rubythinking 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.DS_Store +0 -0
- data/.gitignore +3 -0
- data/.ipynb_checkpoints/2H1_2H2-checkpoint.ipynb +242 -0
- data/.ipynb_checkpoints/2M1-checkpoint.ipynb +559 -0
- data/.ipynb_checkpoints/2M2-checkpoint.ipynb +269 -0
- data/.ipynb_checkpoints/2M3-checkpoint.ipynb +134 -0
- data/.ruby-version +1 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +7 -0
- data/Gemfile.lock +42 -0
- data/LICENSE.txt +21 -0
- data/README.md +94 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/rubythinking/distributions/binomial.rb +29 -0
- data/lib/rubythinking/distributions.rb +4 -0
- data/lib/rubythinking/version.rb +3 -0
- data/lib/rubythinking.rb +17 -0
- data/local_reinstall.sh +1 -0
- data/r/0_all.R +4600 -0
- data/r/2_6.R +11 -0
- data/r/2_7.R +5 -0
- data/r/4.R +2 -0
- data/rubythinking.gemspec +32 -0
- metadata +129 -0
data/r/0_all.R
ADDED
@@ -0,0 +1,4600 @@
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library(rethinking)
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## R code 0.1
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print( "All models are wrong, but some are useful." )
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## R code 0.2
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x <- 1:2
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x <- x*10
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x <- log(x)
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x <- sum(x)
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x <- exp(x)
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x
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## R code 0.3
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( log( 0.01^200 ) )
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( 200 * log(0.01) )
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## R code 0.4
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# Load the data:
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# car braking distances in feet paired with speeds in km/h
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# see ?cars for details
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data(cars)
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# fit a linear regression of distance on speed
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m <- lm( dist ~ speed , data=cars )
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# estimated coefficients from the model
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coef(m)
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# plot residuals against speed
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plot( resid(m) ~ speed , data=cars )
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## R code 0.5
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install.packages(c("coda","mvtnorm","devtools","dagitty"))
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library(devtools)
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devtools::install_github("rmcelreath/rethinking")
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## R code 2.1
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ways <- c( 0 , 3 , 8 , 9 , 0 )
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ways/sum(ways)
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## R code 2.2
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dbinom( 6 , size=9 , prob=0.5 )
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## R code 2.3
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# define grid
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p_grid <- seq( from=0 , to=1 , length.out=20 )
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# define prior
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prior <- rep( 1 , 20 )
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# compute likelihood at each value in grid
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likelihood <- dbinom( 6 , size=9 , prob=p_grid )
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# compute product of likelihood and prior
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unstd.posterior <- likelihood * prior
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# standardize the posterior, so it sums to 1
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posterior <- unstd.posterior / sum(unstd.posterior)
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## R code 2.4
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plot( p_grid , posterior , type="b" ,
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xlab="probability of water" , ylab="posterior probability" )
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mtext( "20 points" )
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## R code 2.5
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prior <- ifelse( p_grid < 0.5 , 0 , 1 )
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prior <- exp( -5*abs( p_grid - 0.5 ) )
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## R code 2.6
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library(rethinking)
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globe.qa <- quap(
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alist(
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W ~ dbinom( W+L ,p) , # binomial likelihood
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p ~ dunif(0,1) # uniform prior
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) ,
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data=list(W=6,L=3) )
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# display summary of quadratic approximation
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precis( globe.qa )
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## R code 2.7
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# analytical calculation
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W <- 6
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L <- 3
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curve( dbeta( x , W+1 , L+1 ) , from=0 , to=1 )
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# quadratic approximation
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curve( dnorm( x , 0.67 , 0.16 ) , lty=2 , add=TRUE )
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## R code 2.8
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n_samples <- 1000
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p <- rep( NA , n_samples )
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p[1] <- 0.5
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W <- 6
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L <- 3
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for ( i in 2:n_samples ) {
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p_new <- rnorm( 1 , p[i-1] , 0.1 )
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if ( p_new < 0 ) p_new <- abs( p_new )
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if ( p_new > 1 ) p_new <- 2 - p_new
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q0 <- dbinom( W , W+L , p[i-1] )
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q1 <- dbinom( W , W+L , p_new )
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p[i] <- ifelse( runif(1) < q1/q0 , p_new , p[i-1] )
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}
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## R code 2.9
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dens( p , xlim=c(0,1) )
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curve( dbeta( x , W+1 , L+1 ) , lty=2 , add=TRUE )
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## R code 3.1
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Pr_Positive_Vampire <- 0.95
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Pr_Positive_Mortal <- 0.01
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Pr_Vampire <- 0.001
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Pr_Positive <- Pr_Positive_Vampire * Pr_Vampire +
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Pr_Positive_Mortal * ( 1 - Pr_Vampire )
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( Pr_Vampire_Positive <- Pr_Positive_Vampire*Pr_Vampire / Pr_Positive )
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## R code 3.2
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p_grid <- seq( from=0 , to=1 , length.out=1000 )
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prob_p <- rep( 1 , 1000 )
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prob_data <- dbinom( 6 , size=9 , prob=p_grid )
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posterior <- prob_data * prob_p
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posterior <- posterior / sum(posterior)
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## R code 3.3
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samples <- sample( p_grid , prob=posterior , size=1e4 , replace=TRUE )
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## R code 3.4
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plot( samples )
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## R code 3.5
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library(rethinking)
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dens( samples )
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## R code 3.6
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# add up posterior probability where p < 0.5
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sum( posterior[ p_grid < 0.5 ] )
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## R code 3.7
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sum( samples < 0.5 ) / 1e4
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## R code 3.8
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sum( samples > 0.5 & samples < 0.75 ) / 1e4
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## R code 3.9
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quantile( samples , 0.8 )
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## R code 3.10
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quantile( samples , c( 0.1 , 0.9 ) )
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## R code 3.11
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p_grid <- seq( from=0 , to=1 , length.out=1000 )
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prior <- rep(1,1000)
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likelihood <- dbinom( 3 , size=3 , prob=p_grid )
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posterior <- likelihood * prior
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posterior <- posterior / sum(posterior)
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samples <- sample( p_grid , size=1e4 , replace=TRUE , prob=posterior )
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## R code 3.12
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PI( samples , prob=0.5 )
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## R code 3.13
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HPDI( samples , prob=0.5 )
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## R code 3.14
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p_grid[ which.max(posterior) ]
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## R code 3.15
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chainmode( samples , adj=0.01 )
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## R code 3.16
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mean( samples )
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median( samples )
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## R code 3.17
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sum( posterior*abs( 0.5 - p_grid ) )
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## R code 3.18
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loss <- sapply( p_grid , function(d) sum( posterior*abs( d - p_grid ) ) )
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## R code 3.19
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p_grid[ which.min(loss) ]
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## R code 3.20
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dbinom( 0:2 , size=2 , prob=0.7 )
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## R code 3.21
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rbinom( 1 , size=2 , prob=0.7 )
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## R code 3.22
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rbinom( 10 , size=2 , prob=0.7 )
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## R code 3.23
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dummy_w <- rbinom( 1e5 , size=2 , prob=0.7 )
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table(dummy_w)/1e5
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## R code 3.24
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dummy_w <- rbinom( 1e5 , size=9 , prob=0.7 )
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simplehist( dummy_w , xlab="dummy water count" )
