Revision aee422d7cd4098dad89e31ecc6dfd9e539d2bda4 authored by Dominique Makowski on 06 August 2019, 10:20:02 UTC, committed by cran-robot on 06 August 2019, 10:20:02 UTC
1 parent 23ea322
describe_posterior.R
#' Describe Posterior Distributions
#'
#' Compute indices relevant to describe and characterise the posterior distributions.
#'
#' @param posteriors A vector, dataframe or model of posterior draws.
#' @param ci_method The type of index used for Credible Interval. Can be
#' \code{"HDI"} (default, see \code{\link{hdi}}) or \code{"ETI"}
#' (see \code{\link{eti}}).
#' @param test The indices of effect existence to compute. Character (vector) or
#' list with one or more of these options: \code{"p_direction"} (or \code{"pd"}),
#' \code{"rope"}, \code{"p_map"}, \code{"equivalence_test"} (or \code{"equitest"}),
#' \code{"bayesfactor"} (or \code{"bf"}) or \code{"all"} to compute all tests.#'
#' For each "test", the corresponding \pkg{bayestestR} function is called
#' (e.g. \code{\link{rope}} or \code{\link{p_direction}}) and its results
#' included in the summary output.
#' @param rope_range ROPE's lower and higher bounds. Should be a list of two
#' values (e.g., \code{c(-0.1, 0.1)}) or \code{"default"}. If \code{"default"},
#' the bounds are set to \code{x +- 0.1*SD(response)}.
#' @param rope_ci The Credible Interval (CI) probability, corresponding to the
#' proportion of HDI, to use for the percentage in ROPE.
#'
#' @inheritParams point_estimate
#' @inheritParams ci
#'
#' @details One or more components of point estimates (like posterior mean or median),
#' intervals and tests can be ommitted from the summary output by setting the
#' related argument to \code{NULL}. For example, \code{test = NULL} and
#' \code{centrality = NULL} would only return the HDI (or CI).
#'
#' @references \itemize{
#' \item \href{https://easystats.github.io/bayestestR/articles/indicesEstimationComparison.html}{Comparison of Point-Estimates}
#' \item \href{https://easystats.github.io/bayestestR/articles/region_of_practical_equivalence.html}{Region of Practical Equivalence (ROPE)}
#' \item \href{https://easystats.github.io/bayestestR/articles/bayes_factors.html}{Bayes factors}
#' }
#'
#' @examples
#' library(bayestestR)
#'
#' x <- rnorm(1000)
#' describe_posterior(x)
#' describe_posterior(x, centrality = "all", dispersion = TRUE, test = "all")
#' describe_posterior(x, ci = c(0.80, 0.90))
#'
#' df <- data.frame(replicate(4, rnorm(100)))
#' describe_posterior(df)
#' describe_posterior(df, centrality = "all", dispersion = TRUE, test = "all")
#' describe_posterior(df, ci = c(0.80, 0.90))
#'
#' # rstanarm models
#' # -----------------------------------------------
#' library(rstanarm)
#' model <- stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
#' describe_posterior(model)
#' describe_posterior(model, centrality = "all", dispersion = TRUE, test = "all")
#' describe_posterior(model, ci = c(0.80, 0.90))
#'
#' # emmeans estimates
#' # -----------------------------------------------
#' library(emmeans)
#' describe_posterior(emtrends(model, ~1, "wt"))
#' \dontrun{
#' # brms models
#' # -----------------------------------------------
#' library(brms)
#' model <- brms::brm(mpg ~ wt + cyl, data = mtcars)
#' describe_posterior(model)
#' describe_posterior(model, centrality = "all", dispersion = TRUE, test = "all")
#' describe_posterior(model, ci = c(0.80, 0.90))
#'
#' # BayesFactor objects
#' # -----------------------------------------------
#' library(BayesFactor)
#' bf <- ttestBF(x = rnorm(100, 1, 1))
#' describe_posterior(bf)
#' describe_posterior(bf, centrality = "all", dispersion = TRUE, test = "all")
#' describe_posterior(bf, ci = c(0.80, 0.90))
#' }
#'
#' @importFrom stats mad median sd setNames
#'
#' @export
describe_posterior <- function(posteriors, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope"), rope_range = "default", rope_ci = 0.89, ...) {
UseMethod("describe_posterior")
}
#' @keywords internal
.describe_posterior <- function(x, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope"), rope_range = "default", rope_ci = 0.89, bf_prior = NULL, ...) {
# Point-estimates
if (!is.null(centrality)) {
estimates <- point_estimate(x, centrality = centrality, dispersion = dispersion, ...)
if (!"Parameter" %in% names(estimates)) {
estimates <- cbind(data.frame("Parameter" = "Posterior"), estimates)
}
} else {
estimates <- data.frame("Parameter" = NA)
}
# Uncertainty
if (!is.null(ci)) {
ci_method <- match.arg(tolower(ci_method), c("hdi", "quantile", "ci", "eti"))
uncertainty <- ci(x, ci = ci, method = ci_method, ...)
