https://github.com/cran/bayestestR
Revision 40f7c88ddf855896018cf20ec8a7ac5fbd0ea2fb authored by Dominique Makowski on 27 January 2020, 05:30 UTC, committed by cran-robot on 27 January 2020, 05:30 UTC
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Tip revision: 40f7c88ddf855896018cf20ec8a7ac5fbd0ea2fb authored by Dominique Makowski on 27 January 2020, 05:30 UTC
version 0.5.1
Tip revision: 40f7c88
bayes_factors.R
## ----setup, include=FALSE-----------------------------------------------------
if (!(requireNamespace("rstanarm", quietly = TRUE) &&
      requireNamespace("BayesFactor", quietly = TRUE) &&
      requireNamespace("emmeans", quietly = TRUE) &&
      requireNamespace("logspline", quietly = TRUE) &&
      requireNamespace("lme4", quietly = TRUE) &&
      requireNamespace("ggplot2", quietly = TRUE) &&
      requireNamespace("see", quietly = TRUE)
      )) {
  knitr::opts_chunk$set(eval = FALSE)
} else {
  library(knitr)
  library(insight)
  library(bayestestR)
  library(rstanarm)
  library(BayesFactor)
  library(emmeans)
  
  library(ggplot2)
  library(see)
  
  options(knitr.kable.NA = '',
          digits = 2)
  opts_chunk$set(echo = TRUE,
                 comment = ">",
                 message = FALSE,
                 warning = FALSE,
                 dpi = 150)
  theme_set(theme_modern())
  set.seed(4)
}

## ----deathsticks_fig, echo=FALSE, fig.cap="Bayesian analysis of the Students' (1908) Sleep data set.", fig.align='center', out.width="80%"----
knitr::include_graphics("https://github.com/easystats/easystats/raw/master/man/figures/bayestestR/deathsticks.jpg")

## ----sleep_boxplot, echo=FALSE------------------------------------------------
ggplot(sleep, aes(x = group, y = extra, fill= group)) +
  geom_boxplot() +
  theme_classic()

## ----rstanarm_model, eval = FALSE---------------------------------------------
#  library(rstanarm)
#  
#  model <- stan_glm(extra ~ group, data = sleep,
#                    prior = normal(0, 3, autoscale = FALSE))

## ---- echo=FALSE--------------------------------------------------------------
model <- stan_glm(extra ~ group, data = sleep,
                  prior = normal(0, 3, autoscale = FALSE),
                  refresh = 0)

## ---- echo=FALSE--------------------------------------------------------------
null <- c(-1,1)
xrange <- c(-10,10)

x_vals <- seq(xrange[1], xrange[2], length.out = 400)
d_vals <- dnorm(x_vals, sd = 3)
in_null <- null[1] < x_vals & x_vals < null[2]
range_groups <- rep(0, length(x_vals))
range_groups[!in_null & x_vals < 0] <- -1
range_groups[!in_null & x_vals > 0] <- 1

ggplot(mapping = aes(x_vals, d_vals, fill = in_null, group = range_groups)) +
  geom_area(color = "black", size = 1) +
  scale_fill_flat(name = "", labels = c("Alternative", "Null")) + 
  labs(x = "Drug effect", y = "Density") + 
  theme_modern() + 
  theme(legend.position = c(0.2, 0.8))

pnull <- diff(pnorm(null, sd = 2.5))
prior_odds <- (1 - pnull) / pnull

## ----rstanarm_fit, echo=FALSE-------------------------------------------------

model_prior <- bayestestR:::.update_to_priors.stanreg(model)
posterior <- insight::get_parameters(model)$group2
prior <- insight::get_parameters(model_prior)$group2

f_post <- logspline::logspline(posterior)

d_vals_post <- logspline::dlogspline(x_vals,f_post)

ggplot(mapping = aes(x_vals, d_vals_post, fill = in_null, group = range_groups)) +
  geom_area(color = "black", size = 1) +
  scale_fill_flat(name = "", labels = c("Alternative", "Null")) + 
  labs(x = "Drug effect", y = "Density") + 
  theme_modern() + 
  theme(legend.position = c(0.2, 0.8))