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## R code 3.25
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w <- rbinom( 1e4 , size=9 , prob=0.6 )
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## R code 3.26
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w <- rbinom( 1e4 , size=9 , prob=samples )
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## R code 3.27
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p_grid <- seq( from=0 , to=1 , length.out=1000 )
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prior <- rep( 1 , 1000 )
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likelihood <- dbinom( 6 , size=9 , prob=p_grid )
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posterior <- likelihood * prior
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posterior <- posterior / sum(posterior)
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set.seed(100)
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samples <- sample( p_grid , prob=posterior , size=1e4 , replace=TRUE )
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## R code 3.28
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birth1 <- c(1,0,0,0,1,1,0,1,0,1,0,0,1,1,0,1,1,0,0,0,1,0,0,0,1,0,
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0,0,0,1,1,1,0,1,0,1,1,1,0,1,0,1,1,0,1,0,0,1,1,0,1,0,0,0,0,0,0,0,
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1,1,0,1,0,0,1,0,0,0,1,0,0,1,1,1,1,0,1,0,1,1,1,1,1,0,0,1,0,1,1,0,
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1,0,1,1,1,0,1,1,1,1)
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birth2 <- c(0,1,0,1,0,1,1,1,0,0,1,1,1,1,1,0,0,1,1,1,0,0,1,1,1,0,
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1,1,1,0,1,1,1,0,1,0,0,1,1,1,1,0,0,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,
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1,1,1,0,1,1,0,1,1,0,1,1,1,0,0,0,0,0,0,1,0,0,0,1,1,0,0,1,0,0,1,1,
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0,0,0,1,1,1,0,0,0,0)
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## R code 3.29
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library(rethinking)
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data(homeworkch3)
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## R code 3.30
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sum(birth1) + sum(birth2)
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## R code 4.1
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pos <- replicate( 1000 , sum( runif(16,-1,1) ) )
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## R code 4.2
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prod( 1 + runif(12,0,0.1) )
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## R code 4.3
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growth <- replicate( 10000 , prod( 1 + runif(12,0,0.1) ) )
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dens( growth , norm.comp=TRUE )
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## R code 4.4
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big <- replicate( 10000 , prod( 1 + runif(12,0,0.5) ) )
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small <- replicate( 10000 , prod( 1 + runif(12,0,0.01) ) )
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## R code 4.5
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log.big <- replicate( 10000 , log(prod(1 + runif(12,0,0.5))) )
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## R code 4.6
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w <- 6; n <- 9;
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p_grid <- seq(from=0,to=1,length.out=100)
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posterior <- dbinom(w,n,p_grid)*dunif(p_grid,0,1)
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posterior <- posterior/sum(posterior)
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## R code 4.7
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library(rethinking)
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data(Howell1)
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d <- Howell1
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## R code 4.8
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str( d )
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## R code 4.9
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precis( d )
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## R code 4.10
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d$height
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## R code 4.11
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d2 <- d[ d$age >= 18 , ]
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## R code 4.12
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curve( dnorm( x , 178 , 20 ) , from=100 , to=250 )
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## R code 4.13
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curve( dunif( x , 0 , 50 ) , from=-10 , to=60 )
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## R code 4.14
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sample_mu <- rnorm( 1e4 , 178 , 20 )
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sample_sigma <- runif( 1e4 , 0 , 50 )
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prior_h <- rnorm( 1e4 , sample_mu , sample_sigma )
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dens( prior_h )
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## R code 4.15
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sample_mu <- rnorm( 1e4 , 178 , 100 )
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prior_h <- rnorm( 1e4 , sample_mu , sample_sigma )
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dens( prior_h )
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## R code 4.16
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mu.list <- seq( from=150, to=160 , length.out=100 )
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sigma.list <- seq( from=7 , to=9 , length.out=100 )
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post <- expand.grid( mu=mu.list , sigma=sigma.list )
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post$LL <- sapply( 1:nrow(post) , function(i) sum(
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dnorm( d2$height , post$mu[i] , post$sigma[i] , log=TRUE ) ) )
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post$prod <- post$LL + dnorm( post$mu , 178 , 20 , TRUE ) +
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dunif( post$sigma , 0 , 50 , TRUE )
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post$prob <- exp( post$prod - max(post$prod) )
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## R code 4.17
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contour_xyz( post$mu , post$sigma , post$prob )
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## R code 4.18
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image_xyz( post$mu , post$sigma , post$prob )
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## R code 4.19
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sample.rows <- sample( 1:nrow(post) , size=1e4 , replace=TRUE ,
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prob=post$prob )
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sample.mu <- post$mu[ sample.rows ]
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sample.sigma <- post$sigma[ sample.rows ]
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## R code 4.20
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plot( sample.mu , sample.sigma , cex=0.5 , pch=16 , col=col.alpha(rangi2,0.1) )
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## R code 4.21
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dens( sample.mu )
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dens( sample.sigma )
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## R code 4.22
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PI( sample.mu )
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PI( sample.sigma )
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## R code 4.23
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d3 <- sample( d2$height , size=20 )
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## R code 4.24
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mu.list <- seq( from=150, to=170 , length.out=200 )
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sigma.list <- seq( from=4 , to=20 , length.out=200 )
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post2 <- expand.grid( mu=mu.list , sigma=sigma.list )
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post2$LL <- sapply( 1:nrow(post2) , function(i)
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sum( dnorm( d3 , mean=post2$mu[i] , sd=post2$sigma[i] ,
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log=TRUE ) ) )
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post2$prod <- post2$LL + dnorm( post2$mu , 178 , 20 , TRUE ) +
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dunif( post2$sigma , 0 , 50 , TRUE )
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post2$prob <- exp( post2$prod - max(post2$prod) )
|
335
|
+
sample2.rows <- sample( 1:nrow(post2) , size=1e4 , replace=TRUE ,
|
336
|
+
prob=post2$prob )
|
337
|
+
sample2.mu <- post2$mu[ sample2.rows ]
|
338
|
+
sample2.sigma <- post2$sigma[ sample2.rows ]
|
339
|
+
plot( sample2.mu , sample2.sigma , cex=0.5 ,
|
340
|
+
col=col.alpha(rangi2,0.1) ,
|
341
|
+
xlab="mu" , ylab="sigma" , pch=16 )
|
342
|
+
|
343
|
+
## R code 4.25
|
344
|
+
dens( sample2.sigma , norm.comp=TRUE )
|
345
|
+
|
346
|
+
## R code 4.26
|
347
|
+
library(rethinking)
|
348
|
+
data(Howell1)
|
349
|
+
d <- Howell1
|
350
|
+
d2 <- d[ d$age >= 18 , ]
|
351
|
+
|
352
|
+
## R code 4.27
|
353
|
+
flist <- alist(
|
354
|
+
height ~ dnorm( mu , sigma ) ,
|
355
|
+
mu ~ dnorm( 178 , 20 ) ,
|
356
|
+
sigma ~ dunif( 0 , 50 )
|
357
|
+
)
|
358
|
+
|
359
|
+
## R code 4.28
|
360
|
+
m4.1 <- quap( flist , data=d2 )
|
361
|
+
|
362
|
+
## R code 4.29
|
363
|
+
precis( m4.1 )
|
364
|
+
|
365
|
+
## R code 4.30
|
366
|
+
start <- list(
|
367
|
+
mu=mean(d2$height),
|
368
|
+
sigma=sd(d2$height)
|
369
|
+
)
|
370
|
+
m4.1 <- quap( flist , data=d2 , start=start )
|
371
|
+
|
372
|
+
## R code 4.31
|
373
|
+
m4.2 <- quap(
|
374
|
+
alist(
|
375
|
+
height ~ dnorm( mu , sigma ) ,
|
376
|
+
mu ~ dnorm( 178 , 0.1 ) ,
|
377
|
+
sigma ~ dunif( 0 , 50 )
|
378
|
+
) , data=d2 )
|
379
|
+
precis( m4.2 )
|
380
|
+
|
381
|
+
## R code 4.32
|
382
|
+
vcov( m4.1 )
|
383
|
+
|
384
|
+
## R code 4.33
|
385
|
+
diag( vcov( m4.1 ) )
|
386
|
+
cov2cor( vcov( m4.1 ) )
|
387
|
+
|
388
|
+
## R code 4.34
|
389
|
+
library(rethinking)
|
390
|
+
post <- extract.samples( m4.1 , n=1e4 )
|
391
|
+
head(post)
|
392
|
+
|
393
|
+
## R code 4.35
|
394
|
+
precis(post)
|
395
|
+
|
396
|
+
## R code 4.36
|
397
|
+
library(MASS)
|
398
|
+
post <- mvrnorm( n=1e4 , mu=coef(m4.1) , Sigma=vcov(m4.1) )
|
399
|
+
|
400
|
+
## R code 4.37
|
401
|
+
library(rethinking)
|
402
|
+
data(Howell1); d <- Howell1; d2 <- d[ d$age >= 18 , ]
|
403
|
+
plot( d2$height ~ d2$weight )
|
404
|
+
|
405
|
+
## R code 4.38
|
406
|
+
set.seed(2971)
|
407
|
+
N <- 100 # 100 lines
|
408
|
+
a <- rnorm( N , 178 , 20 )
|
409
|
+
b <- rnorm( N , 0 , 10 )
|
410
|
+
|
411
|
+
## R code 4.39
|
412
|
+
plot( NULL , xlim=range(d2$weight) , ylim=c(-100,400) ,
|
413
|
+
xlab="weight" , ylab="height" )
|
414
|
+
abline( h=0 , lty=2 )
|
415
|
+
abline( h=272 , lty=1 , lwd=0.5 )
|
416
|
+
mtext( "b ~ dnorm(0,10)" )
|
417
|
+
xbar <- mean(d2$weight)
|
418
|
+
for ( i in 1:N ) curve( a[i] + b[i]*(x - xbar) ,
|
419
|
+
from=min(d2$weight) , to=max(d2$weight) , add=TRUE ,
|
420
|
+
col=col.alpha("black",0.2) )
|
421
|
+
|
422
|
+
## R code 4.40
|
423
|
+
b <- rlnorm( 1e4 , 0 , 1 )
|
424
|
+
dens( b , xlim=c(0,5) , adj=0.1 )
|
425
|
+
|
426
|
+
## R code 4.41
|
427
|
+
set.seed(2971)
|
428
|
+
N <- 100 # 100 lines
|
429
|
+
a <- rnorm( N , 178 , 20 )
|
430
|
+
b <- rlnorm( N , 0 , 1 )
|
431
|
+
|
432
|
+
## R code 4.42
|
433
|
+
# load data again, since it's a long way back
|
434
|
+
library(rethinking)
|
435
|
+
data(Howell1); d <- Howell1; d2 <- d[ d$age >= 18 , ]
|
436
|
+
|
437
|
+
# define the average weight, x-bar
|
438
|
+
xbar <- mean(d2$weight)
|
439
|
+
|
440
|
+
# fit model
|
441
|
+
m4.3 <- quap(
|
442
|
+
alist(
|
443
|
+
height ~ dnorm( mu , sigma ) ,
|
444
|
+
mu <- a + b*( weight - xbar ) ,
|
445
|
+
a ~ dnorm( 178 , 20 ) ,
|
446
|
+
b ~ dlnorm( 0 , 1 ) ,
|
447
|
+
sigma ~ dunif( 0 , 50 )
|
448
|
+
) , data=d2 )
|
449
|
+
|
450
|
+
## R code 4.43
|
451
|
+
m4.3b <- quap(
|
452
|
+
alist(
|
453
|
+
height ~ dnorm( mu , sigma ) ,
|
454
|
+
mu <- a + exp(log_b)*( weight - xbar ),
|
455
|
+
a ~ dnorm( 178 , 20 ) ,
|
456
|
+
log_b ~ dnorm( 0 , 1 ) ,
|
457
|
+
sigma ~ dunif( 0 , 50 )
|
458
|
+
) , data=d2 )
|
459
|
+
|
460
|
+
## R code 4.44
|
461
|
+
precis( m4.3 )
|
462
|
+
|
463
|
+
## R code 4.45
|
464
|
+
round( vcov( m4.3 ) , 3 )
|
465
|
+
|
466
|
+
## R code 4.46
|
467
|
+
plot( height ~ weight , data=d2 , col=rangi2 )
|
468
|
+
post <- extract.samples( m4.3 )
|
469
|
+
