swh:1:snp:2c68a6c5a8af2f06ac2c0225927f25b54fd1f9d0
Tip revision: 428249f43a9c6fd0c425b28deb5fee51a9525d69 authored by Dominique Makowski on 18 September 2022, 01:46:03 UTC
version 0.13.0
version 0.13.0
Tip revision: 428249f
p_significance.R
#' Practical Significance (ps)
#'
#' Compute the probability of **Practical Significance** (***ps***), which can be conceptualized as a unidirectional equivalence test. It returns the probability that effect is above a given threshold corresponding to a negligible effect in the median's direction. Mathematically, it is defined as the proportion of the posterior distribution of the median sign above the threshold.
#'
#' @inheritParams rope
#' @param threshold The threshold value that separates significant from negligible effect. If `"default"`, the range is set to `0.1` if input is a vector, and based on [`rope_range()`][rope_range] if a Bayesian model is provided.
#'
#' @return Values between 0 and 1 corresponding to the probability of practical significance (ps).
#'
#' @details `p_significance()` returns the proportion of a probability
#' distribution (`x`) that is outside a certain range (the negligible
#' effect, or ROPE, see argument `threshold`). If there are values of the
#' distribution both below and above the ROPE, `p_significance()` returns
#' the higher probability of a value being outside the ROPE. Typically, this
#' value should be larger than 0.5 to indicate practical significance. However,
#' if the range of the negligible effect is rather large compared to the
#' range of the probability distribution `x`, `p_significance()`
#' will be less than 0.5, which indicates no clear practical significance.
#'
#' @note There is also a [`plot()`-method](https://easystats.github.io/see/articles/bayestestR.html) implemented in the \href{https://easystats.github.io/see/}{\pkg{see}-package}.
#'
#' @examples
#' library(bayestestR)
#'
#' # Simulate a posterior distribution of mean 1 and SD 1
#' # ----------------------------------------------------
#' posterior <- rnorm(1000, mean = 1, sd = 1)
#' p_significance(posterior)
#'
#' # Simulate a dataframe of posterior distributions
#' # -----------------------------------------------
#' df <- data.frame(replicate(4, rnorm(100)))
#' p_significance(df)
#' \dontrun{
#' # rstanarm models
#' # -----------------------------------------------
#' if (require("rstanarm")) {
#' model <- rstanarm::stan_glm(mpg ~ wt + cyl,
#' data = mtcars,
#' chains = 2, refresh = 0
#' )
#' p_significance(model)
#' }
#' }
#' @export
p_significance <- function(x, ...) {
UseMethod("p_significance")
}
#' @export
p_significance.default <- function(x, ...) {
stop(insight::format_message(paste0("'p_significance()' is not yet implemented for objects of class '", class(x)[1], "'.")), call. = FALSE)
}
#' @rdname p_significance
#' @export
p_significance.numeric <- function(x, threshold = "default", ...) {
threshold <- .select_threshold_ps(threshold = threshold)
psig <- max(
c(
length(x[x > abs(threshold)]) / length(x), # ps positive
length(x[x < -abs(threshold)]) / length(x) # ps negative
)
)
attr(psig, "threshold") <- threshold
attr(psig, "data") <- x
class(psig) <- unique(c("p_significance", "see_p_significance", class(psig)))
psig
}
#' @export
p_significance.data.frame <- function(x, threshold = "default", ...) {
obj_name <- insight::safe_deparse(substitute(x))
threshold <- .select_threshold_ps(threshold = threshold)
x <- .select_nums(x)
if (ncol(x) == 1) {
ps <- p_significance(x[, 1], threshold = threshold, ...)
} else {
ps <- sapply(x, p_significance, threshold = threshold, simplify = TRUE, ...)
}
out <- data.frame(
"Parameter" = names(x),
"ps" = as.numeric(ps),
row.names = NULL,
stringsAsFactors = FALSE
)
attr(out, "threshold") <- threshold
attr(out, "object_name") <- obj_name
class(out) <- unique(c("p_significance", "see_p_significance", class(out)))
out
}
#' @export
p_significance.draws <- function(x, threshold = "default", ...) {
p_significance(.posterior_draws_to_df(x), threshold = threshold, ...)
