Package 'HuraultMisc'

Approximate equal

Description

Compute whether x and y are approximately equal given a tolerance level

Usage

approx_equal(x, y, tol = .Machine$double.eps^0.5)

x %~% y

Arguments

x	Numeric scalar.
y	Numeric scalar.
tol	Tolerance.

Value

Boolean

Examples

approx_equal(1, 1)
1 %~% (1 + 1e-16)
1 %~% 1.01

---

A colour blind friendly palette (with black)

Description

Shortcut for c("#000000", "#E69F00", "#56B4E9", "#009E73", "#F0E442", "#0072B2", "#D55E00", "#CC79A7").

Usage

cbbPalette

Format

An object of class character of length 8.

Source

Cookbook for R

Examples

library(ggplot2)
library(dplyr)
df <- data.frame(palette = HuraultMisc::cbbPalette) %>%
mutate(palette = factor(palette, levels = palette))

ggplot(data = df, aes(x = palette, fill = palette, y = 0)) +
geom_tile() +
  scale_fill_manual(values = levels(df$palette)) +
  coord_cartesian(expand = FALSE) +
  labs(x = "", y = "") +
  theme_classic(base_size = 15) +
  theme(legend.position = "none")

---

Change column names of a dataframe

Description

Change column names of a dataframe

Usage

change_colnames(df, current_names, new_names)

Arguments

df	Dataframe
current_names	Vector of column names to change.
new_names	Vector of new names.

Value

Dataframe with new column names

Examples

## Not run: 
df <- data.frame(A = 1:2, B = 3:4, C = 5:6)
df <- change_colnames(df, c("A", "C"), c("Aa", "Cc"))

## End(Not run)

---

Estimate calibration given forecasts and corresponding outcomes

Description

Estimate calibration given forecasts and corresponding outcomes

Usage

compute_calibration(
  forecast,
  outcome,
  method = c("smoothing", "binning"),
  CI = NULL,
  binwidth = NULL,
  ...
)

Arguments

forecast	Vector of probability forecasts.
outcome	Vector of observations (0 or 1).
method	Method used to estimate calibration, either "smoothing" or "binning".
CI	Confidence level (e.g. 0.95). CI not computed if NULL (CI can be expensive to compute for LOWESS).
binwidth	Binwidth when calibration is estimated by binning. If NULL, automatic bin width selection with Sturges' method.
...	Arguments of stats::loess() function (e.g. span).

Value

Dataframe with columns Forecast (bins), Frequency (frequency of outcomes in the bin), Lower (lower bound of the CI) and Upper (upper bound of the CI).

Examples

N <- 1e4
f <- rbeta(N, 1, 1)
o <- sapply(f, function(x) {rbinom(1, 1, x)})
lapply(c("binning", "smoothing"),
       function(m) {
         cal <- compute_calibration(f, o, method = m)
         with(cal, plot(Forecast, Frequency, type = "l"))
         abline(c(0, 1), col = "red")
       })

---

Compute resolution of forecasts, normalised by the uncertainty

Description

The resolution is computed as the mean squared distance to a base rate (reference forecast) and is then normalised by the uncertainty (maximum resolution). This means the output is between 0 and 1, 1 corresponding to the maximum resolution.

Usage

compute_resolution(f, p0)

Arguments

f	Vector of forecasts
p0	Vector of base rate. In the case rate is usually the prevalence of a uniform forecast (e.g. 1 / number of categories) but can depend on the observation (hence the vector).

Value

Vector of resolution values

Examples

compute_resolution(seq(0, 1, .1), 0.5)

---

Compute RPS for a single forecast

Description

Compute RPS for a single forecast

Usage

compute_RPS(forecast, outcome)

Arguments

forecast	Vector of length N (forecast).
outcome	Index of the true outcome (between 1 and N).

Value

RPS (numeric scalar)

Examples

compute_RPS(c(.2, .5, .3), 2)

---

Compute Bayesian R-squared from matrix of posterior replications

Description

The approach is not fully Bayesian and provides a global estimate rather than an estimate for each sample (this is because the predictive means and residual variance are estimated from replications than given by the model).

