Nothing
#' @title b_ttest
#' @description Bayesian t-test.
#' @import rstan
#' @export
#' @param data Numeric vector of values on which the fit will be based.
#' @param priors List of parameters and their priors - b_prior objects. You can put a prior on the mu (mean) and sigma (variance) parameters (default = NULL).
#' @param warmup Integer specifying the number of warmup iterations per chain (default = 1000).
#' @param iter Integer specifying the number of iterations (including warmup, default = 2000).
#' @param chains Integer specifying the number of parallel chains (default = 4).
#' @param seed Random number generator seed (default = NULL).
#' @param refresh Frequency of output (default = NULL).
#' @param control A named list of parameters to control the sampler's behavior (default = NULL).
#' @param suppress_warnings Suppress warnings returned by Stan (default = TRUE).
#' @return An object of class `ttest_class`.
#'
#' @examples
#' \donttest{
#' # priors
#' mu_prior <- b_prior(family="normal", pars=c(0, 1000))
#' sigma_prior <- b_prior(family="uniform", pars=c(0, 500))
#' nu_prior <- b_prior(family="normal", pars=c(2000, 1000))
#'
#' # attach priors to relevant parameters
#' priors <- list(c("mu", mu_prior),
#' c("sigma", sigma_prior),
#' c("nu", nu_prior))
#'
#' # generate some data
#' data <- rnorm(20, mean=150, sd=20)
#'
#' # fit
#' fit <- b_ttest(data=data, priors=priors, chains=1)
#' }
#'
b_ttest <- function(data,
priors=NULL,
warmup=1000,
iter=2000,
chains=4,
seed=NULL,
refresh=NULL,
control=NULL,
suppress_warnings=TRUE) {
# multi core
if (chains > 1) {
options(mc.cores = parallel::detectCores())
}
# prepare data
n <- length(data)
# prior ids and values
p_ids <- rep(0, 3)
p_values <- rep(0, 6)
# parameter mapping
df_pars <- data.frame(par=c("mu", "sigma", "nu"), index=c(1, 2, 3))
# priors
if (!is.null(priors)) {
for (p in priors) {
par <- p[[1]]
prior <- p[[2]]
# get parameter index
id <- 0
par_id <- df_pars[df_pars$par==par,]
if (nrow(par_id) > 0) {
id <- par_id$index
} else {
wrong_prior <- "Provided an unknown parameter for prior, use \"nu\", \"mu\" or \"sigma\"."
warning(wrong_prior)
return()
}
# set prior family id
p_ids[id] <- get_prior_id(prior)
if (p_ids[id] == 0) {
wrong_prior <- "Provided an unknown prior family, use \"uniform\", \"normal\", \"gamma\" or \"beta\"."
warning(wrong_prior)
return()
}
# set parameter values
if (length(prior@pars) != 2) {
wrong_pars <- "Incorrect prior parameters, provide a vector of 2 numerical values."
warning(wrong_pars)
return()
}
p_values[2*id-1] <- prior@pars[1]
p_values[2*id] <- prior@pars[2]
}
}
# put data together
stan_data <- list(n = n,
y = data,
p_ids = p_ids,
p_values = p_values)
# set seed
if (is.null(seed)) {
seed <- sample.int(.Machine$integer.max, 1)
}
# set output frequency
if (is.null(refresh)) {
refresh <- max(iter/10, 1)
}
# fit
if (suppress_warnings) {
fit <- suppressWarnings(sampling(stanmodels$ttest,
data=stan_data,
warmup=warmup,
iter=iter,
chains=chains,
seed=seed,
refresh=refresh,
control=control))
} else {
fit <- sampling(stanmodels$ttest,
data=stan_data,
warmup=warmup,
iter=iter,
chains=chains,
seed=seed,
refresh=refresh,
control=control)
}
# extract and parse into a list
extract_raw <- extract(fit, permuted=FALSE)
extract <- NULL
samples <- iter - warmup
for (i in 1:samples) {
extract <- rbind(extract, extract_raw[i, 1,])
}
extract <- as.list(data.frame(extract))
# create output class
out <- ttest_class(extract=extract, fit=fit, data=data)
# return
return(out)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.