My_first_BF <- bayesfactor_parameters(model, null = c(-1,1), prior = model_prior)

BF <- My_first_BF$BF[2]
post_odds <- prior_odds * BF

med_post <- point_estimate(posterior)$Median

## ---- eval=FALSE--------------------------------------------------------------
#  My_first_BF <- bayesfactor_parameters(model, null = c(-1, 1))
#  My_first_BF

## ---- echo=FALSE--------------------------------------------------------------
print(My_first_BF)

## -----------------------------------------------------------------------------
library(see)
plot(My_first_BF)

## ---- eval=FALSE--------------------------------------------------------------
#  My_second_BF <- bayesfactor_parameters(model, null = 0)
#  My_second_BF

## ---- echo=FALSE--------------------------------------------------------------
My_second_BF <- bayesfactor_parameters(
  data.frame(group2 = posterior),
  data.frame(group2 = prior),
  null = 0)

print(My_second_BF)

## -----------------------------------------------------------------------------
plot(My_second_BF)

## ----savagedickey_one_sided, eval=FALSE---------------------------------------
#  test_group2_right <- bayesfactor_parameters(model, direction = ">")
#  test_group2_right

## ----prior_n_post_plot_one_sided, echo=FALSE----------------------------------
test_group2_right <- bayesfactor_parameters(
  data.frame(group2 = posterior),
  data.frame(group2 = prior),
  null = 0,
  direction = ">"
)

BF <- test_group2_right$BF

print(test_group2_right)

## -----------------------------------------------------------------------------
plot(test_group2_right)

## ---- eval=FALSE--------------------------------------------------------------
#  my_first_si <- si(model, BF = 1)
#  my_first_si

## ---- echo=FALSE--------------------------------------------------------------
my_first_si <- si(data.frame(group2 = posterior),
                  data.frame(group2 = prior),
                  BF = 1)

print(my_first_si)

## -----------------------------------------------------------------------------
plot(my_first_si)

## ----brms_disp, eval=FALSE----------------------------------------------------
#  library(brms)
#  
#  m0 <- brm(Sepal.Length ~ 1, # intercept only model
#            data = iris, save_all_pars = TRUE)
#  m1 <- brm(Sepal.Length ~ Petal.Length,
#            data = iris, save_all_pars = TRUE)
#  m2 <- brm(Sepal.Length ~ Species,
#            data = iris, save_all_pars = TRUE)
#  m3 <- brm(Sepal.Length ~ Species + Petal.Length,
#            data = iris, save_all_pars = TRUE)
#  m4 <- brm(Sepal.Length ~ Species * Petal.Length,
#            data = iris, save_all_pars = TRUE)

## ----brms_models_disp, eval=FALSE---------------------------------------------
#  library(bayestestR)
#  comparison <- bayesfactor_models(m1, m2, m3, m4, denominator = m0)
#  comparison

## ----brms_models_print, echo=FALSE--------------------------------------------
comparison <- structure(
  list(
    Model = c(
      "Petal.Length",
      "Species",
      "Species + Petal.Length",
      "Species * Petal.Length",
      "1"
    ),
    BF = c(3.44736e+44, 5.628679e+29, 7.121386e+55, 9.149948e+55, 1)
  ),
  class = c("bayesfactor_models", "see_bayesfactor_models", "data.frame"),
  row.names = c(NA, -5L),
  denominator = 5L,
  BF_method = "marginal likelihoods (bridgesampling)", unsupported_models = FALSE
)

print(comparison)