a_map <- mean(post$a)
|
470
|
+
b_map <- mean(post$b)
|
471
|
+
curve( a_map + b_map*(x - xbar) , add=TRUE )
|
472
|
+
|
473
|
+
## R code 4.47
|
474
|
+
post <- extract.samples( m4.3 )
|
475
|
+
post[1:5,]
|
476
|
+
|
477
|
+
## R code 4.48
|
478
|
+
N <- 10
|
479
|
+
dN <- d2[ 1:N , ]
|
480
|
+
mN <- quap(
|
481
|
+
alist(
|
482
|
+
height ~ dnorm( mu , sigma ) ,
|
483
|
+
mu <- a + b*( weight - mean(weight) ) ,
|
484
|
+
a ~ dnorm( 178 , 20 ) ,
|
485
|
+
b ~ dlnorm( 0 , 1 ) ,
|
486
|
+
sigma ~ dunif( 0 , 50 )
|
487
|
+
) , data=dN )
|
488
|
+
|
489
|
+
## R code 4.49
|
490
|
+
# extract 20 samples from the posterior
|
491
|
+
post <- extract.samples( mN , n=20 )
|
492
|
+
|
493
|
+
# display raw data and sample size
|
494
|
+
plot( dN$weight , dN$height ,
|
495
|
+
xlim=range(d2$weight) , ylim=range(d2$height) ,
|
496
|
+
col=rangi2 , xlab="weight" , ylab="height" )
|
497
|
+
mtext(concat("N = ",N))
|
498
|
+
|
499
|
+
# plot the lines, with transparency
|
500
|
+
for ( i in 1:20 )
|
501
|
+
curve( post$a[i] + post$b[i]*(x-mean(dN$weight)) ,
|
502
|
+
col=col.alpha("black",0.3) , add=TRUE )
|
503
|
+
|
504
|
+
## R code 4.50
|
505
|
+
post <- extract.samples( m4.3 )
|
506
|
+
mu_at_50 <- post$a + post$b * ( 50 - xbar )
|
507
|
+
|
508
|
+
## R code 4.51
|
509
|
+
dens( mu_at_50 , col=rangi2 , lwd=2 , xlab="mu|weight=50" )
|
510
|
+
|
511
|
+
## R code 4.52
|
512
|
+
PI( mu_at_50 , prob=0.89 )
|
513
|
+
|
514
|
+
## R code 4.53
|
515
|
+
mu <- link( m4.3 )
|
516
|
+
str(mu)
|
517
|
+
|
518
|
+
## R code 4.54
|
519
|
+
# define sequence of weights to compute predictions for
|
520
|
+
# these values will be on the horizontal axis
|
521
|
+
weight.seq <- seq( from=25 , to=70 , by=1 )
|
522
|
+
|
523
|
+
# use link to compute mu
|
524
|
+
# for each sample from posterior
|
525
|
+
# and for each weight in weight.seq
|
526
|
+
mu <- link( m4.3 , data=data.frame(weight=weight.seq) )
|
527
|
+
str(mu)
|
528
|
+
|
529
|
+
## R code 4.55
|
530
|
+
# use type="n" to hide raw data
|
531
|
+
plot( height ~ weight , d2 , type="n" )
|
532
|
+
|
533
|
+
# loop over samples and plot each mu value
|
534
|
+
for ( i in 1:100 )
|
535
|
+
points( weight.seq , mu[i,] , pch=16 , col=col.alpha(rangi2,0.1) )
|
536
|
+
|
537
|
+
## R code 4.56
|
538
|
+
# summarize the distribution of mu
|
539
|
+
mu.mean <- apply( mu , 2 , mean )
|
540
|
+
mu.PI <- apply( mu , 2 , PI , prob=0.89 )
|
541
|
+
|
542
|
+
## R code 4.57
|
543
|
+
# plot raw data
|
544
|
+
# fading out points to make line and interval more visible
|
545
|
+
plot( height ~ weight , data=d2 , col=col.alpha(rangi2,0.5) )
|
546
|
+
|
547
|
+
# plot the MAP line, aka the mean mu for each weight
|
548
|
+
lines( weight.seq , mu.mean )
|
549
|
+
|
550
|
+
# plot a shaded region for 89% PI
|
551
|
+
shade( mu.PI , weight.seq )
|
552
|
+
|
553
|
+
## R code 4.58
|
554
|
+
post <- extract.samples(m4.3)
|
555
|
+
mu.link <- function(weight) post$a + post$b*( weight - xbar )
|
556
|
+
weight.seq <- seq( from=25 , to=70 , by=1 )
|
557
|
+
mu <- sapply( weight.seq , mu.link )
|
558
|
+
mu.mean <- apply( mu , 2 , mean )
|
559
|
+
mu.CI <- apply( mu , 2 , PI , prob=0.89 )
|
560
|
+
|
561
|
+
## R code 4.59
|
562
|
+
sim.height <- sim( m4.3 , data=list(weight=weight.seq) )
|
563
|
+
str(sim.height)
|
564
|
+
|
565
|
+
## R code 4.60
|
566
|
+
height.PI <- apply( sim.height , 2 , PI , prob=0.89 )
|
567
|
+
|
568
|
+
## R code 4.61
|
569
|
+
# plot raw data
|
570
|
+
plot( height ~ weight , d2 , col=col.alpha(rangi2,0.5) )
|
571
|
+
|
572
|
+
# draw MAP line
|
573
|
+
lines( weight.seq , mu.mean )
|
574
|
+
|
575
|
+
# draw HPDI region for line
|
576
|
+
shade( mu.HPDI , weight.seq )
|
577
|
+
|
578
|
+
# draw PI region for simulated heights
|
579
|
+
shade( height.PI , weight.seq )
|
580
|
+
|
581
|
+
## R code 4.62
|
582
|
+
sim.height <- sim( m4.3 , data=list(weight=weight.seq) , n=1e4 )
|
583
|
+
height.PI <- apply( sim.height , 2 , PI , prob=0.89 )
|
584
|
+
|
585
|
+
## R code 4.63
|
586
|
+
post <- extract.samples(m4.3)
|
587
|
+
weight.seq <- 25:70
|
588
|
+
sim.height <- sapply( weight.seq , function(weight)
|
589
|
+
rnorm(
|
590
|
+
n=nrow(post) ,
|
591
|
+
mean=post$a + post$b*( weight - xbar ) ,
|
592
|
+
sd=post$sigma ) )
|
593
|
+
height.PI <- apply( sim.height , 2 , PI , prob=0.89 )
|
594
|
+
|
595
|
+
## R code 4.64
|
596
|
+
library(rethinking)
|
597
|
+
data(Howell1)
|
598
|
+
d <- Howell1
|
599
|
+
|
600
|
+
## R code 4.65
|
601
|
+
d$weight_s <- ( d$weight - mean(d$weight) )/sd(d$weight)
|
602
|
+
d$weight_s2 <- d$weight_s^2
|
603
|
+
m4.5 <- quap(
|
604
|
+
alist(
|
605
|
+
height ~ dnorm( mu , sigma ) ,
|
606
|
+
mu <- a + b1*weight_s + b2*weight_s2 ,
|
607
|
+
a ~ dnorm( 178 , 20 ) ,
|
608
|
+
b1 ~ dlnorm( 0 , 1 ) ,
|
609
|
+
b2 ~ dnorm( 0 , 1 ) ,
|
610
|
+
sigma ~ dunif( 0 , 50 )
|
611
|
+
) , data=d )
|
612
|
+
|
613
|
+
## R code 4.66
|
614
|
+
precis( m4.5 )
|
615
|
+
|
616
|
+
## R code 4.67
|
617
|
+
weight.seq <- seq( from=-2.2 , to=2 , length.out=30 )
|
618
|
+
pred_dat <- list( weight_s=weight.seq , weight_s2=weight.seq^2 )
|
619
|
+
mu <- link( m4.5 , data=pred_dat )
|
620
|
+
mu.mean <- apply( mu , 2 , mean )
|
621
|
+
mu.PI <- apply( mu , 2 , PI , prob=0.89 )
|
622
|
+
sim.height <- sim( m4.5 , data=pred_dat )
|
623
|
+
height.PI <- apply( sim.height , 2 , PI , prob=0.89 )
|
624
|
+
|
625
|
+
## R code 4.68
|
626
|
+
plot( height ~ weight_s , d , col=col.alpha(rangi2,0.5) )
|
627
|
+
lines( weight.seq , mu.mean )
|
628
|
+
shade( mu.PI , weight.seq )
|
629
|
+
shade( height.PI , weight.seq )
|
630
|
+
|
631
|
+
## R code 4.69
|
632
|
+
d$weight_s3 <- d$weight_s^3
|
633
|
+
m4.6 <- quap(
|
634
|
+
alist(
|
635
|
+
height ~ dnorm( mu , sigma ) ,
|
636
|
+
mu <- a + b1*weight_s + b2*weight_s2 + b3*weight_s3 ,
|
637
|
+
a ~ dnorm( 178 , 20 ) ,
|
638
|
+
b1 ~ dlnorm( 0 , 1 ) ,
|
639
|
+
b2 ~ dnorm( 0 , 10 ) ,
|
640
|
+
b3 ~ dnorm( 0 , 10 ) ,
|
641
|
+
sigma ~ dunif( 0 , 50 )
|
642
|
+
) , data=d )
|
643
|
+
|
644
|
+
## R code 4.70
|
645
|
+
plot( height ~ weight_s , d , col=col.alpha(rangi2,0.5) , xaxt="n" )
|
646
|
+
|
647
|
+
## R code 4.71
|
648
|
+
at <- c(-2,-1,0,1,2)
|
649
|
+
labels <- at*sd(d$weight) + mean(d$weight)
|
650
|
+
axis( side=1 , at=at , labels=round(labels,1) )
|
651
|
+
|
652
|
+
## R code 4.72
|
653
|
+
library(rethinking)
|
654
|
+
data(cherry_blossoms)
|
655
|
+
d <- cherry_blossoms
|
656
|
+
precis(d)
|
657
|
+
|
658
|
+
## R code 4.73
|
659
|
+
d2 <- d[ complete.cases(d$doy) , ] # complete cases on doy
|
660
|
+
num_knots <- 15
|
661
|
+
knot_list <- quantile( d2$year , probs=seq(0,1,length.out=num_knots) )
|
662
|
+
|
663
|
+
## R code 4.74
|
664
|
+
library(splines)
|
665
|
+
B <- bs(d2$year,
|
666
|
+
knots=knot_list[-c(1,num_knots)] ,
|
667
|
+
degree=3 , intercept=TRUE )
|
668
|
+
|
669
|
+
## R code 4.75
|
670
|
+
plot( NULL , xlim=range(d2$year) , ylim=c(0,1) , xlab="year" , ylab="basis" )
|
671
|
+
for ( i in 1:ncol(B) ) lines( d2$year , B[,i] )
|
672
|
+
|
673
|
+
## R code 4.76
|
674
|
+
m4.7 <- quap(
|
675
|
+
alist(
|
676
|
+
D ~ dnorm( mu , sigma ) ,
|
677
|
+
mu <- a + B %*% w ,
|
678
|
+
a ~ dnorm(100,10),
|
679
|
+
w ~ dnorm(0,10),
|
680
|
+
sigma ~ dexp(1)
|
681
|
+
), data=list( D=d2$doy , B=B ) ,
|
682
|
+
start=list( w=rep( 0 , ncol(B) ) ) )
|
683
|
+
|
684
|
+
## R code 4.77
|
685
|
+
post <- extract.samples( m4.7 )
|
686
|
+
w <- apply( post$w , 2 , mean )
|
687
|
+
plot( NULL , xlim=range(d2$year) , ylim=c(-6,6) ,
|
688
|
+
xlab="year" , ylab="basis * weight" )
|
689
|
+
for ( i in 1:ncol(B) ) lines( d2$year , w[i]*B[,i] )
|
690
|
+
|
691
|
+
## R code 4.78
|
692
|
+
mu <- link( m4.7 )
|
693
|
+
mu_PI <- apply(mu,2,PI,0.97)
|
694
|
+
plot( d2$year , d2$doy , col=col.alpha(rangi2,0.3) , pch=16 )
|
695
|
+
shade( mu_PI , d2$year , col=col.alpha("black",0.5) )
|
696
|
+
|
697
|
+
## R code 4.79
|
698
|
+
m4.7alt <- quap(
|
699
|
+
alist(
|
700
|
+
D ~ dnorm( mu , sigma ) ,
|
701
|
+
mu <- a + sapply( 1:827 , function(i) sum( B[i,]*w ) ) ,
|
702
|
+
a ~ dnorm(100,1),
|
703
|
+
w ~ dnorm(0,10),
|
704
|
+
sigma ~ dexp(1)
|
705
|
+
),
|
706
|
+
data=list( D=d2$doy , B=B ) ,
|
707
|
+
start=list( w=rep( 0 , ncol(B) ) ) )
|
708
|
+
|
709
|
+
## R code 5.1
|
710
|
+
# load data and copy
|
711
|
+
library(rethinking)
|
712
|
+
data(WaffleDivorce)
|
713
|
+
d <- WaffleDivorce
|
714
|
+
|
715
|
+
# standardize variables
|
716
|
+
d$D <- standardize( d$Divorce )
|
717
|
+
d$M <- standardize( d$Marriage )
|
718
|
+
d$A <- standardize( d$MedianAgeMarriage )
|
719
|
+
|
720
|
+
## R code 5.2
|
721
|
+
sd( d$MedianAgeMarriage )
|
722
|
+
|
723
|
+
## R code 5.3
|
724
|
+
m5.1 <- quap(
|
725
|
+
alist(
|
726
|
+
D ~ dnorm( mu , sigma ) ,
|
727
|
+
mu <- a + bA * A ,
|
728
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
729
|
+
bA ~ dnorm( 0 , 0.5 ) ,
|
730
|
+
sigma ~ dexp( 1 )
|
731
|
+
) , data = d )
|
732
|
+
|
733
|
+
## R code 5.4
|
734
|
+
set.seed(10)
|
735
|
+
prior <- extract.prior( m5.1 )
|
736
|
+
mu <- link( m5.1 , post=prior , data=list( A=c(-2,2) ) )
|
737
|
+
plot( NULL , xlim=c(-2,2) , ylim=c(-2,2) )
|
738
|
+
for ( i in 1:50 ) lines( c(-2,2) , mu[i,] , col=col.alpha("black",0.4) )
|
739
|
+
|
740
|
+
## R code 5.5
|
741
|
+
# compute percentile interval of mean
|
742
|
+
A_seq <- seq( from=-3 , to=3.2 , length.out=30 )
|
743
|
+
mu <- link( m5.1 , data=list(A=A_seq) )
|
744
|
+
mu.mean <- apply( mu , 2, mean )
|
745
|
+
mu.PI <- apply( mu , 2 , PI )
|
746
|
+
|
747
|
+
# plot it all
|
748
|
+
plot( D ~ A , data=d , col=rangi2 )
|
749
|
+
lines( A_seq , mu.mean , lwd=2 )
|
750
|
+
shade( mu.PI , A_seq )
|
751
|
+
|
752
|
+
## R code 5.6
|
753
|
+
m5.2 <- quap(
|
754
|
+
alist(
|
755
|
+
D ~ dnorm( mu , sigma ) ,
|
756
|
+
mu <- a + bM * M ,
|
757
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
758
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
759
|
+
sigma ~ dexp( 1 )
|
760
|
+
) , data = d )
|
761
|
+
|
762
|
+
## R code 5.7
|
763
|
+
library(dagitty)
|
764
|
+
dag5.1 <- dagitty( "dag{ A -> D; A -> M; M -> D }" )
|
765
|
+
coordinates(dag5.1) <- list( x=c(A=0,D=1,M=2) , y=c(A=0,D=1,M=0) )
|
766
|
+
drawdag( dag5.1 )
|
767
|
+
|
768
|
+
## R code 5.8
|
769
|
+
DMA_dag2 <- dagitty('dag{ D <- A -> M }')
|
770
|
+
impliedConditionalIndependencies( DMA_dag2 )
|
771
|
+
|
772
|
+
## R code 5.9
|
773
|
+
DMA_dag1 <- dagitty('dag{ D <- A -> M -> D }')
|
774
|
+
impliedConditionalIndependencies( DMA_dag1 )
|
775
|
+
|
776
|
+
## R code 5.10
|
777
|
+
m5.3 <- quap(
|
778
|
+
alist(
|
779
|
+
D ~ dnorm( mu , sigma ) ,
|
780
|
+
mu <- a + bM*M + bA*A ,
|
781
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
782
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
783
|
+
bA ~ dnorm( 0 , 0.5 ) ,
|
784
|
+
sigma ~ dexp( 1 )
|
785
|
+
) , data = d )
|
786
|
+
precis( m5.3 )
|
787
|
+
|
788
|
+
## R code 5.11
|
789
|
+
plot( coeftab(m5.1,m5.2,m5.3), par=c("bA","bM") )
|
790
|
+
|
791
|
+
## R code 5.12
|
792
|
+
N <- 50 # number of simulated States
|
793
|
+
age <- rnorm( N ) # sim A
|
794
|
+
mar <- rnorm( N , -age ) # sim A -> M
|
795
|
+
div <- rnorm( N , age ) # sim A -> D
|
796
|
+
|
797
|
+
## R code 5.13
|
798
|
+
m5.4 <- quap(
|
799
|
+
alist(
|
800
|
+
M ~ dnorm( mu , sigma ) ,
|
801
|
+
mu <- a + bAM * A ,
|
802
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
803
|
+
bAM ~ dnorm( 0 , 0.5 ) ,
|
804
|
+
sigma ~ dexp( 1 )
|
805
|
+
) , data = d )
|
806
|
+
|
807
|
+
## R code 5.14
|
808
|
+
mu <- link(m5.4)
|
809
|
+
mu_mean <- apply( mu , 2 , mean )
|
810
|
+
mu_resid <- d$M - mu_mean
|
811
|
+
|
812
|
+
## R code 5.15
|
813
|
+
# call link without specifying new data
|
814
|
+
# so it uses original data
|
815
|
+
mu <- link( m5.3 )
|
816
|
+
|
817
|
+
# summarize samples across cases
|
818
|
+
mu_mean <- apply( mu , 2 , mean )
|
819
|
+
mu_PI <- apply( mu , 2 , PI )
|
820
|
+
|
821
|
+
# simulate observations
|
822
|
+
# again no new data, so uses original data
|
823
|
+
D_sim <- sim( m5.3 , n=1e4 )
|
824
|
+
D_PI <- apply( D_sim , 2 , PI )
|
825
|
+
|
826
|
+
## R code 5.16
|
827
|
+
plot( mu_mean ~ d$D , col=rangi2 , ylim=range(mu_PI) ,
|
828
|
+
xlab="Observed divorce" , ylab="Predicted divorce" )
|
829
|
+
abline( a=0 , b=1 , lty=2 )
|
830
|
+
for ( i in 1:nrow(d) ) lines( rep(d$D[i],2) , mu_PI[,i] , col=rangi2 )
|
831
|
+
|
832
|
+
## R code 5.17
|
833
|
+
identify( x=d$D , y=mu_mean , labels=d$Loc )
|
834
|
+
|
835
|
+
## R code 5.18
|
836
|
+
N <- 100 # number of cases
|
837
|
+
x_real <- rnorm( N ) # x_real as Gaussian with mean 0 and stddev 1
|
838
|
+
x_spur <- rnorm( N , x_real ) # x_spur as Gaussian with mean=x_real
|
839
|
+
y <- rnorm( N , x_real ) # y as Gaussian with mean=x_real
|
840
|
+
d <- data.frame(y,x_real,x_spur) # bind all together in data frame
|
841
|
+
|
842
|
+
## R code 5.19
|
843
|
+
data(WaffleDivorce)
|
844
|
+
d <- list()
|
845
|
+
d$A <- standardize( WaffleDivorce$MedianAgeMarriage )
|
846
|
+
d$D <- standardize( WaffleDivorce$Divorce )
|
847
|
+
d$M <- standardize( WaffleDivorce$Marriage )
|
848
|
+
|
849
|
+
m5.3_A <- quap(
|
850
|
+
alist(
|
851
|
+
## A -> D <- M
|
852
|
+
D ~ dnorm( mu , sigma ) ,
|
853
|
+
mu <- a + bM*M + bA*A ,
