bayes_explore: bayes_explore

Description Usage Arguments Value Examples

Description

This function uses stan to allow the user to make a bayesian model from a frequentist one, allowing for easy bayesian conclusions (intervals, estimates, etc.). It will return the bayesian model, and output a couple plots - an estimate of the population's y-value distribution, and confidence intervals for the model parameters. Be aware of shinystan::launch_shinystan for a more interactive environment - use bayes_explore %>% shinystan::launch_shinystan

Usage

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bayes_explore(model, show_intercept = T, extra_plots = F, chains = 4,
  chain_length = 1000)

Arguments

model

a model, in lm or glm format

show_intercept

boolean. Toggles if the intercept is included in plots

extra_plots

boolean. Toggles trace and hex plots, if applicable (hex plot needs only two parameters)

chains

number of markov chains to calculate. Lower numbers trade accuracy for speed

chain_length

length of calculated markov chains. Lower numbers trade accuracy for speed

Value

a model and a series of plots

Estimated Population Curve

This plot shows the estimated values of the dependent (y) variable in the population at large

Posterior Distributions

This shows confidence intervals for each of the model's coefficients. These distributions can be used to make proper bayesian predictions - e.g. we are 80% confident that the true value of β_i is in this interval - as opposed to frequentist ones which use the calculated value and uncertainty to a null hypothesis' probabilty of error.

Examples

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bayes_explore(lm(mpg~., mtcars))
bayes_explore(lm(stack.loss~., stackloss), show_intercept=FALSE)
bayes_explore(lm(Fertility~0+., swiss))
bayes_explore(glm(am~0+mpg+wt, mtcars, family=binomial(link='logit')), extra_plots=TRUE)

grieman/grieman documentation built on May 17, 2019, 8:36 a.m.