## ----update_models1-----------------------------------------------------------
update(comparison, reference = 3)

## ----update_models2-----------------------------------------------------------
update(comparison, reference = 2)

## ----lme4_models, eval=FALSE--------------------------------------------------
#  library(lme4)
#  
#  m0 <- lmer(Sepal.Length ~ (1 | Species), data = iris)
#  m1 <- lmer(Sepal.Length ~ Petal.Length + (1 | Species), data = iris)
#  m2 <- lmer(Sepal.Length ~ Petal.Length + (Petal.Length | Species), data = iris)
#  m3 <- lmer(Sepal.Length ~ Petal.Length + Petal.Width + (Petal.Length | Species), data = iris)
#  m4 <- lmer(Sepal.Length ~ Petal.Length * Petal.Width + (Petal.Length | Species), data = iris)
#  
#  bayesfactor_models(m1, m2, m3, m4, denominator = m0)

## ---- echo=FALSE--------------------------------------------------------------
structure(list(Model = c(
  "Petal.Length + (1 | Species)",
  "Petal.Length + (Petal.Length | Species)", 
  "Petal.Length + Petal.Width + (Petal.Length | Species)",
  "Petal.Length * Petal.Width + (Petal.Length | Species)", 
  "1 + (1 | Species)"),
  BF = c(8.24027869011648e+24, 4.7677519818206e+23, 
         1.52492156042604e+22, 5.93045520305254e+20, 1)),
  class = c("bayesfactor_models", "see_bayesfactor_models", "data.frame"),
  row.names = c(NA, -5L),
  denominator = 5L,
  BF_method = "BIC approximation", unsupported_models = FALSE)

## ---- eval=FALSE--------------------------------------------------------------
#  iris_model <- stan_glm(Sepal.Length ~ Species + Petal.Length,
#                         data = iris,
#                         prior = normal(0, c(2, 1.2, 1.2), autoscale = FALSE))

## ---- echo=FALSE--------------------------------------------------------------
iris_model <- stan_glm(Sepal.Length ~ Species + Petal.Length,
                       data = iris,
                       prior = normal(0, c(2, 1.2, 1.2), autoscale = FALSE),
                       refresh = 0)

## -----------------------------------------------------------------------------
botanist_hypotheses <- c(
  "Petal.Length > 0",
  "(Speciesversicolor > 0) & (Speciesvirginica > 0)"
)

## ---- eval=FALSE--------------------------------------------------------------
#  botanist_BFs <- bayesfactor_restricted(iris_model, hypothesis = botanist_hypotheses)
#  botanist_BFs

## ---- echo=FALSE--------------------------------------------------------------

model_prior <- bayestestR:::.update_to_priors.stanreg(iris_model)

botanist_BFs <- bayesfactor_restricted(iris_model, prior = model_prior, 
                                       hypothesis = botanist_hypotheses)
print(botanist_BFs)

## ----plot_iris, echo=FALSE----------------------------------------------------
ggplot(iris, aes(Petal.Length, Sepal.Length, color = Species)) + 
  geom_point() + 
  scale_color_flat() + 
  theme(legend.position = c(0.2, 0.8))

## ----inclusion_brms-----------------------------------------------------------
bayesfactor_inclusion(comparison)

## ----inclusion_brms2----------------------------------------------------------
bayesfactor_inclusion(comparison, match_models = TRUE)

## ----JASP_all-----------------------------------------------------------------
library(BayesFactor)
data(ToothGrowth)
ToothGrowth$dose <- as.factor(ToothGrowth$dose)

BF_ToothGrowth <- anovaBF(len ~ dose*supp, ToothGrowth, progress = FALSE)

bayesfactor_inclusion(BF_ToothGrowth)

## ----JASP_all_fig, echo=FALSE-------------------------------------------------
knitr::include_graphics("https://github.com/easystats/easystats/raw/master/man/figures/bayestestR/JASP1.PNG")

## ----JASP_matched-------------------------------------------------------------
bayesfactor_inclusion(BF_ToothGrowth, match_models = TRUE)

## ----JASP_matched_fig, echo=FALSE---------------------------------------------
knitr::include_graphics("https://github.com/easystats/easystats/raw/master/man/figures/bayestestR/JASP2.PNG")