|
854
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
855
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
856
|
+
bA ~ dnorm( 0 , 0.5 ) ,
|
857
|
+
sigma ~ dexp( 1 ),
|
858
|
+
## A -> M
|
859
|
+
M ~ dnorm( mu_M , sigma_M ),
|
860
|
+
mu_M <- aM + bAM*A,
|
861
|
+
aM ~ dnorm( 0 , 0.2 ),
|
862
|
+
bAM ~ dnorm( 0 , 0.5 ),
|
863
|
+
sigma_M ~ dexp( 1 )
|
864
|
+
) , data = d )
|
865
|
+
|
866
|
+
## R code 5.20
|
867
|
+
A_seq <- seq( from=-2 , to=2 , length.out=30 )
|
868
|
+
|
869
|
+
## R code 5.21
|
870
|
+
# prep data
|
871
|
+
sim_dat <- data.frame( A=A_seq )
|
872
|
+
|
873
|
+
# simulate M and then D, using A_seq
|
874
|
+
s <- sim( m5.3_A , data=sim_dat , vars=c("M","D") )
|
875
|
+
|
876
|
+
## R code 5.22
|
877
|
+
plot( sim_dat$A , colMeans(s$D) , ylim=c(-2,2) , type="l" ,
|
878
|
+
xlab="manipulated A" , ylab="counterfactual D" )
|
879
|
+
shade( apply(s$D,2,PI) , sim_dat$A )
|
880
|
+
mtext( "Total counterfactual effect of A on D" )
|
881
|
+
|
882
|
+
## R code 5.23
|
883
|
+
# new data frame, standardized to mean 26.1 and std dev 1.24
|
884
|
+
sim2_dat <- data.frame( A=(c(20,30)-26.1)/1.24 )
|
885
|
+
s2 <- sim( m5.3_A , data=sim2_dat , vars=c("M","D") )
|
886
|
+
mean( s2$D[,2] - s2$D[,1] )
|
887
|
+
|
888
|
+
## R code 5.24
|
889
|
+
sim_dat <- data.frame( M=seq(from=-2,to=2,length.out=30) , A=0 )
|
890
|
+
s <- sim( m5.3_A , data=sim_dat , vars="D" )
|
891
|
+
|
892
|
+
plot( sim_dat$M , colMeans(s) , ylim=c(-2,2) , type="l" ,
|
893
|
+
xlab="manipulated M" , ylab="counterfactual D" )
|
894
|
+
shade( apply(s,2,PI) , sim_dat$M )
|
895
|
+
mtext( "Total counterfactual effect of M on D" )
|
896
|
+
|
897
|
+
## R code 5.25
|
898
|
+
A_seq <- seq( from=-2 , to=2 , length.out=30 )
|
899
|
+
|
900
|
+
## R code 5.26
|
901
|
+
post <- extract.samples( m5.3_A )
|
902
|
+
M_sim <- with( post , sapply( 1:30 ,
|
903
|
+
function(i) rnorm( 1e3 , aM + bAM*A_seq[i] , sigma_M ) ) )
|
904
|
+
|
905
|
+
## R code 5.27
|
906
|
+
D_sim <- with( post , sapply( 1:30 ,
|
907
|
+
function(i) rnorm( 1e3 , a + bA*A_seq[i] + bM*M_sim[,i] , sigma ) ) )
|
908
|
+
|
909
|
+
## R code 5.28
|
910
|
+
library(rethinking)
|
911
|
+
data(milk)
|
912
|
+
d <- milk
|
913
|
+
str(d)
|
914
|
+
|
915
|
+
## R code 5.29
|
916
|
+
d$K <- standardize( d$kcal.per.g )
|
917
|
+
d$N <- standardize( d$neocortex.perc )
|
918
|
+
d$M <- standardize( log(d$mass) )
|
919
|
+
|
920
|
+
## R code 5.30
|
921
|
+
m5.5_draft <- quap(
|
922
|
+
alist(
|
923
|
+
K ~ dnorm( mu , sigma ) ,
|
924
|
+
mu <- a + bN*N ,
|
925
|
+
a ~ dnorm( 0 , 1 ) ,
|
926
|
+
bN ~ dnorm( 0 , 1 ) ,
|
927
|
+
sigma ~ dexp( 1 )
|
928
|
+
) , data=d )
|
929
|
+
|
930
|
+
## R code 5.31
|
931
|
+
d$neocortex.perc
|
932
|
+
|
933
|
+
## R code 5.32
|
934
|
+
dcc <- d[ complete.cases(d$K,d$N,d$M) , ]
|
935
|
+
|
936
|
+
## R code 5.33
|
937
|
+
m5.5_draft <- quap(
|
938
|
+
alist(
|
939
|
+
K ~ dnorm( mu , sigma ) ,
|
940
|
+
mu <- a + bN*N ,
|
941
|
+
a ~ dnorm( 0 , 1 ) ,
|
942
|
+
bN ~ dnorm( 0 , 1 ) ,
|
943
|
+
sigma ~ dexp( 1 )
|
944
|
+
) , data=dcc )
|
945
|
+
|
946
|
+
## R code 5.34
|
947
|
+
prior <- extract.prior( m5.5_draft )
|
948
|
+
xseq <- c(-2,2)
|
949
|
+
mu <- link( m5.5_draft , post=prior , data=list(N=xseq) )
|
950
|
+
plot( NULL , xlim=xseq , ylim=xseq )
|
951
|
+
for ( i in 1:50 ) lines( xseq , mu[i,] , col=col.alpha("black",0.3) )
|
952
|
+
|
953
|
+
## R code 5.35
|
954
|
+
m5.5 <- quap(
|
955
|
+
alist(
|
956
|
+
K ~ dnorm( mu , sigma ) ,
|
957
|
+
mu <- a + bN*N ,
|
958
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
959
|
+
bN ~ dnorm( 0 , 0.5 ) ,
|
960
|
+
sigma ~ dexp( 1 )
|
961
|
+
) , data=dcc )
|
962
|
+
|
963
|
+
## R code 5.36
|
964
|
+
precis( m5.5 )
|
965
|
+
|
966
|
+
## R code 5.37
|
967
|
+
xseq <- seq( from=min(dcc$N)-0.15 , to=max(dcc$N)+0.15 , length.out=30 )
|
968
|
+
mu <- link( m5.5 , data=list(N=xseq) )
|
969
|
+
mu_mean <- apply(mu,2,mean)
|
970
|
+
mu_PI <- apply(mu,2,PI)
|
971
|
+
plot( K ~ N , data=dcc )
|
972
|
+
lines( xseq , mu_mean , lwd=2 )
|
973
|
+
shade( mu_PI , xseq )
|
974
|
+
|
975
|
+
## R code 5.38
|
976
|
+
m5.6 <- quap(
|
977
|
+
alist(
|
978
|
+
K ~ dnorm( mu , sigma ) ,
|
979
|
+
mu <- a + bM*M ,
|
980
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
981
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
982
|
+
sigma ~ dexp( 1 )
|
983
|
+
) , data=dcc )
|
984
|
+
precis(m5.6)
|
985
|
+
|
986
|
+
## R code 5.39
|
987
|
+
m5.7 <- quap(
|
988
|
+
alist(
|
989
|
+
K ~ dnorm( mu , sigma ) ,
|
990
|
+
mu <- a + bN*N + bM*M ,
|
991
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
992
|
+
bN ~ dnorm( 0 , 0.5 ) ,
|
993
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
994
|
+
sigma ~ dexp( 1 )
|
995
|
+
) , data=dcc )
|
996
|
+
precis(m5.7)
|
997
|
+
|
998
|
+
## R code 5.40
|
999
|
+
plot( coeftab( m5.5 , m5.6 , m5.7 ) , pars=c("bM","bN") )
|
1000
|
+
|
1001
|
+
## R code 5.41
|
1002
|
+
xseq <- seq( from=min(dcc$M)-0.15 , to=max(dcc$M)+0.15 , length.out=30 )
|
1003
|
+
mu <- link( m5.7 , data=data.frame( M=xseq , N=0 ) )
|
1004
|
+
mu_mean <- apply(mu,2,mean)
|
1005
|
+
mu_PI <- apply(mu,2,PI)
|
1006
|
+
plot( NULL , xlim=range(dcc$M) , ylim=range(dcc$K) )
|
1007
|
+
lines( xseq , mu_mean , lwd=2 )
|
1008
|
+
shade( mu_PI , xseq )
|
1009
|
+
|
1010
|
+
## R code 5.42
|
1011
|
+
# M -> K <- N
|
1012
|
+
# M -> N
|
1013
|
+
n <- 100
|
1014
|
+
M <- rnorm( n )
|
1015
|
+
N <- rnorm( n , M )
|
1016
|
+
K <- rnorm( n , N - M )
|
1017
|
+
d_sim <- data.frame(K=K,N=N,M=M)
|
1018
|
+
|
1019
|
+
## R code 5.43
|
1020
|
+
# M -> K <- N
|
1021
|
+
# N -> M
|
1022
|
+
n <- 100
|
1023
|
+
N <- rnorm( n )
|
1024
|
+
M <- rnorm( n , N )
|
1025
|
+
K <- rnorm( n , N - M )
|
1026
|
+
d_sim2 <- data.frame(K=K,N=N,M=M)
|
1027
|
+
|
1028
|
+
# M -> K <- N
|
1029
|
+
# M <- U -> N
|
1030
|
+
n <- 100
|
1031
|
+
U <- rnorm( n )
|
1032
|
+
N <- rnorm( n , U )
|
1033
|
+
M <- rnorm( n , U )
|
1034
|
+
K <- rnorm( n , N - M )
|
1035
|
+
d_sim3 <- data.frame(K=K,N=N,M=M)
|
1036
|
+
|
1037
|
+
## R code 5.44
|
1038
|
+
dag5.7 <- dagitty( "dag{
|
1039
|
+
M -> K <- N
|
1040
|
+
M -> N }" )
|
1041
|
+
coordinates(dag5.7) <- list( x=c(M=0,K=1,N=2) , y=c(M=0.5,K=1,N=0.5) )
|
1042
|
+
MElist <- equivalentDAGs(dag5.7)
|
1043
|
+
|
1044
|
+
## R code 5.45
|
1045
|
+
data(Howell1)
|
1046
|
+
d <- Howell1
|
1047
|
+
str(d)
|
1048
|
+
|
1049
|
+
## R code 5.46
|
1050
|
+
mu_female <- rnorm(1e4,178,20)
|
1051
|
+
mu_male <- rnorm(1e4,178,20) + rnorm(1e4,0,10)
|
1052
|
+
precis( data.frame( mu_female , mu_male ) )
|
1053
|
+
|
1054
|
+
## R code 5.47
|
1055
|
+
d$sex <- ifelse( d$male==1 , 2 , 1 )
|
1056
|
+
str( d$sex )
|
1057
|
+
|
1058
|
+
## R code 5.48
|
1059
|
+
m5.8 <- quap(
|
1060
|
+
alist(
|
1061
|
+
height ~ dnorm( mu , sigma ) ,
|
1062
|
+
mu <- a[sex] ,
|
1063
|
+
a[sex] ~ dnorm( 178 , 20 ) ,
|
1064
|
+
sigma ~ dunif( 0 , 50 )
|
1065
|
+
) , data=d )
|
1066
|
+
precis( m5.8 , depth=2 )
|
1067
|
+
|
1068
|
+
## R code 5.49
|
1069
|
+
post <- extract.samples(m5.8)
|
1070
|
+
post$diff_fm <- post$a[,1] - post$a[,2]
|
1071
|
+
precis( post , depth=2 )
|
1072
|
+
|
1073
|
+
## R code 5.50
|
1074
|
+
data(milk)
|
1075
|
+
d <- milk
|
1076
|
+
levels(d$clade)
|
1077
|
+
|
1078
|
+
## R code 5.51
|
1079
|
+
d$clade_id <- as.integer( d$clade )
|
1080
|
+
|
1081
|
+
## R code 5.52
|
1082
|
+
d$K <- standardize( d$kcal.per.g )
|
1083
|
+
m5.9 <- quap(
|
1084
|
+
alist(
|
1085
|
+
K ~ dnorm( mu , sigma ),
|
1086
|
+
mu <- a[clade_id],
|
1087
|
+
a[clade_id] ~ dnorm( 0 , 0.5 ),
|
1088
|
+
sigma ~ dexp( 1 )
|
1089
|
+
) , data=d )
|
1090
|
+
labels <- paste( "a[" , 1:4 , "]:" , levels(d$clade) , sep="" )
|
1091
|
+
plot( precis( m5.9 , depth=2 , pars="a" ) , labels=labels ,
|
1092
|
+
xlab="expected kcal (std)" )
|
1093
|
+
|
1094
|
+
## R code 5.53
|
1095
|
+
set.seed(63)
|
1096
|
+
d$house <- sample( rep(1:4,each=8) , size=nrow(d) )
|
1097
|
+
|
1098
|
+
## R code 5.54
|
1099
|
+
m5.10 <- quap(
|
1100
|
+
alist(
|
1101
|
+
K ~ dnorm( mu , sigma ),
|
1102
|
+
mu <- a[clade_id] + h[house],
|
1103
|
+
a[clade_id] ~ dnorm( 0 , 0.5 ),
|
1104
|
+
h[house] ~ dnorm( 0 , 0.5 ),
|
1105
|
+
sigma ~ dexp( 1 )
|
1106
|
+
) , data=d )
|
1107
|
+
|
1108
|
+
## R code 6.1
|
1109
|
+
set.seed(1914)
|
1110
|
+
N <- 200 # num grant proposals
|
1111
|
+
p <- 0.1 # proportion to select
|
1112
|
+
# uncorrelated newsworthiness and trustworthiness
|
1113
|
+
nw <- rnorm(N)
|
1114
|
+
tw <- rnorm(N)
|
1115
|
+
# select top 10% of combined scores
|
1116
|
+
s <- nw + tw # total score
|
1117
|
+
q <- quantile( s , 1-p ) # top 10% threshold
|
1118
|
+
selected <- ifelse( s >= q , TRUE , FALSE )
|
1119
|
+
cor( tw[selected] , nw[selected] )
|
1120
|
+
|
1121
|
+
## R code 6.2
|
1122
|
+
N <- 100 # number of individuals
|
1123
|
+
set.seed(909)
|
1124
|
+
height <- rnorm(N,10,2) # sim total height of each
|
1125
|
+
leg_prop <- runif(N,0.4,0.5) # leg as proportion of height
|
1126
|
+
leg_left <- leg_prop*height + # sim left leg as proportion + error
|
1127
|
+
rnorm( N , 0 , 0.02 )
|
1128
|
+
leg_right <- leg_prop*height + # sim right leg as proportion + error
|
1129
|
+
rnorm( N , 0 , 0.02 )
|
1130
|
+
# combine into data frame
|
1131
|
+
d <- data.frame(height,leg_left,leg_right)
|
1132
|
+
|
1133
|
+
## R code 6.3
|
1134
|
+
m6.1 <- quap(
|
1135
|
+
alist(
|
1136
|
+
height ~ dnorm( mu , sigma ) ,
|
1137
|
+
mu <- a + bl*leg_left + br*leg_right ,
|
1138
|
+
a ~ dnorm( 10 , 100 ) ,
|
1139
|
+
bl ~ dnorm( 2 , 10 ) ,
|
1140
|
+
br ~ dnorm( 2 , 10 ) ,
|
1141
|
+
sigma ~ dexp( 1 )
|
1142
|
+
) , data=d )
|
1143
|
+
precis(m6.1)
|
1144
|
+
|
1145
|
+
## R code 6.4
|
1146
|
+
plot(precis(m6.1))
|
1147
|
+
|
1148
|
+
## R code 6.5
|
1149
|
+
post <- extract.samples(m6.1)
|
1150
|
+
plot( bl ~ br , post , col=col.alpha(rangi2,0.1) , pch=16 )
|
1151
|
+
|
1152
|
+
## R code 6.6
|
1153
|
+
sum_blbr <- post$bl + post$br
|
1154
|
+
dens( sum_blbr , col=rangi2 , lwd=2 , xlab="sum of bl and br" )
|
1155
|
+
|
1156
|
+
## R code 6.7
|
1157
|
+
m6.2 <- quap(
|
1158
|
+
alist(
|
1159
|
+
height ~ dnorm( mu , sigma ) ,
|
1160
|
+
mu <- a + bl*leg_left,
|
1161
|
+
a ~ dnorm( 10 , 100 ) ,
|
1162
|
+
bl ~ dnorm( 2 , 10 ) ,
|
1163
|
+
sigma ~ dexp( 1 )
|
1164
|
+
) , data=d )
|
1165
|
+
precis(m6.2)
|
1166
|
+
|
1167
|
+
## R code 6.8
|
1168
|
+
library(rethinking)
|
1169
|
+
data(milk)
|
1170
|
+
d <- milk
|
1171
|
+
d$K <- standardize( d$kcal.per.g )
|
1172
|
+
d$F <- standardize( d$perc.fat )
|
1173
|
+
d$L <- standardize( d$perc.lactose )
|
1174
|
+
|
1175
|
+
## R code 6.9
|
1176
|
+
# kcal.per.g regressed on perc.fat
|
1177
|
+
m6.3 <- quap(
|
1178
|
+
alist(
|
1179
|
+
K ~ dnorm( mu , sigma ) ,
|
1180
|
+
mu <- a + bF*F ,
|
1181
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1182
|
+
bF ~ dnorm( 0 , 0.5 ) ,
|
1183
|
+
sigma ~ dexp( 1 )
|
1184
|
+
) , data=d )
|
1185
|
+
|
1186
|
+
# kcal.per.g regressed on perc.lactose
|
1187
|
+
m6.4 <- quap(
|
1188
|
+
alist(
|
1189
|
+
K ~ dnorm( mu , sigma ) ,
|
1190
|
+
mu <- a + bL*L ,
|
1191
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1192
|
+
bL ~ dnorm( 0 , 0.5 ) ,
|
1193
|
+
sigma ~ dexp( 1 )
|
1194
|
+
) , data=d )
|
1195
|
+
|
1196
|
+
precis( m6.3 )
|
1197
|
+
precis( m6.4 )
|
1198
|
+
|
1199
|
+
## R code 6.10
|
1200
|
+
m6.5 <- quap(
|
1201
|
+
alist(
|
1202
|
+
K ~ dnorm( mu , sigma ) ,
|
1203
|
+
mu <- a + bF*F + bL*L ,
|
1204
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1205
|
+
bF ~ dnorm( 0 , 0.5 ) ,
|
1206
|
+
bL ~ dnorm( 0 , 0.5 ) ,
|
1207
|
+
sigma ~ dexp( 1 )
|
1208
|
+
) ,
|
1209
|
+
data=d )
|
1210
|
+
precis( m6.5 )
|
1211
|
+
|
1212
|
+
## R code 6.11
|
1213
|
+
pairs( ~ kcal.per.g + perc.fat + perc.lactose , data=d , col=rangi2 )
|
1214
|
+
|
1215
|
+
## R code 6.12
|
1216
|
+
library(rethinking)
|
1217
|
+
data(milk)
|
1218
|
+
d <- milk
|
1219
|
+
sim.coll <- function( r=0.9 ) {
|
1220
|
+
d$x <- rnorm( nrow(d) , mean=r*d$perc.fat ,
|
1221
|
+
sd=sqrt( (1-r^2)*var(d$perc.fat) ) )
|
1222
|
+
m <- lm( kcal.per.g ~ perc.fat + x , data=d )
|
1223
|
+
sqrt( diag( vcov(m) ) )[2] # stddev of parameter
|
1224
|
+
}
|
1225
|
+
rep.sim.coll <- function( r=0.9 , n=100 ) {
|
1226
|
+
stddev <- replicate( n , sim.coll(r) )
|
1227
|
+
mean(stddev)
|
1228
|
+
}
|
1229
|
+
r.seq <- seq(from=0,to=0.99,by=0.01)
|
1230
|
+
stddev <- sapply( r.seq , function(z) rep.sim.coll(r=z,n=100) )
|
1231
|
+
plot( stddev ~ r.seq , type="l" , col=rangi2, lwd=2 , xlab="correlation" )
|
1232
|
+
|
1233
|
+
## R code 6.13
|
1234
|
+
set.seed(71)
|
1235
|
+
# number of plants
|
1236
|
+
N <- 100
|
1237
|
+
|
1238
|
+
# simulate initial heights
|
1239
|
+
h0 <- rnorm(N,10,2)
|
1240
|
+
|
1241
|
+
# assign treatments and simulate fungus and growth
|
1242
|
+
treatment <- rep( 0:1 , each=N/2 )
|
1243
|
+
fungus <- rbinom( N , size=1 , prob=0.5 - treatment*0.4 )
|
1244
|
+
h1 <- h0 + rnorm(N, 5 - 3*fungus)
|
1245
|
+
|
1246
|
+
# compose a clean data frame
|
1247
|
+
d <- data.frame( h0=h0 , h1=h1 , treatment=treatment , fungus=fungus )
|
1248
|
+
precis(d)
|
1249
|
+
|
1250
|
+
## R code 6.14
|
1251
|
+
sim_p <- rlnorm( 1e4 , 0 , 0.25 )
|
1252
|
+
precis( data.frame(sim_p) )
|
1253
|
+
|