Usage

compute_rsquared(yrep)

Arguments

yrep	Matrix with rows representing samples and columns representing observations

Value

Bayesian R-squared (scalar, between 0 and 1)

References

A. Gelman, B. Goodrich, J. Gabry, and A. Vehtari, “R-squared for Bayesian Regression Models,” Am. Stat., vol. 73, no. 3, pp. 307–309, Jul. 2019

Examples

N <- 50
N_sample <- 1e2
y <- runif(N, 0, 10)
yrep <- do.call(cbind,
                lapply(1:N,
                       function(i) {
                         y[i] + rnorm(N_sample)
                       }))
compute_rsquared(yrep)

---

Coverage probability

Description

Compute and plot coverage of CI for different confidence level. Useful for fake data check.

Usage

compute_coverage(
  post_samples,
  truth,
  CI = seq(0, 1, 0.05),
  type = c("eti", "hdi")
)

plot_coverage(
  post_samples,
  truth,
  CI = seq(0, 1, 0.05),
  type = c("eti", "hdi")
)

Arguments

post_samples	Matrix of posterior samples. Rows represent a sample and columns represent variables.
truth	Vector of true parameter values (should be the same length as the number of columns in post_samples).
CI	Vector of confidence levels.
type	Type of confidence intervals: either "eti" (equal-tailed intervals) or "hdi" (highest density intervals).

Value

compute_coverage returns a Dataframe containing coverage (and 95% uncertainty interval for the coverage) for different confidence level (nominal coverage). plot_coverage returns a ggplot of the coverage as the function of the nominal coverage with 95% uncertainty interval.

Examples

N <- 100
N_post <- 1e3
truth <- rep(0, N)
post_samples <- sapply(rnorm(N, 0, 1), function(x) {rnorm(N_post, x, 1)})

compute_coverage(post_samples, truth)
plot_coverage(post_samples, truth)

---

Compute empirical p-values

Description

Compute empirical p-values

Usage

empirical_pval(t_rep, t, alternative = c("two.sided", "less", "greater"))

Arguments

t_rep	Vector of samples from a distribution.
t	Observation (numeric scalar).
alternative	Indicates the alternative hypothesis: must be one of "two.sided", "greater" or "less".

Value

Empirical p-value.

Examples

empirical_pval(rnorm(1e2), 2)

---

Extract confidence intervals from a vector of samples

Description

Extract confidence intervals from a vector of samples

Usage

extract_ci(x, CI_level = seq(0.1, 0.9, 0.1), type = c("eti", "hdi"))

Arguments

x	Vector of samples from a distribution.
CI_level	Vector containing the level of the confidence/credible intervals.
type	"eti" for equal-tailed intervals and "hdi" for highest density intervals.

Value

Dataframe with columns: Lower, Upper, Level.

Examples

x <- rexp(1e4)
extract_ci(x, type = "eti")
extract_ci(x, type = "hdi")

---

Extract a distribution represented by samples

Description

The distribution can be extracted as:

• a probability density function (type = "continuous"), cf. extract_pdf().

• a probability mass function (type = "discrete"), cf. extract_pmf().

• a series of equal-tailed confidence/credible intervals (type = "eti"), cf. extract_ci().

• a series of highest density confidence/credible intervals (type = "hdi"), cf. extract_ci().

Usage

extract_distribution(
  object,
  parName = "",
  type = c("continuous", "discrete", "eti", "hdi"),
  transform = identity,
  ...
)

Arguments

object	Object specifying the distribution as samples: can be a Stanfit object, a matrix (columns represents parameters, rows samples) or a vector.
parName	Name of the parameter to extract.
type	Indicates how the distribution is summarised.
transform	Function to apply to the samples.
...	Arguments to pass to extract_pmf(), extract_pdf() or extract_ci() depending on type.

Value

Dataframe. The columns depends on the method that is used (see specific function for details).

Alternative

This function can notably be used to prepare the data for plotting fan charts when type = "eti" or "hdi". In that case, the ggdist package offers an alternative with ggdist::stat_lineribbon().