}
#' @export
p_significance.rvar <- p_significance.draws
#' @export
p_significance.parameters_simulate_model <- function(x, threshold = "default", ...) {
obj_name <- attr(x, "object_name")
if (!is.null(obj_name)) {
# first try, parent frame
model <- tryCatch(
{
get(obj_name, envir = parent.frame())
},
error = function(e) {
NULL
}
)
if (is.null(model)) {
# second try, global env
model <- tryCatch(
{
get(obj_name, envir = globalenv())
},
error = function(e) {
NULL
}
)
}
}
threshold <- .select_threshold_ps(model = model, threshold = threshold)
out <- p_significance.data.frame(x, threshold = threshold)
attr(out, "object_name") <- obj_name
out
}
#' @export
p_significance.MCMCglmm <- function(x, threshold = "default", ...) {
nF <- x$Fixed$nfl
out <- p_significance(as.data.frame(x$Sol[, 1:nF, drop = FALSE]), threshold = threshold, ...)
attr(out, "object_name") <- insight::safe_deparse(substitute(x))
out
}
#' @export
p_significance.BFBayesFactor <- function(x, threshold = "default", ...) {
out <- p_significance(insight::get_parameters(x), threshold = threshold, ...)
attr(out, "object_name") <- insight::safe_deparse(substitute(x))
out
}
#' @export
p_significance.mcmc <- function(x, threshold = "default", ...) {
p_significance(as.data.frame(x), threshold = threshold, ...)
}
#' @export
p_significance.bamlss <- function(x, threshold = "default", component = c("all", "conditional", "location"), ...) {
out <- p_significance(insight::get_parameters(x, component = component), threshold = threshold, ...)
out <- .add_clean_parameters_attribute(out, x)
out
}
#' @export
p_significance.bcplm <- function(x, threshold = "default", ...) {
p_significance(insight::get_parameters(x), threshold = threshold, ...)
}
#' @export
p_significance.mcmc.list <- p_significance.bcplm
#' @export
p_significance.bayesQR <- p_significance.bcplm
#' @export
p_significance.blrm <- p_significance.bcplm
#' @export
p_significance.BGGM <- p_significance.bcplm
#' @export
p_significance.emmGrid <- function(x, threshold = "default", ...) {
xdf <- insight::get_parameters(x)
out <- p_significance(xdf, threshold = threshold, ...)
attr(out, "object_name") <- insight::safe_deparse(substitute(x))
out
}
#' @export
p_significance.emm_list <- p_significance.emmGrid
#' @rdname p_significance
#' @export
p_significance.stanreg <- function(x, threshold = "default", effects = c("fixed", "random", "all"), component = c("location", "all", "conditional", "smooth_terms", "sigma", "distributional", "auxiliary"), parameters = NULL, verbose = TRUE, ...) {
effects <- match.arg(effects)
component <- match.arg(component)
threshold <- .select_threshold_ps(model = x, threshold = threshold)
data <- p_significance(
insight::get_parameters(x, effects = effects, component = component, parameters = parameters),
threshold = threshold
)
cleaned_parameters <- insight::clean_parameters(x)
out <- .prepare_output(data, cleaned_parameters, inherits(x, "stanmvreg"))
attr(out, "clean_parameters") <- cleaned_parameters
attr(out, "threshold") <- threshold
attr(out, "object_name") <- insight::safe_deparse(substitute(x))
class(out) <- class(data)
out
}
#' @export
p_significance.stanfit <- p_significance.stanreg
#' @export
p_significance.blavaan <- p_significance.stanreg
#' @rdname p_significance
#' @export
p_significance.brmsfit <- function(x, threshold = "default", effects = c("fixed", "random", "all"), component = c("conditional", "zi", "zero_inflated", "all"), parameters = NULL, verbose = TRUE, ...) {
effects <- match.arg(effects)
component <- match.arg(component)
threshold <- .select_threshold_ps(model = x, threshold = threshold)
data <- p_significance(
insight::get_parameters(x, effects = effects, component = component, parameters = parameters),
threshold = threshold
)
cleaned_parameters <- insight::clean_parameters(x)
out <- .prepare_output(data, cleaned_parameters)
attr(out, "clean_parameters") <- cleaned_parameters
attr(out, "threshold") <- threshold
attr(out, "object_name") <- insight::safe_deparse(substitute(x))
class(out) <- class(data)
out
}
# methods ---------------------------
#' @rdname as.numeric.p_direction
#' @export
as.numeric.p_significance <- function(x, ...) {
if ("data.frame" %in% class(x)) {
return(as.numeric(as.vector(x$ps)))
} else {
return(as.vector(x))
}
}
#' @method as.double p_significance
#' @export
as.double.p_significance <- as.numeric.p_significance
# helpers --------------------------
#' @keywords internal
.select_threshold_ps <- function(model = NULL, threshold = "default") {
# If a range is passed
if (length(threshold) > 1) {
if (length(unique(abs(threshold))) == 1) {
# If symmetric range
threshold <- abs(threshold[2])
} else {
stop("`threshold` should be 'default' or a numeric value (e.g., 0.1).", call. = FALSE)
}
}
# If default
if (all(threshold == "default")) {
if (!is.null(model)) {
threshold <- rope_range(model)[2]
} else {
threshold <- 0.1
}
} else if (!all(is.numeric(threshold))) {
stop("`threshold` should be 'default' or a numeric value (e.g., 0.1).", call. = FALSE)
}
threshold
}