1254
|
+
## R code 6.15
|
1255
|
+
m6.6 <- quap(
|
1256
|
+
alist(
|
1257
|
+
h1 ~ dnorm( mu , sigma ),
|
1258
|
+
mu <- h0*p,
|
1259
|
+
p ~ dlnorm( 0 , 0.25 ),
|
1260
|
+
sigma ~ dexp( 1 )
|
1261
|
+
), data=d )
|
1262
|
+
precis(m6.6)
|
1263
|
+
|
1264
|
+
## R code 6.16
|
1265
|
+
m6.7 <- quap(
|
1266
|
+
alist(
|
1267
|
+
h1 ~ dnorm( mu , sigma ),
|
1268
|
+
mu <- h0 * p,
|
1269
|
+
p <- a + bt*treatment + bf*fungus,
|
1270
|
+
a ~ dlnorm( 0 , 0.2 ) ,
|
1271
|
+
bt ~ dnorm( 0 , 0.5 ),
|
1272
|
+
bf ~ dnorm( 0 , 0.5 ),
|
1273
|
+
sigma ~ dexp( 1 )
|
1274
|
+
), data=d )
|
1275
|
+
precis(m6.7)
|
1276
|
+
|
1277
|
+
## R code 6.17
|
1278
|
+
m6.8 <- quap(
|
1279
|
+
alist(
|
1280
|
+
h1 ~ dnorm( mu , sigma ),
|
1281
|
+
mu <- h0 * p,
|
1282
|
+
p <- a + bt*treatment,
|
1283
|
+
a ~ dlnorm( 0 , 0.2 ),
|
1284
|
+
bt ~ dnorm( 0 , 0.5 ),
|
1285
|
+
sigma ~ dexp( 1 )
|
1286
|
+
), data=d )
|
1287
|
+
precis(m6.8)
|
1288
|
+
|
1289
|
+
## R code 6.18
|
1290
|
+
library(dagitty)
|
1291
|
+
plant_dag <- dagitty( "dag {
|
1292
|
+
H_0 -> H_1
|
1293
|
+
F -> H_1
|
1294
|
+
T -> F
|
1295
|
+
}")
|
1296
|
+
coordinates( plant_dag ) <- list( x=c(H_0=0,T=2,F=1.5,H_1=1) ,
|
1297
|
+
y=c(H_0=0,T=0,F=0,H_1=0) )
|
1298
|
+
drawdag( plant_dag )
|
1299
|
+
|
1300
|
+
## R code 6.19
|
1301
|
+
impliedConditionalIndependencies(plant_dag)
|
1302
|
+
|
1303
|
+
## R code 6.20
|
1304
|
+
set.seed(71)
|
1305
|
+
N <- 1000
|
1306
|
+
h0 <- rnorm(N,10,2)
|
1307
|
+
treatment <- rep( 0:1 , each=N/2 )
|
1308
|
+
M <- rbern(N)
|
1309
|
+
fungus <- rbinom( N , size=1 , prob=0.5 - treatment*0.4 + 0.4*M )
|
1310
|
+
h1 <- h0 + rnorm( N , 5 + 3*M )
|
1311
|
+
d2 <- data.frame( h0=h0 , h1=h1 , treatment=treatment , fungus=fungus )
|
1312
|
+
|
1313
|
+
## R code 6.21
|
1314
|
+
library(rethinking)
|
1315
|
+
d <- sim_happiness( seed=1977 , N_years=1000 )
|
1316
|
+
precis(d)
|
1317
|
+
|
1318
|
+
## R code 6.22
|
1319
|
+
d2 <- d[ d$age>17 , ] # only adults
|
1320
|
+
d2$A <- ( d2$age - 18 ) / ( 65 - 18 )
|
1321
|
+
|
1322
|
+
## R code 6.23
|
1323
|
+
d2$mid <- d2$married + 1
|
1324
|
+
m6.9 <- quap(
|
1325
|
+
alist(
|
1326
|
+
happiness ~ dnorm( mu , sigma ),
|
1327
|
+
mu <- a[mid] + bA*A,
|
1328
|
+
a[mid] ~ dnorm( 0 , 1 ),
|
1329
|
+
bA ~ dnorm( 0 , 2 ),
|
1330
|
+
sigma ~ dexp(1)
|
1331
|
+
) , data=d2 )
|
1332
|
+
precis(m6.9,depth=2)
|
1333
|
+
|
1334
|
+
## R code 6.24
|
1335
|
+
m6.10 <- quap(
|
1336
|
+
alist(
|
1337
|
+
happiness ~ dnorm( mu , sigma ),
|
1338
|
+
mu <- a + bA*A,
|
1339
|
+
a ~ dnorm( 0 , 1 ),
|
1340
|
+
bA ~ dnorm( 0 , 2 ),
|
1341
|
+
sigma ~ dexp(1)
|
1342
|
+
) , data=d2 )
|
1343
|
+
precis(m6.10)
|
1344
|
+
|
1345
|
+
## R code 6.25
|
1346
|
+
N <- 200 # number of grandparent-parent-child triads
|
1347
|
+
b_GP <- 1 # direct effect of G on P
|
1348
|
+
b_GC <- 0 # direct effect of G on C
|
1349
|
+
b_PC <- 1 # direct effect of P on C
|
1350
|
+
b_U <- 2 # direct effect of U on P and C
|
1351
|
+
|
1352
|
+
## R code 6.26
|
1353
|
+
set.seed(1)
|
1354
|
+
U <- 2*rbern( N , 0.5 ) - 1
|
1355
|
+
G <- rnorm( N )
|
1356
|
+
P <- rnorm( N , b_GP*G + b_U*U )
|
1357
|
+
C <- rnorm( N , b_PC*P + b_GC*G + b_U*U )
|
1358
|
+
d <- data.frame( C=C , P=P , G=G , U=U )
|
1359
|
+
|
1360
|
+
## R code 6.27
|
1361
|
+
m6.11 <- quap(
|
1362
|
+
alist(
|
1363
|
+
C ~ dnorm( mu , sigma ),
|
1364
|
+
mu <- a + b_PC*P + b_GC*G,
|
1365
|
+
a ~ dnorm( 0 , 1 ),
|
1366
|
+
c(b_PC,b_GC) ~ dnorm( 0 , 1 ),
|
1367
|
+
sigma ~ dexp( 1 )
|
1368
|
+
), data=d )
|
1369
|
+
precis(m6.11)
|
1370
|
+
|
1371
|
+
## R code 6.28
|
1372
|
+
m6.12 <- quap(
|
1373
|
+
alist(
|
1374
|
+
C ~ dnorm( mu , sigma ),
|
1375
|
+
mu <- a + b_PC*P + b_GC*G + b_U*U,
|
1376
|
+
a ~ dnorm( 0 , 1 ),
|
1377
|
+
c(b_PC,b_GC,b_U) ~ dnorm( 0 , 1 ),
|
1378
|
+
sigma ~ dexp( 1 )
|
1379
|
+
), data=d )
|
1380
|
+
precis(m6.12)
|
1381
|
+
|
1382
|
+
## R code 6.29
|
1383
|
+
library(dagitty)
|
1384
|
+
dag_6.1 <- dagitty( "dag {
|
1385
|
+
U [unobserved]
|
1386
|
+
X -> Y
|
1387
|
+
X <- U <- A -> C -> Y
|
1388
|
+
U -> B <- C
|
1389
|
+
}")
|
1390
|
+
adjustmentSets( dag_6.1 , exposure="X" , outcome="Y" )
|
1391
|
+
|
1392
|
+
## R code 6.30
|
1393
|
+
library(dagitty)
|
1394
|
+
dag_6.2 <- dagitty( "dag {
|
1395
|
+
A -> D
|
1396
|
+
A -> M -> D
|
1397
|
+
A <- S -> M
|
1398
|
+
S -> W -> D
|
1399
|
+
}")
|
1400
|
+
adjustmentSets( dag_6.2 , exposure="W" , outcome="D" )
|
1401
|
+
|
1402
|
+
## R code 6.31
|
1403
|
+
impliedConditionalIndependencies( dag_6.2 )
|
1404
|
+
|
1405
|
+
## R code 7.1
|
1406
|
+
sppnames <- c( "afarensis","africanus","habilis","boisei",
|
1407
|
+
"rudolfensis","ergaster","sapiens")
|
1408
|
+
brainvolcc <- c( 438 , 452 , 612, 521, 752, 871, 1350 )
|
1409
|
+
masskg <- c( 37.0 , 35.5 , 34.5 , 41.5 , 55.5 , 61.0 , 53.5 )
|
1410
|
+
d <- data.frame( species=sppnames , brain=brainvolcc , mass=masskg )
|
1411
|
+
|
1412
|
+
## R code 7.2
|
1413
|
+
d$mass_std <- (d$mass - mean(d$mass))/sd(d$mass)
|
1414
|
+
d$brain_std <- d$brain / max(d$brain)
|
1415
|
+
|
1416
|
+
## R code 7.3
|
1417
|
+
m7.1 <- quap(
|
1418
|
+
alist(
|
1419
|
+
brain_std ~ dnorm( mu , exp(log_sigma) ),
|
1420
|
+
mu <- a + b*mass_std,
|
1421
|
+
a ~ dnorm( 0.5 , 1 ),
|
1422
|
+
b ~ dnorm( 0 , 10 ),
|
1423
|
+
log_sigma ~ dnorm( 0 , 1 )
|
1424
|
+
), data=d )
|
1425
|
+
|
1426
|
+
## R code 7.4
|
1427
|
+
m7.1_OLS <- lm( brain_std ~ mass_std , data=d )
|
1428
|
+
post <- extract.samples( m7.1_OLS )
|
1429
|
+
|
1430
|
+
## R code 7.5
|
1431
|
+
set.seed(12)
|
1432
|
+
s <- sim( m7.1 )
|
1433
|
+
r <- apply(s,2,mean) - d$brain_std
|
1434
|
+
resid_var <- var2(r)
|
1435
|
+
outcome_var <- var2( d$brain_std )
|
1436
|
+
1 - resid_var/outcome_var
|
1437
|
+
|
1438
|
+
## R code 7.6
|
1439
|
+
R2_is_bad <- function( quap_fit ) {
|
1440
|
+
s <- sim( quap_fit , refresh=0 )
|
1441
|
+
r <- apply(s,2,mean) - d$brain_std
|
1442
|
+
1 - var2(r)/var2(d$brain_std)
|
1443
|
+
}
|
1444
|
+
|
1445
|
+
## R code 7.7
|
1446
|
+
m7.2 <- quap(
|
1447
|
+
alist(
|
1448
|
+
brain_std ~ dnorm( mu , exp(log_sigma) ),
|
1449
|
+
mu <- a + b[1]*mass_std + b[2]*mass_std^2,
|
1450
|
+
a ~ dnorm( 0.5 , 1 ),
|
1451
|
+
b ~ dnorm( 0 , 10 ),
|
1452
|
+
log_sigma ~ dnorm( 0 , 1 )
|
1453
|
+
), data=d , start=list(b=rep(0,2)) )
|
1454
|
+
|
1455
|
+
## R code 7.8
|
1456
|
+
m7.3 <- quap(
|
1457
|
+
alist(
|
1458
|
+
brain_std ~ dnorm( mu , exp(log_sigma) ),
|
1459
|
+
mu <- a + b[1]*mass_std + b[2]*mass_std^2 +
|
1460
|
+
b[3]*mass_std^3,
|
1461
|
+
a ~ dnorm( 0.5 , 1 ),
|
1462
|
+
b ~ dnorm( 0 , 10 ),
|
1463
|
+
log_sigma ~ dnorm( 0 , 1 )
|
1464
|
+
), data=d , start=list(b=rep(0,3)) )
|
1465
|
+
|
1466
|
+
m7.4 <- quap(
|
1467
|
+
alist(
|
1468
|
+
brain_std ~ dnorm( mu , exp(log_sigma) ),
|
1469
|
+
mu <- a + b[1]*mass_std + b[2]*mass_std^2 +
|
1470
|
+
b[3]*mass_std^3 + b[4]*mass_std^4,
|
1471
|
+
a ~ dnorm( 0.5 , 1 ),
|
1472
|
+
b ~ dnorm( 0 , 10 ),
|
1473
|
+
log_sigma ~ dnorm( 0 , 1 )
|
1474
|
+
), data=d , start=list(b=rep(0,4)) )
|
1475
|
+
|
1476
|
+
m7.5 <- quap(
|
1477
|
+
alist(
|
1478
|
+
brain_std ~ dnorm( mu , exp(log_sigma) ),
|
1479
|
+
mu <- a + b[1]*mass_std + b[2]*mass_std^2 +
|
1480
|
+
b[3]*mass_std^3 + b[4]*mass_std^4 +
|
1481
|
+
b[5]*mass_std^5,
|
1482
|
+
a ~ dnorm( 0.5 , 1 ),
|
1483
|
+
b ~ dnorm( 0 , 10 ),
|
1484
|
+
log_sigma ~ dnorm( 0 , 1 )
|
1485
|
+
), data=d , start=list(b=rep(0,5)) )
|
1486
|
+
|
1487
|
+
## R code 7.9
|
1488
|
+
m7.6 <- quap(
|
1489
|
+
alist(
|
1490
|
+
brain_std ~ dnorm( mu , 0.001 ),
|
1491
|
+
mu <- a + b[1]*mass_std + b[2]*mass_std^2 +
|
1492
|
+
b[3]*mass_std^3 + b[4]*mass_std^4 +
|
1493
|
+
b[5]*mass_std^5 + b[6]*mass_std^6,
|
1494
|
+
a ~ dnorm( 0.5 , 1 ),
|
1495
|
+
b ~ dnorm( 0 , 10 )
|
1496
|
+
), data=d , start=list(b=rep(0,6)) )
|
1497
|
+
|
1498
|
+
## R code 7.10
|
1499
|
+
post <- extract.samples(m7.1)
|
1500
|
+
mass_seq <- seq( from=min(d$mass_std) , to=max(d$mass_std) , length.out=100 )
|
1501
|
+
l <- link( m7.1 , data=list( mass_std=mass_seq ) )
|
1502
|
+
mu <- apply( l , 2 , mean )
|
1503
|
+
ci <- apply( l , 2 , PI )
|
1504
|
+
plot( brain_std ~ mass_std , data=d )
|
1505
|
+
lines( mass_seq , mu )
|
1506
|
+
shade( ci , mass_seq )
|
1507
|
+
|
1508
|
+
## R code 7.11
|
1509
|
+
d_minus_i <- d[ -i , ]
|
1510
|
+
|
1511
|
+
## R code 7.12
|
1512
|
+
p <- c( 0.3 , 0.7 )
|
1513
|
+
-sum( p*log(p) )
|
1514
|
+
|
1515
|
+
## R code 7.13
|
1516
|
+
set.seed(1)
|
1517
|
+
lppd( m7.1 , n=1e4 )
|
1518
|
+
|
1519
|
+
## R code 7.14
|
1520
|
+
set.seed(1)
|
1521
|
+
logprob <- sim( m7.1 , ll=TRUE , n=1e4 )
|
1522
|
+
n <- ncol(logprob)
|
1523
|
+
ns <- nrow(logprob)
|
1524
|
+
f <- function( i ) log_sum_exp( logprob[,i] ) - log(ns)
|
1525
|
+
( lppd <- sapply( 1:n , f ) )
|
1526
|
+
|
1527
|
+
## R code 7.15
|
1528
|
+
set.seed(1)
|
1529
|
+
sapply( list(m7.1,m7.2,m7.3,m7.4,m7.5,m7.6) , function(m) sum(lppd(m)) )
|
1530
|
+
|
1531
|
+
## R code 7.16
|
1532
|
+
N <- 20
|
1533
|
+
kseq <- 1:5
|
1534
|
+
dev <- sapply( kseq , function(k) {
|
1535
|
+
print(k);
|
1536
|
+
r <- replicate( 1e4 , sim_train_test( N=N, k=k ) );
|
1537
|
+
c( mean(r[1,]) , mean(r[2,]) , sd(r[1,]) , sd(r[2,]) )
|
1538
|
+
} )
|
1539
|
+
|
1540
|
+
## R code 7.17
|
1541
|
+
r <- mcreplicate( 1e4 , sim_train_test( N=N, k=k ) , mc.cores=4 )
|
1542
|
+
|
1543
|
+
## R code 7.18
|
1544
|
+
plot( 1:5 , dev[1,] , ylim=c( min(dev[1:2,])-5 , max(dev[1:2,])+10 ) ,
|
1545
|
+
xlim=c(1,5.1) , xlab="number of parameters" , ylab="deviance" ,
|
1546
|
+
pch=16 , col=rangi2 )
|
1547
|
+
mtext( concat( "N = ",N ) )
|
1548
|
+
points( (1:5)+0.1 , dev[2,] )
|
1549
|
+
for ( i in kseq ) {
|
1550
|
+
pts_in <- dev[1,i] + c(-1,+1)*dev[3,i]
|
1551
|
+
pts_out <- dev[2,i] + c(-1,+1)*dev[4,i]
|
1552
|
+
lines( c(i,i) , pts_in , col=rangi2 )
|
1553
|
+
lines( c(i,i)+0.1 , pts_out )
|
1554
|
+
}
|
1555
|
+
|
1556
|
+
## R code 7.19
|
1557
|
+
data(cars)
|
1558
|
+
m <- quap(
|
1559
|
+
alist(
|
1560
|
+
dist ~ dnorm(mu,sigma),
|
1561
|
+
mu <- a + b*speed,
|
1562
|
+
a ~ dnorm(0,100),
|
1563
|
+
b ~ dnorm(0,10),
|
1564
|
+
sigma ~ dexp(1)
|
1565
|
+
) , data=cars )
|
1566
|
+
set.seed(94)
|
1567
|
+
post <- extract.samples(m,n=1000)
|
1568
|
+
|
1569
|
+
## R code 7.20
|
1570
|
+
n_samples <- 1000
|
1571
|
+
logprob <- sapply( 1:n_samples ,
|
1572
|
+
function(s) {
|
1573
|
+
mu <- post$a[s] + post$b[s]*cars$speed
|
1574
|
+
dnorm( cars$dist , mu , post$sigma[s] , log=TRUE )
|
1575
|
+
} )
|
1576
|
+
|
1577
|
+
## R code 7.21
|
1578
|
+
n_cases <- nrow(cars)
|
1579
|
+
lppd <- sapply( 1:n_cases , function(i) log_sum_exp(logprob[i,]) - log(n_samples) )
|
1580
|
+
|
1581
|
+
## R code 7.22
|
1582
|
+
pWAIC <- sapply( 1:n_cases , function(i) var(logprob[i,]) )
|
1583
|
+
|
1584
|
+
## R code 7.23
|
1585
|
+
-2*( sum(lppd) - sum(pWAIC) )
|
1586
|
+
|
1587
|
+
## R code 7.24
|
1588
|
+
waic_vec <- -2*( lppd - pWAIC )
|
1589
|
+
sqrt( n_cases*var(waic_vec) )
|
1590
|
+
|
1591
|
+
## R code 7.25
|
1592
|
+
set.seed(11)
|
1593
|
+
WAIC( m6.7 )
|
1594
|
+
|
1595
|
+
## R code 7.26
|
1596
|
+
set.seed(77)
|
1597
|
+
compare( m6.6 , m6.7 , m6.8 , func=WAIC )
|
1598
|
+
|
1599
|
+
## R code 7.27
|
1600
|
+
set.seed(91)
|
1601
|
+
waic_m6.7 <- WAIC( m6.7 , pointwise=TRUE )$WAIC
|
1602
|
+
waic_m6.8 <- WAIC( m6.8 , pointwise=TRUE )$WAIC
|
1603
|
+
n <- length(waic_m6.7)
|
1604
|
+
diff_m6.7_m6.8 <- waic_m6.7 - waic_m6.8
|
1605
|
+
sqrt( n*var( diff_m6.7_m6.8 ) )
|
1606
|
+
|
1607
|
+
## R code 7.28
|
1608
|
+
40.0 + c(-1,1)*10.4*2.6
|
1609
|
+
|
1610
|
+
## R code 7.29
|
1611
|
+
plot( compare( m6.6 , m6.7 , m6.8 ) )
|
1612
|
+
|
1613
|
+
## R code 7.30
|
1614
|
+
set.seed(92)
|
1615
|
+
waic_m6.6 <- WAIC( m6.6 , pointwise=TRUE )$WAIC
|
1616
|
+
diff_m6.6_m6.8 <- waic_m6.6 - waic_m6.8
|
1617
|
+
sqrt( n*var( diff_m6.6_m6.8 ) )
|
1618
|
+
|
1619
|
+
## R code 7.31
|
1620
|
+
set.seed(93)
|
1621
|
+
compare( m6.6 , m6.7 , m6.8 )@dSE
|
1622
|
+
|
1623
|
+
## R code 7.32
|
1624
|
+
library(rethinking)
|
1625
|
+
data(WaffleDivorce)
|
1626
|
+
d <- WaffleDivorce
|
1627
|
+
d$A <- standardize( d$MedianAgeMarriage )
|
1628
|
+
d$D <- standardize( d$Divorce )
|
1629
|
+
d$M <- standardize( d$Marriage )
|
1630
|
+
|
1631
|
+
m5.1 <- quap(
|
1632
|
+
alist(
|
1633
|
+
D ~ dnorm( mu , sigma ) ,
|
1634
|
+
mu <- a + bA * A ,
|
1635
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1636
|
+
bA ~ dnorm( 0 , 0.5 ) ,
|
1637
|
+
sigma ~ dexp( 1 )
|
1638
|
+
) , data = d )
|
1639
|
+
|
1640
|
+
m5.2 <- quap(
|
1641
|
+
alist(
|
1642
|
+
D ~ dnorm( mu , sigma ) ,
|
1643
|
+
mu <- a + bM * M ,
|
1644
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1645
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
1646
|
+
sigma ~ dexp( 1 )
|
1647
|
+
) , data = d )
|
1648
|
+
|
1649
|
+
m5.3 <- quap(
|
1650
|
+
alist(
|
1651
|
+
D ~ dnorm( mu , sigma ) ,
|
1652
|
+
mu <- a + bM*M + bA*A ,
|
1653
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1654
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
1655
|
+
bA ~ dnorm( 0 , 0.5 ) ,
|
1656
|
+
sigma ~ dexp( 1 )
|
1657
|
+
) , data = d )
|
1658
|
+
|
1659
|
+
## R code 7.33
|
1660
|
+
set.seed(24071847)
|
1661
|
+
compare( m5.1 , m5.2 , m5.3 , func=PSIS )