if (!"Parameter" %in% names(uncertainty)) {
uncertainty <- cbind(data.frame("Parameter" = "Posterior"), uncertainty)
}
} else {
uncertainty <- data.frame("Parameter" = NA)
}
# Effect Existence
if (!is.null(test)) {
test <- .check_test_values(test)
if ("all" %in% test) {
test <- c("p_map", "pd", "rope", "equivalence", "bf")
}
# MAP-based p-value
if ("p_map" %in% test) {
test_pmap <- p_map(x, ...)
if (!is.data.frame(test_pmap)) test_pmap <- data.frame("Parameter" = "Posterior", "p_map" = test_pmap)
} else {
test_pmap <- data.frame("Parameter" = NA)
}
# Probability of direction
if (any(c("pd", "p_direction", "pdir", "mpe") %in% test)) {
test_pd <- p_direction(x, ...)
if (!is.data.frame(test_pd)) test_pd <- data.frame("Parameter" = "Posterior", "pd" = test_pd)
} else {
test_pd <- data.frame("Parameter" = NA)
}
# ROPE
if (any(c("rope") %in% test)) {
test_rope <- rope(x, range = rope_range, ci = rope_ci, ...)
if (!"Parameter" %in% names(test_rope)) {
test_rope <- cbind(data.frame("Parameter" = "Posterior"), test_rope)
}
names(test_rope)[names(test_rope) == "CI"] <- "ROPE_CI"
} else {
test_rope <- data.frame("Parameter" = NA)
}
# Equivalence test
if (any(c("equivalence", "equivalence_test", "equitest") %in% test)) {
if (any(c("rope") %in% test)) {
equi_warnings <- FALSE
} else {
equi_warnings <- TRUE
}
test_equi <- equivalence_test(x, range = rope_range, ci = rope_ci, verbose = equi_warnings, ...)
if (!"Parameter" %in% names(test_equi)) {
test_equi <- cbind(data.frame("Parameter" = "Posterior"), test_equi)
}
names(test_equi)[names(test_equi) == "CI"] <- "ROPE_CI"
test_rope <- merge(test_rope, test_equi, all = TRUE)
test_rope <- test_rope[!names(test_rope) %in% c("HDI_low", "HDI_high")]
}
# Bayes Factors
if (any(c("bf", "bayesfactor", "bayes_factor") %in% test)) {
test_bf <- bayesfactor_parameters(x, prior = bf_prior, ...)
if (!"Parameter" %in% names(test_bf)) {
test_bf <- cbind(data.frame("Parameter" = "Posterior"), test_bf)
}
} else {
test_bf <- data.frame("Parameter" = NA)
}
} else {
test_pd <- data.frame("Parameter" = NA)
test_rope <- data.frame("Parameter" = NA)
test_bf <- data.frame("Parameter" = NA)
test_pmap <- data.frame("Parameter" = NA)
}
out <- merge(estimates, uncertainty, by = "Parameter", all = TRUE)
out <- merge(out, test_pmap, by = "Parameter", all = TRUE)
out <- merge(out, test_pd, by = "Parameter", all = TRUE)
out <- merge(out, test_rope, by = "Parameter", all = TRUE)
out <- merge(out, test_bf, by = "Parameter", all = TRUE)
out <- out[!is.na(out$Parameter), ]
# Restore columns order
out <- .reoder_rows(x, out, ci = ci)
out
}
#' @rdname describe_posterior
#' @param bf_prior Distribution representing a prior for the computation of Bayes factors. Used if the input is a posterior, otherwise (in the case of models) ignored.
#' @export
describe_posterior.numeric <- function(posteriors, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope"), rope_range = "default", rope_ci = 0.89, bf_prior = NULL, ...) {
.describe_posterior(posteriors, centrality = centrality, dispersion = dispersion, ci = ci, ci_method = ci_method, test = test, rope_range = rope_range, rope_ci = rope_ci, bf_prior = bf_prior, ...)
}
#' @export
describe_posterior.double <- describe_posterior.numeric
#' @export
describe_posterior.data.frame <- describe_posterior.numeric
#' @export
describe_posterior.emmGrid <- function(posteriors, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope"), rope_range = "default", rope_ci = 0.89, bf_prior = NULL, ...) {
if (!requireNamespace("emmeans")) {
stop("Package 'emmeans' required for this function to work. Please install it by running `install.packages('emmeans')`.")
}
if (any(c("all", "bf", "bayesfactor", "bayes_factor") %in% tolower(test))) {
if (is.null(bf_prior)) {
bf_prior <- as.data.frame(as.matrix(emmeans::as.mcmc.emmGrid(posteriors, names = FALSE)))
warning(
"Prior not specified! ",
"Please provide the original model to get meaningful results."
