calculate: calculate greta arrays given fixed values

In greta: Simple and Scalable Statistical Modelling in R

calculate greta arrays given fixed values

Description

Calculate the values that greta arrays would take, given temporary, or simulated values for the greta arrays on which they depend. This can be used to check the behaviour of your model, make predictions to new data after model fitting, or simulate datasets from either the prior or posterior of your model.

Usage

calculate(
  ...,
  values = list(),
  nsim = NULL,
  seed = NULL,
  precision = c("double", "single"),
  trace_batch_size = 100
)

Arguments

...	one or more greta_arrays for which to calculate the value
values	a named list giving temporary values of the greta arrays with which target is connected, or a greta_mcmc_list object returned by mcmc().
nsim	an optional positive integer scalar for the number of responses to simulate if stochastic greta arrays are present in the model - see Details.
seed	an optional seed to be used in set.seed immediately before the simulation so as to generate a reproducible sample
precision	the floating point precision to use when calculating values.
trace_batch_size	the number of posterior samples to process at a time when target is a greta_mcmc_list object; reduce this to reduce memory demands

Details

The greta arrays named in values need not be variables, they can also be other operations or even data.

At present, if values is a named list it must contain values for all of the variable greta arrays with which target is connected, even values are given for intermediate operations, or the target doesn't depend on the variable. That may be relaxed in a future release.

If the model contains stochastic greta arrays; those with a distribution, calculate can be used to sample from these distributions (and all greta arrays that depend on them) by setting the nsim argument to a positive integer for the required number of samples. If values is specified (either as a list of fixed values or as draws), those values will be used, and remaining variables will be sampled conditional on them. Observed data with distributions (i.e. response variables defined with distribution() can also be sampled, provided they are defined as greta arrays. This behaviour can be used for a number of tasks, like simulating datasets for known parameter sets, simulating parameters and data from a set of priors, or simulating datasets from a model posterior. See some examples of these below.

Value

Values of the target greta array(s), given values of the greta arrays on which they depend (either specified in values or sampled from their priors). If values is a greta_mcmc_list() and nsim = NULL, this will be a greta_mcmc_list object of posterior samples for the target greta arrays. Otherwise, the result will be a named list of numeric R arrays. If nsim = NULL the dimensions of returned numeric R arrays will be the same as the corresponding greta arrays, otherwise an additional dimension with nsim elements will be prepended, to represent multiple simulations.

Examples

## Not run: 

# define a variable greta array, and another that is calculated from it
# then calculate what value y would take for different values of x
x <- normal(0, 1, dim = 3)
a <- lognormal(0, 1)
y <- sum(x^2) + a
calculate(y, values = list(x = c(0.1, 0.2, 0.3), a = 2))

# by setting nsim, you can also sample values from their priors
calculate(y, nsim = 3)

# you can combine sampling and fixed values
calculate(y, values = list(a = 2), nsim = 3)

# if the greta array only depends on data,
# you can pass an empty list to values (this is the default)
x <- ones(3, 3)
y <- sum(x)
calculate(y)

# define a model
alpha <- normal(0, 1)
beta <- normal(0, 1)
sigma <- lognormal(1, 0.1)
y <- as_data(iris$Petal.Width)
mu <- alpha + iris$Petal.Length * beta
distribution(y) <- normal(mu, sigma)
m <- model(alpha, beta, sigma)

# sample values of the parameters, or different observation data (y), from
# the priors (useful for prior # predictive checking) - see also
# ?simulate.greta_model
calculate(alpha, beta, sigma, nsim = 100)
calculate(y, nsim = 100)

# calculate intermediate greta arrays, given some parameter values (useful
# for debugging models)
calculate(mu[1:5], values = list(alpha = 1, beta = 2, sigma = 0.5))
calculate(mu[1:5], values = list(alpha = -1, beta = 0.2, sigma = 0.5))

# simulate datasets given fixed parameter values
calculate(y, values = list(alpha = -1, beta = 0.2, sigma = 0.5), nsim = 10)

# you can use calculate in conjunction with posterior samples from MCMC, e.g.
# sampling different observation datasets, given a random set of these
# posterior samples - useful for posterior predictive model checks
draws <- mcmc(m, n_samples = 500)
calculate(y, values = draws, nsim = 100)

# you can use calculate on greta arrays created even after the inference on
# the model - e.g. to plot response curves
petal_length_plot <- seq(min(iris$Petal.Length),
  max(iris$Petal.Length),
  length.out = 100
)
mu_plot <- alpha + petal_length_plot * beta
mu_plot_draws <- calculate(mu_plot, values = draws)
mu_est <- colMeans(mu_plot_draws[[1]])
plot(mu_est ~ petal_length_plot,
  type = "n",
  ylim = range(mu_plot_draws[[1]])
)
apply(mu_plot_draws[[1]], 1, lines,
  x = petal_length_plot, col = grey(0.8)
)
lines(mu_est ~ petal_length_plot, lwd = 2)

# trace_batch_size can be changed to trade off speed against memory usage
# when calculating. These all produce the same result, but have increasing
# memory requirements:
mu_plot_draws_1 <- calculate(mu_plot,
  values = draws,
  trace_batch_size = 1
)
mu_plot_draws_10 <- calculate(mu_plot,
  values = draws,
  trace_batch_size = 10
)
mu_plot_draws_inf <- calculate(mu_plot,
  values = draws,
  trace_batch_size = Inf
)

## End(Not run)

greta documentation built on Sept. 8, 2022, 5:10 p.m.