|
1662
|
+
|
1663
|
+
## R code 7.34
|
1664
|
+
set.seed(24071847)
|
1665
|
+
PSIS_m5.3 <- PSIS(m5.3,pointwise=TRUE)
|
1666
|
+
set.seed(24071847)
|
1667
|
+
WAIC_m5.3 <- WAIC(m5.3,pointwise=TRUE)
|
1668
|
+
plot( PSIS_m5.3$k , WAIC_m5.3$penalty , xlab="PSIS Pareto k" ,
|
1669
|
+
ylab="WAIC penalty" , col=rangi2 , lwd=2 )
|
1670
|
+
|
1671
|
+
## R code 7.35
|
1672
|
+
m5.3t <- quap(
|
1673
|
+
alist(
|
1674
|
+
D ~ dstudent( 2 , mu , sigma ) ,
|
1675
|
+
mu <- a + bM*M + bA*A ,
|
1676
|
+
a ~ dnorm( 0 , 0.2 ) ,
|
1677
|
+
bM ~ dnorm( 0 , 0.5 ) ,
|
1678
|
+
bA ~ dnorm( 0 , 0.5 ) ,
|
1679
|
+
sigma ~ dexp( 1 )
|
1680
|
+
) , data = d )
|
1681
|
+
|
1682
|
+
## R code 8.1
|
1683
|
+
library(rethinking)
|
1684
|
+
data(rugged)
|
1685
|
+
d <- rugged
|
1686
|
+
|
1687
|
+
# make log version of outcome
|
1688
|
+
d$log_gdp <- log( d$rgdppc_2000 )
|
1689
|
+
|
1690
|
+
# extract countries with GDP data
|
1691
|
+
dd <- d[ complete.cases(d$rgdppc_2000) , ]
|
1692
|
+
|
1693
|
+
# rescale variables
|
1694
|
+
dd$log_gdp_std <- dd$log_gdp / mean(dd$log_gdp)
|
1695
|
+
dd$rugged_std <- dd$rugged / max(dd$rugged)
|
1696
|
+
|
1697
|
+
## R code 8.2
|
1698
|
+
m8.1 <- quap(
|
1699
|
+
alist(
|
1700
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
1701
|
+
mu <- a + b*( rugged_std - 0.215 ) ,
|
1702
|
+
a ~ dnorm( 1 , 1 ) ,
|
1703
|
+
b ~ dnorm( 0 , 1 ) ,
|
1704
|
+
sigma ~ dexp( 1 )
|
1705
|
+
) , data=dd )
|
1706
|
+
|
1707
|
+
## R code 8.3
|
1708
|
+
set.seed(7)
|
1709
|
+
prior <- extract.prior( m8.1 )
|
1710
|
+
|
1711
|
+
# set up the plot dimensions
|
1712
|
+
plot( NULL , xlim=c(0,1) , ylim=c(0.5,1.5) ,
|
1713
|
+
xlab="ruggedness" , ylab="log GDP" )
|
1714
|
+
abline( h=min(dd$log_gdp_std) , lty=2 )
|
1715
|
+
abline( h=max(dd$log_gdp_std) , lty=2 )
|
1716
|
+
|
1717
|
+
# draw 50 lines from the prior
|
1718
|
+
rugged_seq <- seq( from=-0.1 , to=1.1 , length.out=30 )
|
1719
|
+
mu <- link( m8.1 , post=prior , data=data.frame(rugged_std=rugged_seq) )
|
1720
|
+
for ( i in 1:50 ) lines( rugged_seq , mu[i,] , col=col.alpha("black",0.3) )
|
1721
|
+
|
1722
|
+
## R code 8.4
|
1723
|
+
sum( abs(prior$b) > 0.6 ) / length(prior$b)
|
1724
|
+
|
1725
|
+
## R code 8.5
|
1726
|
+
m8.1 <- quap(
|
1727
|
+
alist(
|
1728
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
1729
|
+
mu <- a + b*( rugged_std - 0.215 ) ,
|
1730
|
+
a ~ dnorm( 1 , 0.1 ) ,
|
1731
|
+
b ~ dnorm( 0 , 0.3 ) ,
|
1732
|
+
sigma ~ dexp(1)
|
1733
|
+
) , data=dd )
|
1734
|
+
|
1735
|
+
## R code 8.6
|
1736
|
+
precis( m8.1 )
|
1737
|
+
|
1738
|
+
## R code 8.7
|
1739
|
+
# make variable to index Africa (1) or not (2)
|
1740
|
+
dd$cid <- ifelse( dd$cont_africa==1 , 1 , 2 )
|
1741
|
+
|
1742
|
+
## R code 8.8
|
1743
|
+
m8.2 <- quap(
|
1744
|
+
alist(
|
1745
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
1746
|
+
mu <- a[cid] + b*( rugged_std - 0.215 ) ,
|
1747
|
+
a[cid] ~ dnorm( 1 , 0.1 ) ,
|
1748
|
+
b ~ dnorm( 0 , 0.3 ) ,
|
1749
|
+
sigma ~ dexp( 1 )
|
1750
|
+
) , data=dd )
|
1751
|
+
|
1752
|
+
## R code 8.9
|
1753
|
+
compare( m8.1 , m8.2 )
|
1754
|
+
|
1755
|
+
## R code 8.10
|
1756
|
+
precis( m8.2 , depth=2 )
|
1757
|
+
|
1758
|
+
## R code 8.11
|
1759
|
+
post <- extract.samples(m8.2)
|
1760
|
+
diff_a1_a2 <- post$a[,1] - post$a[,2]
|
1761
|
+
PI( diff_a1_a2 )
|
1762
|
+
|
1763
|
+
## R code 8.12
|
1764
|
+
rugged.seq <- seq( from=-0.1 , to=1.1 , length.out=30 )
|
1765
|
+
# compute mu over samples, fixing cid=2 and then cid=1
|
1766
|
+
mu.NotAfrica <- link( m8.2 ,
|
1767
|
+
data=data.frame( cid=2 , rugged_std=rugged.seq ) )
|
1768
|
+
mu.Africa <- link( m8.2 ,
|
1769
|
+
data=data.frame( cid=1 , rugged_std=rugged.seq ) )
|
1770
|
+
# summarize to means and intervals
|
1771
|
+
mu.NotAfrica_mu <- apply( mu.NotAfrica , 2 , mean )
|
1772
|
+
mu.NotAfrica_ci <- apply( mu.NotAfrica , 2 , PI , prob=0.97 )
|
1773
|
+
mu.Africa_mu <- apply( mu.Africa , 2 , mean )
|
1774
|
+
mu.Africa_ci <- apply( mu.Africa , 2 , PI , prob=0.97 )
|
1775
|
+
|
1776
|
+
## R code 8.13
|
1777
|
+
m8.3 <- quap(
|
1778
|
+
alist(
|
1779
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
1780
|
+
mu <- a[cid] + b[cid]*( rugged_std - 0.215 ) ,
|
1781
|
+
a[cid] ~ dnorm( 1 , 0.1 ) ,
|
1782
|
+
b[cid] ~ dnorm( 0 , 0.3 ) ,
|
1783
|
+
sigma ~ dexp( 1 )
|
1784
|
+
) , data=dd )
|
1785
|
+
|
1786
|
+
## R code 8.14
|
1787
|
+
precis( m8.5 , depth=2 )
|
1788
|
+
|
1789
|
+
## R code 8.15
|
1790
|
+
compare( m8.1 , m8.2 , m8.3 , func=PSIS )
|
1791
|
+
|
1792
|
+
## R code 8.16
|
1793
|
+
plot( PSIS( m8.3 , pointwise=TRUE )$k )
|
1794
|
+
|
1795
|
+
## R code 8.17
|
1796
|
+
# plot Africa - cid=1
|
1797
|
+
d.A1 <- dd[ dd$cid==1 , ]
|
1798
|
+
plot( d.A1$rugged_std , d.A1$log_gdp_std , pch=16 , col=rangi2 ,
|
1799
|
+
xlab="ruggedness (standardized)" , ylab="log GDP (as proportion of mean)" ,
|
1800
|
+
xlim=c(0,1) )
|
1801
|
+
mu <- link( m8.3 , data=data.frame( cid=1 , rugged_std=rugged_seq ) )
|
1802
|
+
mu_mean <- apply( mu , 2 , mean )
|
1803
|
+
mu_ci <- apply( mu , 2 , PI , prob=0.97 )
|
1804
|
+
lines( rugged_seq , mu_mean , lwd=2 )
|
1805
|
+
shade( mu_ci , rugged_seq , col=col.alpha(rangi2,0.3) )
|
1806
|
+
mtext("African nations")
|
1807
|
+
|
1808
|
+
# plot non-Africa - cid=2
|
1809
|
+
d.A0 <- dd[ dd$cid==2 , ]
|
1810
|
+
plot( d.A0$rugged_std , d.A0$log_gdp_std , pch=1 , col="black" ,
|
1811
|
+
xlab="ruggedness (standardized)" , ylab="log GDP (as proportion of mean)" ,
|
1812
|
+
xlim=c(0,1) )
|
1813
|
+
mu <- link( m8.3 , data=data.frame( cid=2 , rugged_std=rugged_seq ) )
|
1814
|
+
mu_mean <- apply( mu , 2 , mean )
|
1815
|
+
mu_ci <- apply( mu , 2 , PI , prob=0.97 )
|
1816
|
+
lines( rugged_seq , mu_mean , lwd=2 )
|
1817
|
+
shade( mu_ci , rugged_seq )
|
1818
|
+
mtext("Non-African nations")
|
1819
|
+
|
1820
|
+
## R code 8.18
|
1821
|
+
rugged_seq <- seq(from=-0.2,to=1.2,length.out=30)
|
1822
|
+
muA <- link( m8.3 , data=data.frame(cid=1,rugged_std=rugged_seq) )
|
1823
|
+
muN <- link( m8.3 , data=data.frame(cid=2,rugged_std=rugged_seq) )
|
1824
|
+
delta <- muA - muN
|
1825
|
+
|
1826
|
+
## R code 8.19
|
1827
|
+
library(rethinking)
|
1828
|
+
data(tulips)
|
1829
|
+
d <- tulips
|
1830
|
+
str(d)
|
1831
|
+
|
1832
|
+
## R code 8.20
|
1833
|
+
d$blooms_std <- d$blooms / max(d$blooms)
|
1834
|
+
d$water_cent <- d$water - mean(d$water)
|
1835
|
+
d$shade_cent <- d$shade - mean(d$shade)
|
1836
|
+
|
1837
|
+
## R code 8.21
|
1838
|
+
a <- rnorm( 1e4 , 0.5 , 1 ); sum( a < 0 | a > 1 ) / length( a )
|
1839
|
+
|
1840
|
+
## R code 8.22
|
1841
|
+
a <- rnorm( 1e4 , 0.5 , 0.25 ); sum( a < 0 | a > 1 ) / length( a )
|
1842
|
+
|
1843
|
+
## R code 8.23
|
1844
|
+
m8.4 <- quap(
|
1845
|
+
alist(
|
1846
|
+
blooms_std ~ dnorm( mu , sigma ) ,
|
1847
|
+
mu <- a + bw*water_cent + bs*shade_cent ,
|
1848
|
+
a ~ dnorm( 0.5 , 0.25 ) ,
|
1849
|
+
bw ~ dnorm( 0 , 0.25 ) ,
|
1850
|
+
bs ~ dnorm( 0 , 0.25 ) ,
|
1851
|
+
sigma ~ dexp( 1 )
|
1852
|
+
) , data=d )
|
1853
|
+
|
1854
|
+
## R code 8.24
|
1855
|
+
m8.5 <- quap(
|
1856
|
+
alist(
|
1857
|
+
blooms_std ~ dnorm( mu , sigma ) ,
|
1858
|
+
mu <- a + bw*water_cent + bs*shade_cent + bws*water_cent*shade_cent ,
|
1859
|
+
a ~ dnorm( 0.5 , 0.25 ) ,
|
1860
|
+
bw ~ dnorm( 0 , 0.25 ) ,
|
1861
|
+
bs ~ dnorm( 0 , 0.25 ) ,
|
1862
|
+
bws ~ dnorm( 0 , 0.25 ) ,
|
1863
|
+
sigma ~ dexp( 1 )
|
1864
|
+
) , data=d )
|
1865
|
+
|
1866
|
+
## R code 8.25
|
1867
|
+
par(mfrow=c(1,3)) # 3 plots in 1 row
|
1868
|
+
for ( s in -1:1 ) {
|
1869
|
+
idx <- which( d$shade_cent==s )
|
1870
|
+
plot( d$water_cent[idx] , d$blooms_std[idx] , xlim=c(-1,1) , ylim=c(0,1) ,
|
1871
|
+
xlab="water" , ylab="blooms" , pch=16 , col=rangi2 )
|
1872
|
+
mu <- link( m8.4 , data=data.frame( shade_cent=s , water_cent=-1:1 ) )
|
1873
|
+
for ( i in 1:20 ) lines( -1:1 , mu[i,] , col=col.alpha("black",0.3) )
|
1874
|
+
}
|
1875
|
+
|
1876
|
+
## R code 8.26
|
1877
|
+
set.seed(7)
|
1878
|
+
prior <- extract.prior(m8.5)
|
1879
|
+
|
1880
|
+
## R code 8.27
|
1881
|
+
d$lang.per.cap <- d$num.lang / d$k.pop
|
1882
|
+
|
1883
|
+
## R code 9.1
|
1884
|
+
num_weeks <- 1e5
|
1885
|
+
positions <- rep(0,num_weeks)
|
1886
|
+
current <- 10
|
1887
|
+
for ( i in 1:num_weeks ) {
|
1888
|
+
## record current position
|
1889
|
+
positions[i] <- current
|
1890
|
+
## flip coin to generate proposal
|
1891
|
+
proposal <- current + sample( c(-1,1) , size=1 )
|
1892
|
+
## now make sure he loops around the archipelago
|
1893
|
+
if ( proposal < 1 ) proposal <- 10
|
1894
|
+
if ( proposal > 10 ) proposal <- 1
|
1895
|
+
## move?
|
1896
|
+
prob_move <- proposal/current
|
1897
|
+
current <- ifelse( runif(1) < prob_move , proposal , current )
|
1898
|
+
}
|
1899
|
+
|
1900
|
+
## R code 9.2
|
1901
|
+
plot( 1:100 , positions[1:100] )
|
1902
|
+
|
1903
|
+
## R code 9.3
|
1904
|
+
plot( table( positions ) )
|
1905
|
+
|
1906
|
+
## R code 9.4
|
1907
|
+
D <- 10
|
1908
|
+
T <- 1e3
|
1909
|
+
Y <- rmvnorm(T,rep(0,D),diag(D))
|
1910
|
+
rad_dist <- function( Y ) sqrt( sum(Y^2) )
|
1911
|
+
Rd <- sapply( 1:T , function(i) rad_dist( Y[i,] ) )
|
1912
|
+
dens( Rd )
|
1913
|
+
|
1914
|
+
## R code 9.5
|
1915
|
+
# U needs to return neg-log-probability
|
1916
|
+
U <- function( q , a=0 , b=1 , k=0 , d=1 ) {
|
1917
|
+
muy <- q[1]
|
1918
|
+
mux <- q[2]
|
1919
|
+
U <- sum( dnorm(y,muy,1,log=TRUE) ) + sum( dnorm(x,mux,1,log=TRUE) ) +
|
1920
|
+
dnorm(muy,a,b,log=TRUE) + dnorm(mux,k,d,log=TRUE)
|
1921
|
+
return( -U )
|
1922
|
+
}
|
1923
|
+
|
1924
|
+
## R code 9.6
|
1925
|
+
# gradient function
|
1926
|
+
# need vector of partial derivatives of U with respect to vector q
|
1927
|
+
U_gradient <- function( q , a=0 , b=1 , k=0 , d=1 ) {
|
1928
|
+
muy <- q[1]
|
1929
|
+
mux <- q[2]
|
1930
|
+
G1 <- sum( y - muy ) + (a - muy)/b^2 #dU/dmuy
|
1931
|
+
G2 <- sum( x - mux ) + (k - mux)/d^2 #dU/dmux
|
1932
|
+
return( c( -G1 , -G2 ) ) # negative bc energy is neg-log-prob
|
1933
|
+
}
|
1934
|
+
# test data
|
1935
|
+
set.seed(7)
|
1936
|
+
y <- rnorm(50)
|
1937
|
+
x <- rnorm(50)
|
1938
|
+
x <- as.numeric(scale(x))
|
1939
|
+
y <- as.numeric(scale(y))
|
1940
|
+
|
1941
|
+
## R code 9.7
|
1942
|
+
library(shape) # for fancy arrows
|
1943
|
+
Q <- list()
|
1944
|
+
Q$q <- c(-0.1,0.2)
|
1945
|
+
pr <- 0.3
|
1946
|
+
plot( NULL , ylab="muy" , xlab="mux" , xlim=c(-pr,pr) , ylim=c(-pr,pr) )
|
1947
|
+
step <- 0.03
|
1948
|
+
L <- 11 # 0.03/28 for U-turns --- 11 for working example
|
1949
|
+
n_samples <- 4
|
1950
|
+
path_col <- col.alpha("black",0.5)
|
1951
|
+
points( Q$q[1] , Q$q[2] , pch=4 , col="black" )
|
1952
|
+
for ( i in 1:n_samples ) {
|
1953
|
+
Q <- HMC2( U , U_gradient , step , L , Q$q )
|
1954
|
+
if ( n_samples < 10 ) {
|
1955
|
+
for ( j in 1:L ) {
|
1956
|
+
K0 <- sum(Q$ptraj[j,]^2)/2 # kinetic energy
|
1957
|
+
lines( Q$traj[j:(j+1),1] , Q$traj[j:(j+1),2] , col=path_col , lwd=1+2*K0 )
|
1958
|
+
}
|
1959
|
+
points( Q$traj[1:L+1,] , pch=16 , col="white" , cex=0.35 )
|
1960
|
+
Arrows( Q$traj[L,1] , Q$traj[L,2] , Q$traj[L+1,1] , Q$traj[L+1,2] ,
|
1961
|
+
arr.length=0.35 , arr.adj = 0.7 )
|
1962
|
+
text( Q$traj[L+1,1] , Q$traj[L+1,2] , i , cex=0.8 , pos=4 , offset=0.4 )
|
1963
|
+
}
|
1964
|
+
points( Q$traj[L+1,1] , Q$traj[L+1,2] , pch=ifelse( Q$accept==1 , 16 , 1 ) ,
|
1965
|
+
col=ifelse( abs(Q$dH)>0.1 , "red" , "black" ) )
|
1966
|
+
}
|
1967
|
+
|
1968
|
+
## R code 9.8
|
1969
|
+
HMC2 <- function (U, grad_U, epsilon, L, current_q) {
|
1970
|
+
q = current_q
|
1971
|
+
p = rnorm(length(q),0,1) # random flick - p is momentum.
|
1972
|
+
current_p = p
|
1973
|
+
# Make a half step for momentum at the beginning
|
1974
|
+
p = p - epsilon * grad_U(q) / 2
|
1975
|
+
# initialize bookkeeping - saves trajectory
|
1976
|
+
qtraj <- matrix(NA,nrow=L+1,ncol=length(q))
|
1977
|
+
ptraj <- qtraj
|
1978
|
+
qtraj[1,] <- current_q
|
1979
|
+
ptraj[1,] <- p
|
1980
|
+
|
1981
|
+
## R code 9.9
|
1982
|
+
# Alternate full steps for position and momentum
|
1983
|
+
for ( i in 1:L ) {
|
1984
|
+
q = q + epsilon * p # Full step for the position
|
1985
|
+
# Make a full step for the momentum, except at end of trajectory
|
1986
|
+
if ( i!=L ) {
|
1987
|
+
p = p - epsilon * grad_U(q)
|
1988
|
+
ptraj[i+1,] <- p
|
1989
|
+
}
|
1990
|
+
qtraj[i+1,] <- q
|
1991
|
+
}
|
1992
|
+
|
1993
|
+
## R code 9.10
|
1994
|
+
# Make a half step for momentum at the end
|
1995
|
+
p = p - epsilon * grad_U(q) / 2
|
1996
|
+
ptraj[L+1,] <- p
|
1997
|
+
# Negate momentum at end of trajectory to make the proposal symmetric
|
1998
|
+
p = -p
|
1999
|
+
# Evaluate potential and kinetic energies at start and end of trajectory
|
2000
|
+
current_U = U(current_q)
|
2001
|
+
current_K = sum(current_p^2) / 2
|
2002
|
+
proposed_U = U(q)
|
2003
|
+
proposed_K = sum(p^2) / 2
|
2004
|
+
# Accept or reject the state at end of trajectory, returning either
|
2005
|
+
# the position at the end of the trajectory or the initial position
|
2006
|
+
accept <- 0
|
2007
|
+
if (runif(1) < exp(current_U-proposed_U+current_K-proposed_K)) {
|
2008
|
+
new_q <- q # accept
|
2009
|
+
accept <- 1
|
2010
|
+
} else new_q <- current_q # reject
|
2011
|
+
return(list( q=new_q, traj=qtraj, ptraj=ptraj, accept=accept ))