See Also

extract_draws() for extracting draws of an object.

Examples

extract_distribution(runif(1e2), type = "continuous", support = c(0, 1))

---

Extract parameters' draws

Description

Extract parameters' draws

Usage

extract_draws(obj, draws)

Arguments

obj	Array/Vector/Matrix of draws (cf. first dimension) or list of it.
draws	Vector of draws to extract.

Value

Dataframe with columns: Draw, Index, Value and Parameter.

Examples

x <- rnorm(1e3)
X <- matrix(x, ncol = 10)
a <- array(rnorm(80), dim = c(10, 2, 2, 2))
extract_draws(x, sample(1:length(x), 10))
extract_draws(X, sample(1:nrow(X), 10)) %>% head()
extract_draws(a, sample(1:10, 5)) %>% head()
extract_draws(list(x = x, X = X, a = a), 1:10) %>% head()

---

Extract multiple indices inside bracket(s) as a list

Description

Extract multiple indices inside bracket(s) as a list

Usage

extract_index_nd(x, dim_names = NULL)

Arguments

x	Character vector.
dim_names	Optional character vector of dimension names. If dim_names is not NULL, if the elements of x don't have the same number of indices, the missing indices will be set to NA.

Value

Dataframe with columns:

• Variable, containing x where brackets have been removed

• Index, a list containing values within the brackets. If dim_names is not NULL, Index is replaced by columns with names dim_names containing numeric values.

Examples

extract_index_nd(c("sigma", "sigma[1]", "sigma[1, 1]", "sigma[1][2]"))

---

Extract parameters from a single draw

Description

Extract parameters from a single draw

Usage

extract_parameters_from_draw(fit, param, draw)

Arguments

fit	Stanfit object.
param	Vector of parameter names.
draw	Index of the draw to extract the parameters from.

Value

Dataframe

Note

Useful for to generate fake data.

Alternative

The 'tidybayes' package offers an alternative to this function, for example:

fit %>% tidy_draws() %>% gather_variables() %>% filter(.draw == draw & .variable %in% param)

However, the 'tidybayes' version is less efficient as all draws and parameters are extracted and then filtered (also the draw IDs are not the same). Using 'tidybayes' would be more recommended when we only want to extract specific parameters, and that it does not matter which draw are extracted (in that case using tidybayes::spread_draws()).

---

Extract probability density function from vector of samples

Description

Extract probability density function from vector of samples

Usage

extract_pdf(x, support = NULL, n_density = 2^7)

Arguments

x	Vector of samples from a distribution.
support	Vector of length 2 corresponding to the range of the distribution. Can be NULL.
n_density	Number of equally spaced points at which the density is to be estimated (better to use a power of 2).

Value

Dataframe with columns: Value, Density.

Examples

extract_pdf(rnorm(1e3)) %>% head()

---

Extract probability mass function from vector of samples

Description

Extract probability mass function from vector of samples

Usage

extract_pmf(x, support = NULL)

Arguments

x	Vector of samples from a distribution.
support	Vector of all possible values that the distribution can take. Can be NULL.

Value

Dataframe with columns: Value, Probability.

Examples

extract_pmf(round(rnorm(1e3, 0, 10))) %>% head()

---

Change the type of the column of a dataframe from factor to numeric

Description

Change the type of the column of a dataframe from factor to numeric

Usage

factor_to_numeric(df, factor_name)

Arguments

df	Dataframe.
factor_name	Vector of names of factors to change to numeric.

Value

Same dataframe with type of the given columns changed to numeric.

Examples

df <- data.frame(A = rep(1:5, each = 10))
df$A <- factor(df$A)
str(df)
df <- factor_to_numeric(df, "A")
str(df)

---

Test whether x is of length 1

Description

Test whether x is of length 1

Usage

is_scalar(x)

Arguments

x	Object to be tested.