## ----JASP_Nuisance------------------------------------------------------------
BF_ToothGrowth_against_dose <- BF_ToothGrowth[3:4]/BF_ToothGrowth[2] # OR: 
# update(bayesfactor_models(BF_ToothGrowth),
#        subset = c(4, 5),
#        reference = 3)
BF_ToothGrowth_against_dose


bayesfactor_inclusion(BF_ToothGrowth_against_dose)

## ----JASP_Nuisance_fig, echo=FALSE--------------------------------------------
knitr::include_graphics("https://github.com/easystats/easystats/raw/master/man/figures/bayestestR/JASP3.PNG")

## ---- eval=FALSE--------------------------------------------------------------
#  mod <- stan_glm(mpg ~ wt + am,
#                  data = mtcars,
#                  prior = normal(0, c(10,10), autoscale = FALSE),
#                  diagnostic_file = file.path(tempdir(), "df1.csv"))
#  
#  mod_carb <- stan_glm(mpg ~ wt + am + carb,
#                       data = mtcars,
#                       prior = normal(0, c(10,10,20), autoscale = FALSE),
#                       diagnostic_file = file.path(tempdir(), "df0.csv"))
#  
#  bayesfactor_models(mod_carb, denominator = mod)

## ---- echo=FALSE--------------------------------------------------------------
mod <- stan_glm(mpg ~ wt + am,            
                data = mtcars,
                prior = normal(0, c(10,10), autoscale = FALSE),
                diagnostic_file = file.path(tempdir(), "df1.csv"),
                refresh = 0)

mod_carb <- stan_glm(mpg ~ wt + am + carb,            
                     data = mtcars,
                     prior = normal(0, c(10,10,20), autoscale = FALSE),
                     diagnostic_file = file.path(tempdir(), "df0.csv"),
                     refresh = 0)

BF_carb <- bayesfactor_models(mod_carb, denominator = mod, verbose = FALSE)
BF <- BF_carb$BF[1]
print(BF_carb)


## -----------------------------------------------------------------------------
hdi(mod_carb, ci = .95)

## -----------------------------------------------------------------------------
BMA_draws <- weighted_posteriors(mod, mod_carb)

BMA_hdi <- hdi(BMA_draws, ci = .95)
BMA_hdi

plot(BMA_hdi)

## ---- echo=FALSE--------------------------------------------------------------
set.seed(1)

## -----------------------------------------------------------------------------
library(emmeans)

groups <- emmeans(model, ~ group)
group_diff <- pairs(groups)

(groups_all <- rbind(groups, group_diff))

# pass the original model via prior
bayesfactor_parameters(groups_all, prior = model)

## ---- echo=FALSE--------------------------------------------------------------
set.seed(1)

## -----------------------------------------------------------------------------
library(modelbased)

estimate_contrasts(model, test = "bf")

## ---- eval=FALSE--------------------------------------------------------------
#  contrasts(iris$Species) <- contr.sum
#  
#  fit_sum <- stan_glm(Sepal.Length ~ Species, data = iris,
#                      prior = normal(0, c(1, 1), autoscale = FALSE),
#                      prior_PD = TRUE, # sample priors
#                      family = gaussian())
#  
#  pairs_sum <- pairs(emmeans(fit_sum, ~ Species))
#  pairs_sum

## ---- echo=FALSE--------------------------------------------------------------
contrasts(iris$Species) <- contr.sum

fit_sum <- stan_glm(Sepal.Length ~ Species, data = iris,
                    prior = normal(0, c(1, 1), autoscale = FALSE),
                    prior_PD = TRUE, # sample priors
                    family = gaussian(),
                    refresh = 0)

pairs_sum <- pairs(emmeans(fit_sum, ~ Species))

em_pairs_samples <- as.data.frame(as.matrix(emmeans::as.mcmc.emmGrid(pairs_sum, names = FALSE)))

print(pairs_sum)

ggplot(stack(em_pairs_samples), aes(x = values, fill = ind)) + 
  geom_density(size = 1) + 
  facet_grid(ind ~ .) + 
  labs(x = "prior difference values") + 
  theme(legend.position = "none")

