Nothing
knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )
Enjoy this brief demonstration of the regression module
# Create normal distributed data with mean = 0 and standard deviation = 1 ## r = 0.5 data <- MASS::mvrnorm(n=100, mu=c(0, 0), Sigma=matrix(c(1, 0.5, 0.5, 1), 2), empirical=TRUE) # Add names colnames(data) <- c("x","y")
# Correlation stats::cor(data)[2] # Regression summary(stats::lm(y ~ x, data=data.frame(data)))
mcmc <- bfw::bfw(project.data = data, y = "y", x = "x", saved.steps = 50000, jags.model = "regression", jags.seed = 100, silent = TRUE) # Print the results round(mcmc$summary.MCMC[,3:7],3) #> Mode ESS HDIlo HDIhi n #> beta0[1]: Intercept -0.008 50000 -0.172 0.173 100 #> beta[1]: Y vs. X 0.492 51970 0.330 0.674 100 #> sigma[1]: Y vs. X 0.863 28840 0.760 1.005 100 #> zbeta0[1]: Intercept -0.008 50000 -0.172 0.173 100 #> zbeta[1]: Y vs. X 0.492 51970 0.330 0.674 100 #> zsigma[1]: Y vs. X 0.863 28840 0.760 1.005 100 #> R^2 (block: 1) 0.246 51970 0.165 0.337 100
# Create noise with mean = 10 / -10 and sd = 1 ## r = -1.0 noise <- MASS::mvrnorm(n=2, mu=c(10, -10), Sigma=matrix(c(1, -1, -1, 1), 2), empirical=TRUE) # Combine data biased.data <- rbind(data,noise)
# Correlation stats::cor(biased.data)[2] # Regression summary(stats::lm(y ~ x, data=data.frame(biased.data)))
mcmc.robust <- bfw::bfw(project.data = biased.data, y = "y", x = "x", saved.steps = 50000, jags.model = "regression", jags.seed = 100, run.robust = TRUE, silent = TRUE) # Print the results round(mcmc.robust$summary.MCMC[,3:7],3) #> Mode ESS HDIlo HDIhi n #> beta0[1]: Intercept -0.026 29844 -0.204 0.141 102 #> beta[1]: Y vs. X 0.430 29549 0.265 0.604 102 #> sigma[1]: Y vs. X 0.671 16716 0.530 0.842 102 #> zbeta0[1]: Intercept 0.138 28442 0.042 0.244 102 #> zbeta[1]: Y vs. X 0.430 29549 0.265 0.604 102 #> zsigma[1]: Y vs. X 0.392 16716 0.310 0.492 102 #> R^2 (block: 1) 0.236 29549 0.145 0.331 102
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