|
2012
|
+
}
|
2013
|
+
|
2014
|
+
## R code 9.11
|
2015
|
+
library(rethinking)
|
2016
|
+
data(rugged)
|
2017
|
+
d <- rugged
|
2018
|
+
d$log_gdp <- log(d$rgdppc_2000)
|
2019
|
+
dd <- d[ complete.cases(d$rgdppc_2000) , ]
|
2020
|
+
dd$log_gdp_std <- dd$log_gdp / mean(dd$log_gdp)
|
2021
|
+
dd$rugged_std <- dd$rugged / max(dd$rugged)
|
2022
|
+
dd$cid <- ifelse( dd$cont_africa==1 , 1 , 2 )
|
2023
|
+
|
2024
|
+
## R code 9.12
|
2025
|
+
m8.3 <- quap(
|
2026
|
+
alist(
|
2027
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
2028
|
+
mu <- a[cid] + b[cid]*( rugged_std - 0.215 ) ,
|
2029
|
+
a[cid] ~ dnorm( 1 , 0.1 ) ,
|
2030
|
+
b[cid] ~ dnorm( 0 , 0.3 ) ,
|
2031
|
+
sigma ~ dexp( 1 )
|
2032
|
+
) , data=dd )
|
2033
|
+
precis( m8.3 , depth=2 )
|
2034
|
+
|
2035
|
+
## R code 9.13
|
2036
|
+
dat_slim <- list(
|
2037
|
+
log_gdp_std = dd$log_gdp_std,
|
2038
|
+
rugged_std = dd$rugged_std,
|
2039
|
+
cid = as.integer( dd$cid )
|
2040
|
+
)
|
2041
|
+
str(dat_slim)
|
2042
|
+
|
2043
|
+
## R code 9.14
|
2044
|
+
m9.1 <- ulam(
|
2045
|
+
alist(
|
2046
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
2047
|
+
mu <- a[cid] + b[cid]*( rugged_std - 0.215 ) ,
|
2048
|
+
a[cid] ~ dnorm( 1 , 0.1 ) ,
|
2049
|
+
b[cid] ~ dnorm( 0 , 0.3 ) ,
|
2050
|
+
sigma ~ dexp( 1 )
|
2051
|
+
) , data=dat_slim , chains=1 )
|
2052
|
+
|
2053
|
+
## R code 9.15
|
2054
|
+
precis( m9.1 , depth=2 )
|
2055
|
+
|
2056
|
+
## R code 9.16
|
2057
|
+
m9.1 <- ulam(
|
2058
|
+
alist(
|
2059
|
+
log_gdp_std ~ dnorm( mu , sigma ) ,
|
2060
|
+
mu <- a[cid] + b[cid]*( rugged_std - 0.215 ) ,
|
2061
|
+
a[cid] ~ dnorm( 1 , 0.1 ) ,
|
2062
|
+
b[cid] ~ dnorm( 0 , 0.3 ) ,
|
2063
|
+
sigma ~ dexp( 1 )
|
2064
|
+
) , data=dat_slim , chains=4 , cores=4 )
|
2065
|
+
|
2066
|
+
## R code 9.17
|
2067
|
+
show( m9.1 )
|
2068
|
+
|
2069
|
+
## R code 9.18
|
2070
|
+
precis( m9.1 , 2 )
|
2071
|
+
|
2072
|
+
## R code 9.19
|
2073
|
+
pairs( m9.1 )
|
2074
|
+
|
2075
|
+
## R code 9.20
|
2076
|
+
traceplot( m9.1 )
|
2077
|
+
|
2078
|
+
## R code 9.21
|
2079
|
+
trankplot( m9.1 )
|
2080
|
+
|
2081
|
+
## R code 9.22
|
2082
|
+
y <- c(-1,1)
|
2083
|
+
set.seed(11)
|
2084
|
+
m9.2 <- ulam(
|
2085
|
+
alist(
|
2086
|
+
y ~ dnorm( mu , sigma ) ,
|
2087
|
+
mu <- alpha ,
|
2088
|
+
alpha ~ dnorm( 0 , 1000 ) ,
|
2089
|
+
sigma ~ dexp( 0.0001 )
|
2090
|
+
) , data=list(y=y) , chains=3 )
|
2091
|
+
|
2092
|
+
## R code 9.23
|
2093
|
+
precis( m9.2 )
|
2094
|
+
|
2095
|
+
## R code 9.24
|
2096
|
+
set.seed(11)
|
2097
|
+
m9.3 <- ulam(
|
2098
|
+
alist(
|
2099
|
+
y ~ dnorm( mu , sigma ) ,
|
2100
|
+
mu <- alpha ,
|
2101
|
+
alpha ~ dnorm( 1 , 10 ) ,
|
2102
|
+
sigma ~ dexp( 1 )
|
2103
|
+
) , data=list(y=y) , chains=3 )
|
2104
|
+
precis( m9.3 )
|
2105
|
+
|
2106
|
+
## R code 9.25
|
2107
|
+
set.seed(41)
|
2108
|
+
y <- rnorm( 100 , mean=0 , sd=1 )
|
2109
|
+
|
2110
|
+
## R code 9.26
|
2111
|
+
set.seed(384)
|
2112
|
+
m9.4 <- ulam(
|
2113
|
+
alist(
|
2114
|
+
y ~ dnorm( mu , sigma ) ,
|
2115
|
+
mu <- a1 + a2 ,
|
2116
|
+
a1 ~ dnorm( 0 , 1000 ),
|
2117
|
+
a2 ~ dnorm( 0 , 1000 ),
|
2118
|
+
sigma ~ dexp( 1 )
|
2119
|
+
) , data=list(y=y) , chains=3 )
|
2120
|
+
precis( m9.4 )
|
2121
|
+
|
2122
|
+
## R code 9.27
|
2123
|
+
m9.5 <- ulam(
|
2124
|
+
alist(
|
2125
|
+
y ~ dnorm( mu , sigma ) ,
|
2126
|
+
mu <- a1 + a2 ,
|
2127
|
+
a1 ~ dnorm( 0 , 10 ),
|
2128
|
+
a2 ~ dnorm( 0 , 10 ),
|
2129
|
+
sigma ~ dexp( 1 )
|
2130
|
+
) , data=list(y=y) , chains=3 )
|
2131
|
+
precis( m9.5 )
|
2132
|
+
|
2133
|
+
## R code 9.28
|
2134
|
+
mp <- ulam(
|
2135
|
+
alist(
|
2136
|
+
a ~ dnorm(0,1),
|
2137
|
+
b ~ dcauchy(0,1)
|
2138
|
+
), data=list(y=1) , chains=1 )
|
2139
|
+
|
2140
|
+
## R code 9.29
|
2141
|
+
m5.8s <- ulam(
|
2142
|
+
alist(
|
2143
|
+
height ~ dnorm( mu , sigma ) ,
|
2144
|
+
mu <- a + bl*leg_left + br*leg_right ,
|
2145
|
+
a ~ dnorm( 10 , 100 ) ,
|
2146
|
+
bl ~ dnorm( 2 , 10 ) ,
|
2147
|
+
br ~ dnorm( 2 , 10 ) ,
|
2148
|
+
sigma ~ dexp( 1 )
|
2149
|
+
) , data=d, chains=4,
|
2150
|
+
start=list(a=10,bl=0,br=0.1,sigma=1) )
|
2151
|
+
|
2152
|
+
## R code 9.30
|
2153
|
+
m5.8s2 <- ulam(
|
2154
|
+
alist(
|
2155
|
+
height ~ dnorm( mu , sigma ) ,
|
2156
|
+
mu <- a + bl*leg_left + br*leg_right ,
|
2157
|
+
a ~ dnorm( 10 , 100 ) ,
|
2158
|
+
bl ~ dnorm( 2 , 10 ) ,
|
2159
|
+
br ~ dnorm( 2 , 10 ) ,
|
2160
|
+
sigma ~ dexp( 1 )
|
2161
|
+
) , data=d, chains=4,
|
2162
|
+
constraints=list(br="lower=0"),
|
2163
|
+
start=list(a=10,bl=0,br=0.1,sigma=1) )
|
2164
|
+
|
2165
|
+
## R code 10.1
|
2166
|
+
p <- list()
|
2167
|
+
p$A <- c(0,0,10,0,0)
|
2168
|
+
p$B <- c(0,1,8,1,0)
|
2169
|
+
p$C <- c(0,2,6,2,0)
|
2170
|
+
p$D <- c(1,2,4,2,1)
|
2171
|
+
p$E <- c(2,2,2,2,2)
|
2172
|
+
|
2173
|
+
## R code 10.2
|
2174
|
+
p_norm <- lapply( p , function(q) q/sum(q))
|
2175
|
+
|
2176
|
+
## R code 10.3
|
2177
|
+
( H <- sapply( p_norm , function(q) -sum(ifelse(q==0,0,q*log(q))) ) )
|
2178
|
+
|
2179
|
+
## R code 10.4
|
2180
|
+
ways <- c(1,90,1260,37800,113400)
|
2181
|
+
logwayspp <- log(ways)/10
|
2182
|
+
|
2183
|
+
## R code 10.5
|
2184
|
+
# build list of the candidate distributions
|
2185
|
+
p <- list()
|
2186
|
+
p[[1]] <- c(1/4,1/4,1/4,1/4)
|
2187
|
+
p[[2]] <- c(2/6,1/6,1/6,2/6)
|
2188
|
+
p[[3]] <- c(1/6,2/6,2/6,1/6)
|
2189
|
+
p[[4]] <- c(1/8,4/8,2/8,1/8)
|
2190
|
+
|
2191
|
+
# compute expected value of each
|
2192
|
+
sapply( p , function(p) sum(p*c(0,1,1,2)) )
|
2193
|
+
|
2194
|
+
## R code 10.6
|
2195
|
+
# compute entropy of each distribution
|
2196
|
+
sapply( p , function(p) -sum( p*log(p) ) )
|
2197
|
+
|
2198
|
+
## R code 10.7
|
2199
|
+
p <- 0.7
|
2200
|
+
( A <- c( (1-p)^2 , p*(1-p) , (1-p)*p , p^2 ) )
|
2201
|
+
|
2202
|
+
## R code 10.8
|
2203
|
+
-sum( A*log(A) )
|
2204
|
+
|
2205
|
+
## R code 10.9
|
2206
|
+
sim.p <- function(G=1.4) {
|
2207
|
+
x123 <- runif(3)
|
2208
|
+
x4 <- ( (G)*sum(x123)-x123[2]-x123[3] )/(2-G)
|
2209
|
+
z <- sum( c(x123,x4) )
|
2210
|
+
p <- c( x123 , x4 )/z
|
2211
|
+
list( H=-sum( p*log(p) ) , p=p )
|
2212
|
+
}
|
2213
|
+
|
2214
|
+
## R code 10.10
|
2215
|
+
H <- replicate( 1e5 , sim.p(1.4) )
|
2216
|
+
dens( as.numeric(H[1,]) , adj=0.1 )
|
2217
|
+
|
2218
|
+
## R code 10.11
|
2219
|
+
entropies <- as.numeric(H[1,])
|
2220
|
+
distributions <- H[2,]
|
2221
|
+
|
2222
|
+
## R code 10.12
|
2223
|
+
max(entropies)
|
2224
|
+
|
2225
|
+
## R code 10.13
|
2226
|
+
distributions[ which.max(entropies) ]
|
2227
|
+
|
2228
|
+
## R code 11.1
|
2229
|
+
library(rethinking)
|
2230
|
+
data(chimpanzees)
|
2231
|
+
d <- chimpanzees
|
2232
|
+
|
2233
|
+
## R code 11.2
|
2234
|
+
d$treatment <- 1 + d$prosoc_left + 2*d$condition
|
2235
|
+
|
2236
|
+
## R code 11.3
|
2237
|
+
xtabs( ~ treatment + prosoc_left + condition , d )
|
2238
|
+
|
2239
|
+
## R code 11.4
|
2240
|
+
m11.1 <- quap(
|
2241
|
+
alist(
|
2242
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
2243
|
+
logit(p) <- a ,
|
2244
|
+
a ~ dnorm( 0 , 10 )
|
2245
|
+
) , data=d )
|
2246
|
+
|
2247
|
+
## R code 11.5
|
2248
|
+
set.seed(1999)
|
2249
|
+
prior <- extract.prior( m11.1 , n=1e4 )
|
2250
|
+
|
2251
|
+
## R code 11.6
|
2252
|
+
p <- inv_logit( prior$a )
|
2253
|
+
dens( p , adj=0.1 )
|
2254
|
+
|
2255
|
+
## R code 11.7
|
2256
|
+
m11.2 <- quap(
|
2257
|
+
alist(
|
2258
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
2259
|
+
logit(p) <- a + b[treatment] ,
|
2260
|
+
a ~ dnorm( 0 , 1.5 ),
|
2261
|
+
b[treatment] ~ dnorm( 0 , 10 )
|
2262
|
+
) , data=d )
|
2263
|
+
set.seed(1999)
|
2264
|
+
prior <- extract.prior( m11.2 , n=1e4 )
|
2265
|
+
p <- sapply( 1:4 , function(k) inv_logit( prior$a + prior$b[,k] ) )
|
2266
|
+
|
2267
|
+
## R code 11.8
|
2268
|
+
dens( abs( p[,1] - p[,2] ) , adj=0.1 )
|
2269
|
+
|
2270
|
+
## R code 11.9
|
2271
|
+
m11.3 <- quap(
|
2272
|
+
alist(
|
2273
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
2274
|
+
logit(p) <- a + b[treatment] ,
|
2275
|
+
a ~ dnorm( 0 , 1.5 ),
|
2276
|
+
b[treatment] ~ dnorm( 0 , 0.5 )
|
2277
|
+
) , data=d )
|
2278
|
+
set.seed(1999)
|
2279
|
+
prior <- extract.prior( m11.3 , n=1e4 )
|
2280
|
+
p <- sapply( 1:4 , function(k) inv_logit( prior$a + prior$b[,k] ) )
|
2281
|
+
mean( abs( p[,1] - p[,2] ) )
|
2282
|
+
|
2283
|
+
## R code 11.10
|
2284
|
+
# trimmed data list
|
2285
|
+
dat_list <- list(
|
2286
|
+
pulled_left = d$pulled_left,
|
2287
|
+
actor = d$actor,
|
2288
|
+
treatment = as.integer(d$treatment) )
|
2289
|
+
|
2290
|
+
## R code 11.11
|
2291
|
+
m11.4 <- ulam(
|
2292
|
+
alist(
|
2293
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
2294
|
+
logit(p) <- a[actor] + b[treatment] ,
|
2295
|
+
a[actor] ~ dnorm( 0 , 1.5 ),
|
2296
|
+
b[treatment] ~ dnorm( 0 , 0.5 )
|
2297
|
+
) , data=dat_list , chains=4 , log_lik=TRUE )
|
2298
|
+
precis( m11.4 , depth=2 )
|
2299
|
+
|
2300
|
+
## R code 11.12
|
2301
|
+
post <- extract.samples(m11.4)
|
2302
|
+
p_left <- inv_logit( post$a )
|
2303
|
+
plot( precis( as.data.frame(p_left) ) , xlim=c(0,1) )
|
2304
|
+
|
2305
|
+
## R code 11.13
|
2306
|
+
labs <- c("R/N","L/N","R/P","L/P")
|
2307
|
+
plot( precis( m11.4 , depth=2 , pars="b" ) , labels=labs )
|
2308
|
+
|
2309
|
+
## R code 11.14
|
2310
|
+
diffs <- list(
|
2311
|
+
db13 = post$b[,1] - post$b[,3],
|
2312
|
+
db24 = post$b[,2] - post$b[,4] )
|
2313
|
+
plot( precis(diffs) )
|
2314
|
+
|
2315
|
+
## R code 11.15
|
2316
|
+
pl <- by( d$pulled_left , list( d$actor , d$treatment ) , mean )
|
2317
|
+
pl[1,]
|
2318
|
+
|
2319
|
+
## R code 11.16
|
2320
|
+
plot( NULL , xlim=c(1,28) , ylim=c(0,1) , xlab="" ,
|
2321
|
+
ylab="proportion left lever" , xaxt="n" , yaxt="n" )
|
2322
|
+
axis( 2 , at=c(0,0.5,1) , labels=c(0,0.5,1) )
|
2323
|
+
abline( h=0.5 , lty=2 )
|
2324
|
+
for ( j in 1:7 ) abline( v=(j-1)*4+4.5 , lwd=0.5 )
|
2325
|
+
for ( j in 1:7 ) text( (j-1)*4+2.5 , 1.1 , concat("actor ",j) , xpd=TRUE )
|
2326
|
+
for ( j in (1:7)[-2] ) {
|
2327
|
+
lines( (j-1)*4+c(1,3) , pl[j,c(1,3)] , lwd=2 , col=rangi2 )
|
2328
|
+
lines( (j-1)*4+c(2,4) , pl[j,c(2,4)] , lwd=2 , col=rangi2 )
|
2329
|
+
}
|
2330
|
+
points( 1:28 , t(pl) , pch=16 , col="white" , cex=1.7 )
|
2331
|
+
points( 1:28 , t(pl) , pch=c(1,1,16,16) , col=rangi2 , lwd=2 )
|
2332
|
+
yoff <- 0.01
|
2333
|
+
text( 1 , pl[1,1]-yoff , "R/N" , pos=1 , cex=0.8 )
|
2334
|
+
text( 2 , pl[1,2]+yoff , "L/N" , pos=3 , cex=0.8 )
|
2335
|
+
text( 3 , pl[1,3]-yoff , "R/P" , pos=1 , cex=0.8 )
|
2336
|
+
text( 4 , pl[1,4]+yoff , "L/P" , pos=3 , cex=0.8 )
|
2337
|
+
mtext( "observed proportions\n" )
|
2338
|
+
|
2339
|
+
## R code 11.17
|
2340
|
+
dat <- list( actor=rep(1:7,each=4) , treatment=rep(1:4,times=7) )
|
2341
|
+
p_post <- link( m11.4 , data=dat )
|
2342
|
+
p_mu <- apply( p_post , 2 , mean )
|
2343
|
+
p_ci <- apply( p_post , 2 , PI )
|
2344
|
+
|
2345
|
+
## R code 11.18
|
2346
|
+
d$side <- d$prosoc_left + 1 # right 1, left 2
|
2347
|
+
d$cond <- d$condition + 1 # no partner 1, partner 2
|
2348
|
+
|
2349
|
+
## R code 11.19
|
2350
|
+
dat_list2 <- list(
|
2351
|
+
pulled_left = d$pulled_left,
|
2352
|
+
actor = d$actor,
|
2353
|
+
side = d$side,
|
2354
|
+
cond = d$cond )
|
2355
|
+
m11.5 <- ulam(
|
2356
|
+
alist(
|
2357
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
2358
|
+
logit(p) <- a[actor] + bs[side] + bc[cond] ,
|
2359
|
+
a[actor] ~ dnorm( 0 , 1.5 ),
|
2360
|
+
bs[side] ~ dnorm( 0 , 0.5 ),
|
2361
|
+
bc[cond] ~ dnorm( 0 , 0.5 )
|
2362
|
+
) , data=dat_list2 , chains=4 , log_lik=TRUE )
|
2363
|
+
|
2364
|
+
## R code 11.20
|
2365
|
+
compare( m11.5 , m11.4 , func=PSIS )
|
2366
|
+
|
2367
|
+
## R code 11.21
|
2368
|
+
post <- extract.samples( m11.4 , clean=FALSE )
|
2369
|
+
str(post)
|
2370
|
+
|
2371
|
+
## R code 11.22
|
2372
|
+
m11.4_stan_code <- stancode(m11.4)
|
2373
|
+
m11.4_stan <- stan( model_code=m11.4_stan_code , data=dat_list , chains=4 )
|
2374
|
+
compare( m11.4_stan , m11.4 )
|
2375
|
+
|
2376
|
+
## R code 11.23
|
2377
|
+
post <- extract.samples(m11.4)
|
2378
|
+
mean( exp(post$b[,4]-post$b[,2]) )
|
2379
|
+
|
2380
|
+
## R code 11.24
|
2381
|
+
data(chimpanzees)
|
2382
|
+
d <- chimpanzees
|
2383
|
+
d$treatment <- 1 + d$prosoc_left + 2*d$condition
|
2384
|
+
d$side <- d$prosoc_left + 1 # right 1, left 2
|
2385
|
+
d$cond <- d$condition + 1 # no partner 1, partner 2
|
2386
|
+
d_aggregated <- aggregate(
|
2387
|
+
d$pulled_left ,
|
2388
|
+
list( treatment=d$treatment , actor=d$actor ,
|
2389
|
+
side=d$side , cond=d$cond ) ,
|
2390
|
+
sum )
|
2391
|
+
colnames(d_aggregated)[5] <- "left_pulls"
|
2392
|
+
|
2393
|
+
## R code 11.25
|
2394
|
+
dat <- with( d_aggregated , list(
|
2395
|
+
left_pulls = left_pulls,
|
2396
|
+
treatment = treatment,
|
2397
|
+
actor = actor,
|
2398
|
+
side = side,
|
2399
|
+
cond = cond ) )
|
2400
|
+
|
2401
|
+
m11.6 <- ulam(
|
2402
|
+
alist(
|
2403
|
+
left_pulls ~ dbinom( 18 , p ) ,
|
2404
|
+
logit(p) <- a[actor] + b[treatment] ,
|
2405
|
+
a[actor] ~ dnorm( 0 , 1.5 ) ,
|
2406
|
+
b[treatment] ~ dnorm( 0 , 0.5 )
|
2407
|
+
) , data=dat , chains=4 , log_lik=TRUE )
|
2408
|
+
|
2409
|
+
## R code 11.26
|
2410
|
+
compare( m11.6 , m11.4 , func=PSIS )
|
2411
|
+
|
2412
|
+
## R code 11.27
|
2413
|
+
# deviance of aggregated 6-in-9
|