## -----------------------------------------------------------------------------
contrasts(iris$Species) <- contr.bayes

## ---- eval=FALSE--------------------------------------------------------------
#  options(contrasts = c('contr.bayes', 'contr.poly'))

## ---- eval=FALSE--------------------------------------------------------------
#  contrasts(iris$Species) <- contr.bayes
#  
#  fit_bayes <- stan_glm(Sepal.Length ~ Species, data = iris,
#                        prior = normal(0, c(1, 1), autoscale = FALSE),
#                        prior_PD = TRUE, # sample priors
#                        family = gaussian())
#  
#  pairs_bayes <- pairs(emmeans(fit_bayes, ~ Species))
#  pairs_bayes

## ---- echo=FALSE--------------------------------------------------------------
contrasts(iris$Species) <- contr.bayes

fit_bayes <- stan_glm(Sepal.Length ~ Species, data = iris,
                      prior = normal(0, c(1, 1), autoscale = FALSE),
                      prior_PD = TRUE, # sample priors
                      family = gaussian(),
                      refresh = 0)

pairs_bayes <- pairs(emmeans(fit_bayes, ~ Species))

em_pairs_samples <- as.data.frame(as.matrix(emmeans::as.mcmc.emmGrid(pairs_bayes, names = FALSE)))

print(pairs_bayes)

ggplot(stack(em_pairs_samples), aes(x = values, fill = ind)) + 
  geom_density(size = 1) + 
  facet_grid(ind ~ .) + 
  labs(x = "prior difference values") + 
  theme(legend.position = "none")

## -----------------------------------------------------------------------------
hyp <- c(
  # comparing 2 levels
  "setosa < versicolor",
  "setosa < virginica",
  "versicolor < virginica",
  
  # comparing 3 (or more) levels
  "setosa    < virginica  & virginica  < versicolor",
  "virginica < setosa     & setosa     < versicolor",
  "setosa    < versicolor & versicolor < virginica"
)

## ---- eval=FALSE--------------------------------------------------------------
#  contrasts(iris$Species) <- contr.sum
#  
#  fit_sum <- stan_glm(Sepal.Length ~ Species, data = iris,
#                      prior = normal(0, c(1, 1), autoscale = FALSE),
#                      family = gaussian())
#  
#  em_sum <- emmeans(fit_sum, ~ Species) # the posterior marginal means
#  
#  bayesfactor_restricted(em_sum, fit_sum, hypothesis = hyp)

## ---- echo=FALSE--------------------------------------------------------------
contrasts(iris$Species) <- contr.sum

fit_sum <- stan_glm(Sepal.Length ~ Species, data = iris,
                    prior = normal(0, c(1, 1), autoscale = FALSE),
                    family = gaussian(),
                    refresh = 0)

em_sum <- emmeans(fit_sum, ~ Species) # the posterior marginal means
  
bayesfactor_restricted(em_sum, fit_sum, hypothesis = hyp)

## ---- eval=FALSE--------------------------------------------------------------
#  contrasts(iris$Species) <- contr.bayes
#  
#  fit_bayes <- stan_glm(Sepal.Length ~ Species, data = iris,
#                        prior = normal(0, c(1, 1), autoscale = FALSE),
#                        family = gaussian())
#  
#  em_bayes <- emmeans(fit_sum, ~ Species) # the posterior marginal means
#  
#  bayesfactor_restricted(em_bayes, fit_sum, hypothesis = hyp)

## ---- echo=FALSE--------------------------------------------------------------
contrasts(iris$Species) <- contr.bayes

fit_bayes <- stan_glm(Sepal.Length ~ Species, data = iris,
                      prior = normal(0, c(1, 1), autoscale = FALSE),
                      family = gaussian(),
                      refresh = 0)

em_bayes <- emmeans(fit_bayes, ~ Species) # the posterior marginal means
  
bayesfactor_restricted(em_bayes, fit_bayes, hypothesis = hyp)

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