Nothing
skip_on_cran()
if (!requireNamespace("cmdstanr", quietly = TRUE)) {
backend <- "rstan"
## if using rstan backend, models can crash on Windows
## so skip if on windows and cannot use cmdstanr
skip_on_os("windows")
} else {
if (isFALSE(is.null(cmdstanr::cmdstan_version(error_on_NA = FALSE)))) {
backend <- "cmdstanr"
}
}
dpois <- withr::with_seed(
seed = 12345, code = {
nGroups <- 100
nObs <- 20
theta.location <- matrix(rnorm(nGroups * 2), nrow = nGroups, ncol = 2)
theta.location[, 1] <- theta.location[, 1] - mean(theta.location[, 1])
theta.location[, 2] <- theta.location[, 2] - mean(theta.location[, 2])
theta.location[, 1] <- theta.location[, 1] / sd(theta.location[, 1])
theta.location[, 2] <- theta.location[, 2] / sd(theta.location[, 2])
theta.location <- theta.location %*% chol(matrix(c(1.5, -.25, -.25, .5^2), 2))
theta.location[, 1] <- theta.location[, 1] - 2.5
theta.location[, 2] <- theta.location[, 2] + 1
d <- data.table(
x = rep(rep(0:1, each = nObs / 2), times = nGroups))
d[, ID := rep(seq_len(nGroups), each = nObs)]
for (i in seq_len(nGroups)) {
d[ID == i, y := rpois(
n = nObs,
lambda = exp(1 + theta.location[i, 1] + theta.location[i, 2] * x))
]
}
copy(d)
})
res.samp <- dpois[, .(M = mean(y)), by = .(ID, x)][, .(M = mean(M)), by = x]
suppressWarnings(
mpois <- brms::brm(
y ~ 1 + x + (1 + x | ID), family = "poisson",
data = dpois, iter = 1000, warmup = 500, seed = 1234,
chains = 2, backend = backend,
save_pars = brms::save_pars(all = TRUE),
silent = 2, refresh = 0)
)
preddat <- data.frame(y = c(0, 0), x = c(0, 1), ID = 999)
res.integrate <- withr::with_seed(
seed = 1234, {
test0 <- prediction(object = mpois, data = preddat[1, ], posterior = TRUE,
effects = "integrateoutRE", k = 100L, CI = 0.95, CIType = "ETI")
test1 <- prediction(object = mpois, data = preddat[2, ], posterior = TRUE,
effects = "integrateoutRE", k = 100L, CI = 0.95, CIType = "ETI")
ame <- list(Summary = NULL, Posterior = test1$Posterior - test0$Posterior)
ame$Summary <- bsummary(ame$Posterior, CI = 0.95, CIType = "ETI")
list(
Summary = rbind(
test0$Summary, test1$Summary, ame$Summary),
Posterior = cbind(
test0$Posterior, test1$Posterior, ame$Posterior))
})
res.fixedonly <- withr::with_seed(
seed = 1234, {
test0 <- prediction(object = mpois, data = preddat[1, ], posterior = TRUE,
effects = "fixedonly", CI = 0.95, CIType = "ETI")
test1 <- prediction(object = mpois, data = preddat[2, ], posterior = TRUE,
effects = "fixedonly", CI = 0.95, CIType = "ETI")
ame <- list(Summary = NULL, Posterior = test1$Posterior - test0$Posterior)
ame$Summary <- bsummary(ame$Posterior, CI = 0.95, CIType = "ETI")
list(
Summary = rbind(
test0$Summary, test1$Summary, ame$Summary),
Posterior = cbind(
test0$Posterior, test1$Posterior, ame$Posterior))
})
test_that("prediction works to integrate out random effects in multilevel poisson models", {
expect_type(res.integrate, "list")
expect_equal(
c(ndraws(mpois), 3L),
dim(res.integrate$Posterior))
expect_true(all(
res.integrate$Posterior[, 1:2] >= 0))
expect_true(all(
res.integrate$Summary$M >= 0))
expect_true(abs(res.integrate$Summary$M[1] - res.samp$M[1]) < .15)
expect_true(abs(res.integrate$Summary$M[2] - res.samp$M[2]) < .20)
expect_true(abs(res.integrate$Summary$M[3] -
(res.samp$M[2] - res.samp$M[1])) < .15)
})
test_that("prediction works with fixed effects only in multilevel poisson models", {
expect_type(res.fixedonly, "list")
expect_equal(
c(ndraws(mpois), 3L),
dim(res.fixedonly$Posterior))
expect_true(all(
res.fixedonly$Posterior[, 1:2] >= 0))
expect_true(all(
res.fixedonly$Summary$M >= 0))
expect_true(res.fixedonly$Summary$M[1] < res.integrate$Summary$M[1])
expect_true(res.fixedonly$Summary$M[2] < res.integrate$Summary$M[2])
})
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.