)
} else {
bf_prior <- .update_to_priors(bf_prior)
bf_prior <- insight::get_parameters(bf_prior, effects = "fixed")
bf_prior <- update(posteriors, post.beta = as.matrix(bf_prior))
bf_prior <- as.data.frame(as.matrix(emmeans::as.mcmc.emmGrid(bf_prior, names = FALSE)))
}
}
posteriors <- as.data.frame(as.matrix(emmeans::as.mcmc.emmGrid(posteriors, names = FALSE)))
.describe_posterior(
posteriors,
centrality = centrality,
dispersion = dispersion,
ci = ci,
ci_method = ci_method,
test = test,
rope_range = rope_range,
rope_ci = rope_ci,
bf_prior = bf_prior,
...
)
}
#' @inheritParams insight::get_parameters
#' @inheritParams diagnostic_posterior
#' @param priors Add the prior used for each parameter.
#' @rdname describe_posterior
#' @export
describe_posterior.stanreg <- function(posteriors, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope"), rope_range = "default", rope_ci = 0.89, bf_prior = NULL, diagnostic = c("ESS", "Rhat"), priors = TRUE, effects = c("fixed", "random", "all"), parameters = NULL, ...) {
out <- .describe_posterior(posteriors, centrality = centrality, dispersion = dispersion, ci = ci, ci_method = ci_method, test = test, rope_range = rope_range, rope_ci = rope_ci, bf_prior = bf_prior, effects = effects, parameters = parameters, ...)
if (!is.null(diagnostic)) {
diagnostic <-
diagnostic_posterior(
posteriors,
diagnostic,
effects = effects,
parameters = parameters,
...
)
out <- merge(out, diagnostic, all = TRUE)
out <- .reoder_rows(posteriors, out, ci = ci)
}
if (isTRUE(priors)) {
# col_order <- out$Parameter
priors_data <- describe_prior(posteriors, ...)
out <- merge(out, priors_data, all = TRUE)
out <- .reoder_rows(posteriors, out, ci = ci)
}
out
}
#' @inheritParams describe_posterior.stanreg
#' @rdname describe_posterior
#' @export
describe_posterior.brmsfit <- function(posteriors, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope"), rope_range = "default", rope_ci = 0.89, bf_prior = NULL, diagnostic = c("ESS", "Rhat"), effects = c("fixed", "random", "all"), component = c("conditional", "zi", "zero_inflated", "all"), parameters = NULL, ...) {
out <- .describe_posterior(posteriors, centrality = centrality, dispersion = dispersion, ci = ci, ci_method = ci_method, test = test, rope_range = rope_range, rope_ci = rope_ci, bf_prior = bf_prior, effects = effects, component = component, parameters = parameters, ...)
if (!is.null(diagnostic)) {
diagnostic <-
diagnostic_posterior(
posteriors,
diagnostic,
effects = effects,
component = component,
parameters = parameters,
...
)
out <- merge(out, diagnostic, all = TRUE)
out <- .reoder_rows(posteriors, out, ci = ci)
}
out
}
#' @rdname describe_posterior
#' @export
describe_posterior.BFBayesFactor <- function(posteriors, centrality = "median", dispersion = FALSE, ci = 0.89, ci_method = "hdi", test = c("p_direction", "rope", "bf"), rope_range = "default", rope_ci = 0.89, priors = TRUE, ...) {
# Match test args to catch BFs
if (!is.null(test)) {
test <- .check_test_values(test)
if ("all" %in% test) {
test <- c("pd", "rope", "equivalence", "bf")
}
}
# Remove BF from list
if (any(c("bf", "bayesfactor", "bayes_factor") %in% test)) {
test <- test[!test %in% c("bf", "bayesfactor", "bayes_factor")]
compute_bf <- TRUE
} else {
compute_bf <- FALSE
}
# Describe posterior
out <-
.describe_posterior(
posteriors,
centrality = centrality,
dispersion = dispersion,
ci = ci,
ci_method = ci_method,
test = test,
rope_range = rope_range,
rope_ci = rope_ci,
...
)
# Compute and readd BF a posteriori
if (compute_bf) {
out$BF <- as.data.frame(bayesfactor_models(posteriors, ...))[-1, ]$BF
}
# Add priors
if (priors) {
priors_data <- describe_prior(posteriors, ...)
out <- merge(out, priors_data, all = TRUE)
out <- .reoder_rows(posteriors, out, ci = ci)
}
out
}
.check_test_values <- function(test) {
match.arg(tolower(test), c(
"pd", "p_direction", "pdir", "mpe",
"rope", "equivalence", "equivalence_test", "equitest",
"bf", "bayesfactor", "bayes_factor", "p_map", "all"
), several.ok = TRUE)
}
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