Expected Values from the Posterior Predictive Distribution

Source: R/mcpfit_methods.R

Expected Values from the Posterior Predictive Distribution

# S3 method for mcpfit
fitted(
  object,
  newdata = NULL,
  summary = TRUE,
  probs = TRUE,
  rate = TRUE,
  prior = FALSE,
  which_y = "ct",
  varying = TRUE,
  arma = TRUE,
  nsamples = NULL,
  samples_format = "tidy",
  scale = "response",
  ...
)

Arguments

object

An mcpfit object.
newdata

A tibble or a data.frame containing predictors in the model. If NULL (default), the original data is used.
summary

Summarise at each x-value
probs

Vector of quantiles. Only in effect when summary == TRUE.
rate

Boolean. For binomial models, plot on raw data (rate = FALSE) or response divided by number of trials (rate = TRUE). If FALSE, linear interpolation on trial number is used to infer trials at a particular x.
prior

TRUE/FALSE. Plot using prior samples? Useful for mcp(..., sample = "both")
which_y

What to plot on the y-axis. One of

  • "ct": The central tendency which is often the mean after applying the link function (default).

  • "sigma": The variance

  • "ar1", "ar2", etc. depending on which order of the autoregressive effects you want to plot.
varying

  • TRUE: All varying effects (fit$pars$varying).

    • FALSE: No varying efects (c()).

    • Character vector: Only include specified varying parameters - see fit$pars$varying.
arma

Whether to include autoregressive effects.

  • TRUE: Compute autoregressive residuals. Requires the response variable in newdata.

  • FALSE: Disregard the autoregressive effects. For family = gaussian(), predict() just use sigma for residuals.
nsamples

Integer or NULL. Number of samples to return/summarise. If there are varying effects, this is the number of samples from each varying group. NULL means "all". Ignored if both are FALSE. More samples trade speed for accuracy.
samples_format

One of "tidy" or "matrix". Controls the output format when summary == FALSE. See more under "value"
scale

One of

  • "response": return on the observed scale, i.e., after applying the inverse link function.

  • "linear": return on the parameter scale (where the linear trends are modelled).
...

Currently unused

Value

  • If summary = TRUE: A tibble with the posterior mean for each row in newdata, If newdata is NULL, the data in fit$data is used.

  • If summary = FALSE and samples_format = "tidy": A tidybayes tibble with all the posterior samples (Ns) evaluated at each row in newdata (Nn), i.e., with Ns x Nn rows. If there are varying effects, the returned data is expanded with the relevant levels for each row.

    The return columns are:

    • Predictors from newdata.

    • Sample descriptors: ".chain", ".iter", ".draw" (see the tidybayes package for more), and "data_row" (newdata rownumber)

    • Sample values: one column for each parameter in the model.

    • The estimate. Either "predict" or "fitted", i.e., the name of the type argument.

  • If summary = FALSE and samples_format = "matrix": An N_draws X nrows(newdata) matrix with fitted/predicted values (depending on type). This format is used by brms and it's useful as yrep in bayesplot::ppc_* functions.

See also

pp_eval predict.mcpfit residuals.mcpfit

Examples

# \donttest{
fitted(ex_fit)
fitted(ex_fit, probs = c(0.1, 0.5, 0.9))  # With median and 80% credible interval.
fitted(ex_fit, summary = FALSE)  # Samples instead of summary.
fitted(ex_fit,
       newdata = data.frame(time = c(-5, 20, 300)),  # New data
       probs = c(0.025, 0.5, 0.975))
# }