Value

Logical

Examples

is_scalar(1) # TRUE
is_scalar("a") # TRUE
is_scalar(c(1, 2)) # FALSE

---

Test whether an object is of class "stanfit"

Description

Test whether an object is of class "stanfit"

Usage

is_stanfit(obj)

Arguments

obj

Object.

Value

Boolean

---

Test whether x is a whole number

Description

• is_wholenumber() uses base::round() to test whether x is a whole number, it will therefore issue an error if x is not of mode numeric. If used in base::stopifnot() for example, this won't be a problem but it may be in conditionals.

• is_scalar_wholenumber() comes with the additional argument check_numeric to check whether x is a numeric before checking it is a whole number.

Usage

is_wholenumber(x, tol = .Machine$double.eps^0.5)

is_scalar_wholenumber(x, check_numeric = TRUE, ...)

Arguments

x	Object to be tested
tol	Tolerance
check_numeric	Whether to check whether x is a numeric
...	Arguments to pass to is_wholenumber()

Value

Logical

Examples

is_wholenumber(1) # TRUE
is_wholenumber(1.0) # TRUE
is_wholenumber(1.1) # FALSE
is_scalar_wholenumber(1) # TRUE
is_scalar_wholenumber(c(1, 2)) # FALSE

---

Logit and Inverse logit

Description

Logit and Inverse logit

Usage

logit(x)

inv_logit(x)

Arguments

x	Numeric vector.

Value

Numeric vector.

Examples

logit(0.5)
inv_logit(0)

---

Posterior Predictive p-value

Description

Compute and plot posterior predictive p-value (Bayesian p-value) from samples of a distribution. The simulations and observations are first summarised into a test statistics, then the test statistic of the observations is compared to the test statistic of the empirical distribution.

Usage

post_pred_pval(
  yrep,
  y,
  test_statistic = mean,
  alternative = c("two.sided", "less", "greater"),
  plot = FALSE
)

Arguments

yrep	Matrix of posterior replications with rows corresponding to samples and columns to simulated observations.
y	Vector of observations.
test_statistic	Function of the test statistic to compute the p-value for.
alternative	Indicates the alternative hypothesis: must be one of "two.sided", "greater" or "less".
plot	Whether to output a plot visualising the distribution of the test statistic.

Value

List containing the p-value and (optionally) a ggplot.

Examples

post_pred_pval(matrix(rnorm(1e3), ncol = 10), rnorm(10), plot = TRUE)

---

Posterior Predictive Check for Stan model

Description

Plot the distribution density of parameters within a same group from a single/multiple draw of the posterior distribution. In the case of a hierarchical model, we might look at the distribution of patient parameter and compare it to the prior for the population distribution.

Usage

PPC_group_distribution(obj, parName = "", nDraws = 1)

Arguments

obj	Matrix (rows: samples, cols: parameter) or Stanfit object.
parName	Name of the observation-dependent (e.g. patient-dependent) parameter to consider (optional when obj is a matrix).
nDraws	Number of draws to plot

Value

Ggplot of the distribution

References

A. Gelman, J. B. B. Carlin, H. S. S. Stern, and D. B. B. Rubin, Bayesian Data Analysis (Chapter 6), Third Edition, 2014.

Examples

X <- matrix(rnorm(1e3), ncol = 10)
PPC_group_distribution(X, "", 10)

---

Compare prior to posterior

Description

• combine_prior_posterior subsets and binds the prior and posterior dataframes.

• plot_prior_posterior plots posterior CI alongside prior CI.

• compute_prior_influence computes diagnostics of how the posterior is influenced by the prior.

• plot_prior_influence plots diagnostics from compute_prior_influence. check_model_sensitivity is a deprecated alias of plot_prior_influence.

