (CI)}.
#'
#' @inheritParams hdi
#' @inherit ci return
#' @inherit hdi details
#'
#' @examples
#' library(bayestestR)
#'
#' posterior <- rnorm(1000)
#' eti(posterior)
#' eti(posterior, ci = c(.80, .89, .95))
#'
#' df <- data.frame(replicate(4, rnorm(100)))
#' eti(df)
#' eti(df, ci = c(.80, .89, .95))
#' \dontrun{
#' library(rstanarm)
#' model <- stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
#' eti(model)
#' eti(model, ci = c(.80, .89, .95))
#'
#' library(emmeans)
#' eti(emtrends(model, ~1, "wt"))
#'
#' library(brms)
#' model <- brms::brm(mpg ~ wt + cyl, data = mtcars)
#' eti(model)
#' eti(model, ci = c(.80, .89, .95))
#'
#' library(BayesFactor)
#' bf <- ttestBF(x = rnorm(100, 1, 1))
#' eti(bf)
#' eti(bf, ci = c(.80, .89, .95))
#' }
#'
#' @export
eti <- function(x, ...) {
  UseMethod("eti")
}



#' @rdname eti
#' @export
eti.numeric <- function(x, ci = .89, verbose = TRUE, ...) {
  out <- do.call(rbind, lapply(ci, function(i) {
    .eti(x = x, ci = i, verbose = verbose)
  }))
  class(out) <- unique(c("bayestestR_eti", "see_eti", "bayestestR_ci", "see_ci", class(out)))
  attr(out, "data") <- x
  out
}



#' @rdname eti
#' @export
eti.data.frame <- function(x, ci = .89, verbose = TRUE, ...) {
  dat <- .compute_interval_dataframe(x = x, ci = ci, verbose = verbose, fun = "eti")
  attr(dat, "object_name") <- .safe_deparse(substitute(x))
  dat
}



#' @rdname eti
#' @export
eti.MCMCglmm <- function(x, ci = .89, verbose = TRUE, ...) {
  nF <- x$Fixed$nfl
  d <- as.data.frame(x$Sol[, 1:nF, drop = FALSE])
  dat <- .compute_interval_dataframe(x = d, ci = ci, verbose = verbose, fun = "eti")
  attr(dat, "data") <- .safe_deparse(substitute(x))
  dat
}



#' @export
eti.mcmc <- function(x, ci = .89, verbose = TRUE, ...) {
  d <- as.data.frame(x)
  dat <- .compute_interval_dataframe(x = d, ci = ci, verbose = verbose, fun = "eti")
  attr(dat, "data") <- .safe_deparse(substitute(x))
  dat
}



#' @export
eti.bcplm <- function(x, ci = .89, verbose = TRUE, ...) {
  d <- insight::get_parameters(x)
  dat <- .compute_interval_dataframe(x = d, ci = ci, verbose = verbose, fun = "eti")
  attr(dat, "data") <- .safe_deparse(substitute(x))
  dat
}


#' @rdname eti
#' @export
eti.bayesQR <- eti.bcplm




#' @rdname eti
#' @export
eti.sim.merMod <- function(x, ci = .89, effects = c("fixed", "random", "all"), parameters = NULL, verbose = TRUE, ...) {
  effects <- match.arg(effects)
  dat <- .compute_interval_simMerMod(x = x, ci = ci, effects = effects, parameters = parameters, verbose = verbose, fun = "eti")
  out <- dat$result
  attr(out, "data") <- dat$data
  out
}



#' @rdname eti
#' @export
eti.sim <- function(x, ci = .89, parameters = NULL, verbose = TRUE, ...) {
  dat <- .compute_interval_sim(x = x, ci = ci, parameters = parameters, verbose = verbose, fun = "eti")
  out <- dat$result
  attr(out, "data") <- dat$data
  out
}



#' @rdname eti
#' @export
eti.emmGrid <- function(x, ci = .89, verbose = TRUE, ...) {
  xdf <- .clean_emmeans_draws(x)

  dat <- .compute_interval_dataframe(x = xdf, ci = ci, verbose = verbose, fun = "eti")
  attr(dat, "object_name") <- .safe_deparse(substitute(x))
  dat
}


#' @rdname eti
#' @export
eti.stanreg <- function(x, ci = .89, effects = c("fixed", "random", "all"),
                        parameters = NULL, verbose = TRUE, ...) {
  effects <- match.arg(effects)

  out <- .prepare_output(
    eti(insight::get_parameters(x, effects = effects, parameters = parameters), ci = ci, verbose = verbose, ...),
    insight::clean_parameters(x)
  )

  class(out) <- unique(c("bayestestR_eti", "see_eti", class(out)))
  attr(out, "object_name") <- .safe_deparse(substitute(x))
  out
}


#' @export
eti.stanfit <- eti.stanreg



#' @rdname eti
#' @export
eti.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 <- .prepare_output(
    eti(insight::get_parameters(x, effects = effects, component = component, parameters = parameters), ci = ci, verbose = verbose, ...),
    insight::clean_parameters(x)
  )

  class(out) <- unique(c("bayestestR_eti", "see_eti", class(out)))
  attr(out, "object_name") <- .safe_deparse(substitute(x))
  out
}



#' @rdname eti
#' @export
eti.BFBayesFactor <- function(x, ci = .89, verbose = TRUE, ...) {
  out <- eti(insight::get_parameters(x), ci = ci, verbose = verbose, ...)
  attr(out, "object_name") <- .safe_deparse(substitute(x))
  out
}


#' @importFrom stats quantile
.eti <- function(x, ci, verbose = TRUE) {
  check_ci <- .check_ci_argument(x, ci, verbose)

  if (!is.null(check_ci)) {
    return(check_ci)
  }

  results <- as.vector(stats::quantile(
    x,
    probs = c((1 - ci) / 2, (1 + ci) / 2),
    names = FALSE
  ))

  data.frame(
    "CI" = ci * 100,
    "CI_low" = results[1],
    "CI_high" = results[2]
  )
}
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