tidy-params: Tidy parameter selection
In bayesplot: Plotting for Bayesian Models

tidy-params

R Documentation

Tidy parameter selection

Description

Parameter selection in the style of dplyr and other tidyverse packages.

Usage

param_range(prefix, range, vars = NULL)

param_glue(pattern, ..., vars = NULL)

Arguments

prefix, range

For param_range() only, prefix is a string naming a parameter and range is an integer vector providing the indices of a subset of elements to select. For example, using

  param_range("beta", c(1,2,8))

would select parameters named beta[1], beta[2], and beta[8]. param_range() is only designed for the case that the indices are integers surrounded by brackets. If there are no brackets use num_range().

vars

NULL or a character vector of parameter names to choose from. This is only needed for the atypical use case of calling the function as a standalone function outside of vars(), select(), etc. Typically this is left as NULL and will be set automatically for the user.

pattern, ...

For param_glue() only, pattern is a string containing expressions enclosed in braces and ... should be named arguments providing one character vector per expression in braces in pattern. It is easiest to describe how to use these arguments with an example:

param_glue("beta_{var}[{level}]",
           var = c("age", "income"),
           level = c(3,8))

would select parameters with names "beta_age[3]", "beta_income[3]", "beta_age[8]", "beta_income[8]".

Details

As of version ⁠1.7.0⁠, bayesplot allows the pars argument for MCMC plots to use "tidy" variable selection (in the style of the dplyr package). The vars() function is re-exported from dplyr for this purpose.

Features of tidy selection includes direct selection (vars(alpha, sigma)), everything-but selection (vars(-alpha)), ranged selection (vars(`beta[1]`:`beta[3]`)), support for selection functions (vars(starts_with("beta"))), and combinations of these features. See the Examples section, below.

When using pars for tidy parameter selection, the regex_pars argument is ignored because bayesplot supports using tidyselect helper functions (starts_with(), contains(), num_range(), etc.) for the same purpose. bayesplot also exports some additional helper functions to help with parameter selection:

param_range(): like num_range() but used when parameter indexes are in brackets (e.g. beta[2]).
param_glue(): for more complicated parameter names with multiple indexes (including variable names) inside the brackets (e.g., ⁠beta[(Intercept) age_group:3]⁠).

These functions can be used inside of vars(), dplyr::select(), and similar functions, just like the tidyselect helper functions.

Extra Advice

Parameter names in vars() are not quoted. When the names contain special characters like brackets, they should be wrapped in backticks, as in vars(`beta[1]`).

To exclude a range of variables, wrap the sequence in parentheses and then negate it. For example, (vars(-(`beta[1]`:`beta[3]`))) would exclude beta[1], beta[2], and beta[3].

vars() is a helper function. It holds onto the names and expressions used to select columns. When selecting variables inside a bayesplot function, use vars(...): mcmc_hist(data, pars = vars(alpha)). When using select() to prepare a dataframe for a bayesplot function, do not use vars(): data %>% select(alpha) %>% mcmc_hist().

Internally, tidy selection works by converting names and expressions into position numbers. As a result, integers will select parameters; vars(1, 3) selects the first and third ones. We do not endorse this approach because positions might change as variables are added and removed from models. To select a parameter that happens to be called 1, use backticks to escape it vars(`1`).

Examples

x <- example_mcmc_draws(params = 6)
dimnames(x)
mcmc_hex(x, pars = vars(alpha, `beta[2]`))
mcmc_dens(x, pars = vars(sigma, contains("beta")))
mcmc_hist(x, pars = vars(-contains("beta")))

# using the param_range() helper
mcmc_hist(x, pars = vars(param_range("beta", c(1, 3, 4))))


#############################
## Examples using rstanarm ##
#############################
if (requireNamespace("rstanarm", quietly = TRUE)) {
  # see ?rstanarm::example_model
  fit <- example("example_model", package = "rstanarm", local=TRUE)$value
  print(fit)
  posterior <- as.data.frame(fit)
  str(posterior)

  color_scheme_set("brightblue")
  mcmc_hist(posterior, pars = vars(size, contains("period")))

  # same as previous but using dplyr::select() and piping
  library("dplyr")
  posterior %>%
    select(size, contains("period")) %>%
    mcmc_hist()

  mcmc_intervals(posterior, pars = vars(contains("herd")))
  mcmc_intervals(posterior, pars = vars(contains("herd"), -contains("Sigma")))

  bayesplot_theme_set(ggplot2::theme_dark())
  color_scheme_set("viridisC")
  mcmc_areas_ridges(posterior, pars = vars(starts_with("b[")))

  bayesplot_theme_set()
  color_scheme_set("purple")
  not_789 <- vars(starts_with("b["), -matches("[7-9]"))
  mcmc_intervals(posterior, pars = not_789)

  # using the param_glue() helper
  just_149 <- vars(param_glue("b[(Intercept) herd:{level}]", level = c(1,4,9)))
  mcmc_intervals(posterior, pars = just_149)

  # same but using param_glue() with dplyr::select()
  # before passing to bayesplot
  posterior %>%
    select(param_glue("b[(Intercept) herd:{level}]",
                      level = c(1, 4, 9))) %>%
    mcmc_intervals()
}

## Not run: 
###################################
## More examples of param_glue() ##
###################################
library(dplyr)
posterior <- tibble(
  b_Intercept = rnorm(1000),
  sd_condition__Intercept = rexp(1000),
  sigma = rexp(1000),
  `r_condition[A,Intercept]` = rnorm(1000),
  `r_condition[B,Intercept]` = rnorm(1000),
  `r_condition[C,Intercept]` = rnorm(1000),
  `r_condition[A,Slope]` = rnorm(1000),
  `r_condition[B,Slope]` = rnorm(1000)
)
posterior

# using one expression in braces
posterior %>%
  select(
    param_glue("r_condition[{level},Intercept]", level = c("A", "B"))
  ) %>%
  mcmc_hist()

# using multiple expressions in braces
posterior %>%
   select(
     param_glue(
       "r_condition[{level},{type}]",
        level = c("A", "B"),
        type = c("Intercept", "Slope"))
   ) %>%
   mcmc_hist()

## End(Not run)

bayesplot documentation built on May 29, 2024, 2:27 a.m.