R/pvalue.R

Defines functions pvalue

Documented in pvalue

#' Bayesian P-Value
#'
#' A Bayesian p-value (p) is here defined in terms of the quantile-based
#' (1-p) * 100% credible interval (CRI) that
#' just includes a threshold (Kery and Schaub 2011).
#' By default a p-value of 0.05 indicates that the 95% CRI just includes 0.
#'
#' @param x A numeric vector of MCMC values.
#' @inheritParams params
#' @return A number between 0 and 1.
#' @family summary
#' @references
#' Kery, M., and Schaub, M. 2011.
#' Bayesian population analysis using WinBUGS: a hierarchical perspective.
#' Academic Press, Boston. Available from <https://www.vogelwarte.ch/de/projekte/publikationen/bpa/>.
#' @export
#' @examples
#' pvalue(as.numeric(0:100))
pvalue <- function(x, threshold = 0, na_rm = FALSE) {
  chk_numeric(x)
  chk_number(threshold)

  if(anyNA(x)) {
    if(vld_false(na_rm)) return(NA_real_)
    x <- as.vector(x)
    x <- x[!is.na(x)]
  }
  if (!length(x)) {
    return(NA_real_)
  }
  n <- length(x)
  s1 <- sum(x < threshold)
  s2 <- sum(x > threshold)
  s <- min(s1, s2)
  s <- s * 2 # two sided p-value
  s <- s + n - s1 - s2 # include threshold values
  (s + 1) / (n + 1) # avoid pvalues of 0
}

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extras documentation built on Aug. 5, 2021, 9:07 a.m.