Usage

combine_prior_posterior(prior, post, pars = NULL, match_exact = TRUE)

plot_prior_posterior(
  prior,
  post,
  pars = NULL,
  match_exact = TRUE,
  lb = "5%",
  ub = "95%"
)

compute_prior_influence(
  prior,
  post,
  pars = NULL,
  match_exact = TRUE,
  remove_index_prior = TRUE
)

plot_prior_influence(prior, post, pars = NULL, match_exact = TRUE)

check_model_sensitivity(prior, post, pars = NULL)

Arguments

prior	Dataframe of prior parameter estimates. The dataframe is expected to have columns Variable, Mean. For plot_prior_posterior(), the columns lb and ub should also be present. For compute_prior_influence() and plot_prior_influence(), the columns Index and sd should also be present.
post	Dataframe of posterior parameter estimates, with same columns as prior.
pars	Vector of parameter names to plot. Defaults to all parameters presents in post and prior.
match_exact	Logical indicating whether parameters should be matched exactly (e.g. p does not match ⁠p\[1\]⁠).
lb	Name of the column in prior and post corresponding to lower bound of error bar
ub	Name of the column in prior and post corresponding to upper bound of error bar
remove_index_prior	Whether to remove the index variable for prior except the first one. This is useful if a parameter with multiple index have the same prior distribution (e.g. with subject parameters, when prior does not contain as many subjects as post for computational reasons).

Details

• Posterior shrinkage (PostShrinkage = 1 - Var(Post) / Var(Prior)), capturing how much the model is learning. Shrinkage near 0 indicates that the data provides little information beyond the prior. Shrinkage near 1 indicates that the data is much more informative than the prior.

• 'Mahalanobis' distance between the mean posterior and the prior (DistPrior), capturing whether the prior "includes" the posterior.

Value

• combine_prior_posterior returns a dataframe with the same columns as in prior and post and a column Distribution.

• compute_prior_influence returns a dataframe with columns: Variable, Index, PostShrinkage, DistPrior.

• plot_prior_posterior and plot_prior_influence returns a ggplot object.

Note

For plot_prior_posterior, parameters with the same name but different indices are plotted together. If their prior distribution is the same, it can be useful to only keep one index in prior. If not, we can use match_exact = FALSE to plot parameter[1] and parameter[2] separately.

References

M. Betancourt, “Towards a Principled Bayesian Workflow”, 2018.

Examples

library(dplyr)

prior <- data.frame(Variable = c("a", "b"),
                    Mean = c(0, 0),
                    sd = c(10, 5),
                    Index = c(NA, NA)) %>%
  mutate(`5%` = qnorm(.05, mean = Mean, sd = sd),
         `95%` = qnorm(.95, mean = Mean, sd = sd))

post <- data.frame(Variable = c("a", "a", "b"),
                   Mean = c(-1, 1, 2),
                   sd = c(3, 4, 1),
                   Index = c(1, 2, NA)) %>%
  mutate(`5%` = qnorm(.05, mean = Mean, sd = sd),
         `95%` = qnorm(.95, mean = Mean, sd = sd))

plot_prior_posterior(prior, post)

plot_prior_influence(prior, post, pars = c("a", "b"))

---

Extract posterior predictive distribution

Description

Extract posterior predictive distribution

Usage

process_replications(
  fit,
  idx = NULL,
  parName,
  bounds = NULL,
  type = c("continuous", "discrete", "eti", "hdi"),
  ...
)

Arguments

fit	Stanfit object.
idx	Dataframe for translating the indices of the parameters into more informative variable (can be NULL).
parName	Name of the parameter to extract.
bounds	NULL or vector of length 2 representing the bounds of the distribution if it needs to be truncated.
type	Indicates how the distribution is summarised.
...	Parameters to be passed to extract_distribution().

Value

Dataframe.

---

Extract summary statistics

Description

Extract summary statistics

Usage

summary_statistics(fit, pars, probs = c(0.05, 0.25, 0.5, 0.75, 0.95))

Arguments

fit	Stanfit object.
pars	Character vector of parameters to extract. Defaults to all parameters.
probs	Numeric vector of quantiles to extract.

Value

Dataframe of posterior summary statistics

Alternative

The tidybayes package offers an alternative to this function, for example: fit %>% tidy_draws() %>% gather_variables() %>% mean_qi(). However, this does not provide information about Rhat or Neff, nor does it process the indexes. The tidybayes package is more useful for summarising the distribution of a handful of parameters (using tidybayes::spread_draws()).

---