2414
|
+
-2*dbinom(6,9,0.2,log=TRUE)
|
2415
|
+
# deviance of dis-aggregated
|
2416
|
+
-2*sum(dbern(c(1,1,1,1,1,1,0,0,0),0.2,log=TRUE))
|
2417
|
+
|
2418
|
+
## R code 11.28
|
2419
|
+
library(rethinking)
|
2420
|
+
data(UCBadmit)
|
2421
|
+
d <- UCBadmit
|
2422
|
+
|
2423
|
+
## R code 11.29
|
2424
|
+
dat_list <- list(
|
2425
|
+
admit = d$admit,
|
2426
|
+
applications = d$applications,
|
2427
|
+
gid = ifelse( d$applicant.gender=="male" , 1 , 2 )
|
2428
|
+
)
|
2429
|
+
m11.7 <- ulam(
|
2430
|
+
alist(
|
2431
|
+
admit ~ dbinom( applications , p ) ,
|
2432
|
+
logit(p) <- a[gid] ,
|
2433
|
+
a[gid] ~ dnorm( 0 , 1.5 )
|
2434
|
+
) , data=dat_list , chains=4 )
|
2435
|
+
precis( m11.7 , depth=2 )
|
2436
|
+
|
2437
|
+
## R code 11.30
|
2438
|
+
post <- extract.samples(m11.7)
|
2439
|
+
diff_a <- post$a[,1] - post$a[,2]
|
2440
|
+
diff_p <- inv_logit(post$a[,1]) - inv_logit(post$a[,2])
|
2441
|
+
precis( list( diff_a=diff_a , diff_p=diff_p ) )
|
2442
|
+
|
2443
|
+
## R code 11.31
|
2444
|
+
postcheck( m11.7 )
|
2445
|
+
# draw lines connecting points from same dept
|
2446
|
+
for ( i in 1:6 ) {
|
2447
|
+
x <- 1 + 2*(i-1)
|
2448
|
+
y1 <- d$admit[x]/d$applications[x]
|
2449
|
+
y2 <- d$admit[x+1]/d$applications[x+1]
|
2450
|
+
lines( c(x,x+1) , c(y1,y2) , col=rangi2 , lwd=2 )
|
2451
|
+
text( x+0.5 , (y1+y2)/2 + 0.05 , d$dept[x] , cex=0.8 , col=rangi2 )
|
2452
|
+
}
|
2453
|
+
|
2454
|
+
## R code 11.32
|
2455
|
+
dat_list$dept_id <- rep(1:6,each=2)
|
2456
|
+
m11.8 <- ulam(
|
2457
|
+
alist(
|
2458
|
+
admit ~ dbinom( applications , p ) ,
|
2459
|
+
logit(p) <- a[gid] + delta[dept_id] ,
|
2460
|
+
a[gid] ~ dnorm( 0 , 1.5 ) ,
|
2461
|
+
delta[dept_id] ~ dnorm( 0 , 1.5 )
|
2462
|
+
) , data=dat_list , chains=4 , iter=4000 )
|
2463
|
+
precis( m11.8 , depth=2 )
|
2464
|
+
|
2465
|
+
## R code 11.33
|
2466
|
+
post <- extract.samples(m11.8)
|
2467
|
+
diff_a <- post$a[,1] - post$a[,2]
|
2468
|
+
diff_p <- inv_logit(post$a[,1]) - inv_logit(post$a[,2])
|
2469
|
+
precis( list( diff_a=diff_a , diff_p=diff_p ) )
|
2470
|
+
|
2471
|
+
## R code 11.34
|
2472
|
+
pg <- with( dat_list , sapply( 1:6 , function(k)
|
2473
|
+
applications[dept_id==k]/sum(applications[dept_id==k]) ) )
|
2474
|
+
rownames(pg) <- c("male","female")
|
2475
|
+
colnames(pg) <- unique(d$dept)
|
2476
|
+
round( pg , 2 )
|
2477
|
+
|
2478
|
+
## R code 11.35
|
2479
|
+
y <- rbinom(1e5,1000,1/1000)
|
2480
|
+
c( mean(y) , var(y) )
|
2481
|
+
|
2482
|
+
## R code 11.36
|
2483
|
+
library(rethinking)
|
2484
|
+
data(Kline)
|
2485
|
+
d <- Kline
|
2486
|
+
d
|
2487
|
+
|
2488
|
+
## R code 11.37
|
2489
|
+
d$P <- scale( log(d$population) )
|
2490
|
+
d$contact_id <- ifelse( d$contact=="high" , 2 , 1 )
|
2491
|
+
|
2492
|
+
## R code 11.38
|
2493
|
+
curve( dlnorm( x , 0 , 10 ) , from=0 , to=100 , n=200 )
|
2494
|
+
|
2495
|
+
## R code 11.39
|
2496
|
+
a <- rnorm(1e4,0,10)
|
2497
|
+
lambda <- exp(a)
|
2498
|
+
mean( lambda )
|
2499
|
+
|
2500
|
+
## R code 11.40
|
2501
|
+
curve( dlnorm( x , 3 , 0.5 ) , from=0 , to=100 , n=200 )
|
2502
|
+
|
2503
|
+
## R code 11.41
|
2504
|
+
N <- 100
|
2505
|
+
a <- rnorm( N , 3 , 0.5 )
|
2506
|
+
b <- rnorm( N , 0 , 10 )
|
2507
|
+
plot( NULL , xlim=c(-2,2) , ylim=c(0,100) )
|
2508
|
+
for ( i in 1:N ) curve( exp( a[i] + b[i]*x ) , add=TRUE , col=grau() )
|
2509
|
+
|
2510
|
+
## R code 11.42
|
2511
|
+
set.seed(10)
|
2512
|
+
N <- 100
|
2513
|
+
a <- rnorm( N , 3 , 0.5 )
|
2514
|
+
b <- rnorm( N , 0 , 0.2 )
|
2515
|
+
plot( NULL , xlim=c(-2,2) , ylim=c(0,100) )
|
2516
|
+
for ( i in 1:N ) curve( exp( a[i] + b[i]*x ) , add=TRUE , col=grau() )
|
2517
|
+
|
2518
|
+
## R code 11.43
|
2519
|
+
x_seq <- seq( from=log(100) , to=log(200000) , length.out=100 )
|
2520
|
+
lambda <- sapply( x_seq , function(x) exp( a + b*x ) )
|
2521
|
+
plot( NULL , xlim=range(x_seq) , ylim=c(0,500) , xlab="log population" ,
|
2522
|
+
ylab="total tools" )
|
2523
|
+
for ( i in 1:N ) lines( x_seq , lambda[i,] , col=grau() , lwd=1.5 )
|
2524
|
+
|
2525
|
+
## R code 11.44
|
2526
|
+
plot( NULL , xlim=range(exp(x_seq)) , ylim=c(0,500) , xlab="population" ,
|
2527
|
+
ylab="total tools" )
|
2528
|
+
for ( i in 1:N ) lines( exp(x_seq) , lambda[i,] , col=grau() , lwd=1.5 )
|
2529
|
+
|
2530
|
+
## R code 11.45
|
2531
|
+
dat <- list(
|
2532
|
+
T = d$total_tools ,
|
2533
|
+
P = d$P ,
|
2534
|
+
cid = d$contact_id )
|
2535
|
+
|
2536
|
+
# intercept only
|
2537
|
+
m11.9 <- ulam(
|
2538
|
+
alist(
|
2539
|
+
T ~ dpois( lambda ),
|
2540
|
+
log(lambda) <- a,
|
2541
|
+
a ~ dnorm( 3 , 0.5 )
|
2542
|
+
), data=dat , chains=4 , log_lik=TRUE )
|
2543
|
+
|
2544
|
+
# interaction model
|
2545
|
+
m11.10 <- ulam(
|
2546
|
+
alist(
|
2547
|
+
T ~ dpois( lambda ),
|
2548
|
+
log(lambda) <- a[cid] + b[cid]*P,
|
2549
|
+
a[cid] ~ dnorm( 3 , 0.5 ),
|
2550
|
+
b[cid] ~ dnorm( 0 , 0.2 )
|
2551
|
+
), data=dat , chains=4 , log_lik=TRUE )
|
2552
|
+
|
2553
|
+
## R code 11.46
|
2554
|
+
compare( m11.9 , m11.10 , func=PSIS )
|
2555
|
+
|
2556
|
+
## R code 11.47
|
2557
|
+
k <- PSIS( m11.10 , pointwise=TRUE )$k
|
2558
|
+
plot( dat$P , dat$T , xlab="log population (std)" , ylab="total tools" ,
|
2559
|
+
col=rangi2 , pch=ifelse( dat$cid==1 , 1 , 16 ) , lwd=2 ,
|
2560
|
+
ylim=c(0,75) , cex=1+normalize(k) )
|
2561
|
+
|
2562
|
+
# set up the horizontal axis values to compute predictions at
|
2563
|
+
ns <- 100
|
2564
|
+
P_seq <- seq( from=-1.4 , to=3 , length.out=ns )
|
2565
|
+
|
2566
|
+
# predictions for cid=1 (low contact)
|
2567
|
+
lambda <- link( m11.10 , data=data.frame( P=P_seq , cid=1 ) )
|
2568
|
+
lmu <- apply( lambda , 2 , mean )
|
2569
|
+
lci <- apply( lambda , 2 , PI )
|
2570
|
+
lines( P_seq , lmu , lty=2 , lwd=1.5 )
|
2571
|
+
shade( lci , P_seq , xpd=TRUE )
|
2572
|
+
|
2573
|
+
# predictions for cid=2 (high contact)
|
2574
|
+
lambda <- link( m11.10 , data=data.frame( P=P_seq , cid=2 ) )
|
2575
|
+
lmu <- apply( lambda , 2 , mean )
|
2576
|
+
lci <- apply( lambda , 2 , PI )
|
2577
|
+
lines( P_seq , lmu , lty=1 , lwd=1.5 )
|
2578
|
+
shade( lci , P_seq , xpd=TRUE )
|
2579
|
+
|
2580
|
+
## R code 11.48
|
2581
|
+
plot( d$population , d$total_tools , xlab="population" , ylab="total tools" ,
|
2582
|
+
col=rangi2 , pch=ifelse( dat$cid==1 , 1 , 16 ) , lwd=2 ,
|
2583
|
+
ylim=c(0,75) , cex=1+normalize(k) )
|
2584
|
+
|
2585
|
+
ns <- 100
|
2586
|
+
P_seq <- seq( from=-5 , to=3 , length.out=ns )
|
2587
|
+
# 1.53 is sd of log(population)
|
2588
|
+
# 9 is mean of log(population)
|
2589
|
+
pop_seq <- exp( P_seq*1.53 + 9 )
|
2590
|
+
|
2591
|
+
lambda <- link( m11.10 , data=data.frame( P=P_seq , cid=1 ) )
|
2592
|
+
lmu <- apply( lambda , 2 , mean )
|
2593
|
+
lci <- apply( lambda , 2 , PI )
|
2594
|
+
lines( pop_seq , lmu , lty=2 , lwd=1.5 )
|
2595
|
+
shade( lci , pop_seq , xpd=TRUE )
|
2596
|
+
|
2597
|
+
lambda <- link( m11.10 , data=data.frame( P=P_seq , cid=2 ) )
|
2598
|
+
lmu <- apply( lambda , 2 , mean )
|
2599
|
+
lci <- apply( lambda , 2 , PI )
|
2600
|
+
lines( pop_seq , lmu , lty=1 , lwd=1.5 )
|
2601
|
+
shade( lci , pop_seq , xpd=TRUE )
|
2602
|
+
|
2603
|
+
## R code 11.49
|
2604
|
+
dat2 <- list( T=d$total_tools, P=d$population, cid=d$contact_id )
|
2605
|
+
m11.11 <- ulam(
|
2606
|
+
alist(
|
2607
|
+
T ~ dpois( lambda ),
|
2608
|
+
lambda <- exp(a[cid])*P^b[cid]/g,
|
2609
|
+
a[cid] ~ dnorm(1,1),
|
2610
|
+
b[cid] ~ dexp(1),
|
2611
|
+
g ~ dexp(1)
|
2612
|
+
), data=dat2 , chains=4 , log_lik=TRUE )
|
2613
|
+
|
2614
|
+
## R code 11.50
|
2615
|
+
num_days <- 30
|
2616
|
+
y <- rpois( num_days , 1.5 )
|
2617
|
+
|
2618
|
+
## R code 11.51
|
2619
|
+
num_weeks <- 4
|
2620
|
+
y_new <- rpois( num_weeks , 0.5*7 )
|
2621
|
+
|
2622
|
+
## R code 11.52
|
2623
|
+
y_all <- c( y , y_new )
|
2624
|
+
exposure <- c( rep(1,30) , rep(7,4) )
|
2625
|
+
monastery <- c( rep(0,30) , rep(1,4) )
|
2626
|
+
d <- data.frame( y=y_all , days=exposure , monastery=monastery )
|
2627
|
+
|
2628
|
+
## R code 11.53
|
2629
|
+
# compute the offset
|
2630
|
+
d$log_days <- log( d$days )
|
2631
|
+
|
2632
|
+
# fit the model
|
2633
|
+
m11.12 <- quap(
|
2634
|
+
alist(
|
2635
|
+
y ~ dpois( lambda ),
|
2636
|
+
log(lambda) <- log_days + a + b*monastery,
|
2637
|
+
a ~ dnorm( 0 , 1 ),
|
2638
|
+
b ~ dnorm( 0 , 1 )
|
2639
|
+
), data=d )
|
2640
|
+
|
2641
|
+
## R code 11.54
|
2642
|
+
post <- extract.samples( m11.12 )
|
2643
|
+
lambda_old <- exp( post$a )
|
2644
|
+
lambda_new <- exp( post$a + post$b )
|
2645
|
+
precis( data.frame( lambda_old , lambda_new ) )
|
2646
|
+
|
2647
|
+
## R code 11.55
|
2648
|
+
# simulate career choices among 500 individuals
|
2649
|
+
N <- 500 # number of individuals
|
2650
|
+
income <- c(1,2,5) # expected income of each career
|
2651
|
+
score <- 0.5*income # scores for each career, based on income
|
2652
|
+
# next line converts scores to probabilities
|
2653
|
+
p <- softmax(score[1],score[2],score[3])
|
2654
|
+
|
2655
|
+
# now simulate choice
|
2656
|
+
# outcome career holds event type values, not counts
|
2657
|
+
career <- rep(NA,N) # empty vector of choices for each individual
|
2658
|
+
# sample chosen career for each individual
|
2659
|
+
set.seed(34302)
|
2660
|
+
for ( i in 1:N ) career[i] <- sample( 1:3 , size=1 , prob=p )
|
2661
|
+
|
2662
|
+
## R code 11.56
|
2663
|
+
code_m11.13 <- "
|
2664
|
+
data{
|
2665
|
+
int N; // number of individuals
|
2666
|
+
int K; // number of possible careers
|
2667
|
+
int career[N]; // outcome
|
2668
|
+
vector[K] career_income;
|
2669
|
+
}
|
2670
|
+
parameters{
|
2671
|
+
vector[K-1] a; // intercepts
|
2672
|
+
real<lower=0> b; // association of income with choice
|
2673
|
+
}
|
2674
|
+
model{
|
2675
|
+
vector[K] p;
|
2676
|
+
vector[K] s;
|
2677
|
+
a ~ normal( 0 , 1 );
|
2678
|
+
b ~ normal( 0 , 0.5 );
|
2679
|
+
s[1] = a[1] + b*career_income[1];
|
2680
|
+
s[2] = a[2] + b*career_income[2];
|
2681
|
+
s[3] = 0; // pivot
|
2682
|
+
p = softmax( s );
|
2683
|
+
career ~ categorical( p );
|
2684
|
+
}
|
2685
|
+
"
|
2686
|
+
|
2687
|
+
## R code 11.57
|
2688
|
+
dat_list <- list( N=N , K=3 , career=career , career_income=income )
|
2689
|
+
m11.13 <- stan( model_code=code_m11.13 , data=dat_list , chains=4 )
|
2690
|
+
precis( m11.13 , 2 )
|
2691
|
+
|
2692
|
+
## R code 11.58
|
2693
|
+
post <- extract.samples( m11.13 )
|
2694
|
+
|
2695
|
+
# set up logit scores
|
2696
|
+
s1 <- with( post , a[,1] + b*income[1] )
|
2697
|
+
s2_orig <- with( post , a[,2] + b*income[2] )
|
2698
|
+
s2_new <- with( post , a[,2] + b*income[2]*2 )
|
2699
|
+
|
2700
|
+
# compute probabilities for original and counterfactual
|
2701
|
+
p_orig <- sapply( 1:length(post$b) , function(i)
|
2702
|
+
softmax( c(s1[i],s2_orig[i],0) ) )
|
2703
|
+
p_new <- sapply( 1:length(post$b) , function(i)
|
2704
|
+
softmax( c(s1[i],s2_new[i],0) ) )
|
2705
|
+
|
2706
|
+
# summarize
|
2707
|
+
p_diff <- p_new[2,] - p_orig[2,]
|
2708
|
+
precis( p_diff )
|
2709
|
+
|
2710
|
+
## R code 11.59
|
2711
|
+
N <- 500
|
2712
|
+
# simulate family incomes for each individual
|
2713
|
+
family_income <- runif(N)
|
2714
|
+
# assign a unique coefficient for each type of event
|
2715
|
+
b <- c(-2,0,2)
|
2716
|
+
career <- rep(NA,N) # empty vector of choices for each individual
|
2717
|
+
for ( i in 1:N ) {
|
2718
|
+
score <- 0.5*(1:3) + b*family_income[i]
|
2719
|
+
p <- softmax(score[1],score[2],score[3])
|
2720
|
+
career[i] <- sample( 1:3 , size=1 , prob=p )
|
2721
|
+
}
|
2722
|
+
|
2723
|
+
code_m11.14 <- "
|
2724
|
+
data{
|
2725
|
+
int N; // number of observations
|
2726
|
+
int K; // number of outcome values
|
2727
|
+
int career[N]; // outcome
|
2728
|
+
real family_income[N];
|
2729
|
+
}
|
2730
|
+
parameters{
|
2731
|
+
vector[K-1] a; // intercepts
|
2732
|
+
vector[K-1] b; // coefficients on family income
|
2733
|
+
}
|
2734
|
+
model{
|
2735
|
+
vector[K] p;
|
2736
|
+
vector[K] s;
|
2737
|
+
a ~ normal(0,1.5);
|
2738
|
+
b ~ normal(0,1);
|
2739
|
+
for ( i in 1:N ) {
|
2740
|
+
for ( j in 1:(K-1) ) s[j] = a[j] + b[j]*family_income[i];
|
2741
|
+
s[K] = 0; // the pivot
|
2742
|
+
p = softmax( s );
|
2743
|
+
career[i] ~ categorical( p );
|
2744
|
+
}
|
2745
|
+
}
|
2746
|
+
"
|
2747
|
+
|
2748
|
+
dat_list <- list( N=N , K=3 , career=career , family_income=family_income )
|
2749
|
+
m11.14 <- stan( model_code=code_m11.14 , data=dat_list , chains=4 )
|
2750
|
+
precis( m11.14 , 2 )
|
2751
|
+
|
2752
|
+
## R code 11.60
|
2753
|
+
library(rethinking)
|
2754
|
+
data(UCBadmit)
|
2755
|
+
d <- UCBadmit
|
2756
|
+
|
2757
|
+
## R code 11.61
|
2758
|
+
# binomial model of overall admission probability
|
2759
|
+
m_binom <- quap(
|
2760
|
+
alist(
|
2761
|
+
admit ~ dbinom(applications,p),
|
2762
|
+
logit(p) <- a,
|
2763
|
+
a ~ dnorm( 0 , 1.5 )
|
2764
|
+
), data=d )
|
2765
|
+
|
2766
|
+
# Poisson model of overall admission rate and rejection rate
|
2767
|
+
# 'reject' is a reserved word in Stan, cannot use as variable name
|
2768
|
+
dat <- list( admit=d$admit , rej=d$reject )
|
2769
|
+
m_pois <- ulam(
|
2770
|
+
alist(
|
2771
|
+
admit ~ dpois(lambda1),
|
2772
|
+
rej ~ dpois(lambda2),
|
2773
|
+
log(lambda1) <- a1,
|
2774
|
+
log(lambda2) <- a2,
|
2775
|
+
c(a1,a2) ~ dnorm(0,1.5)
|
2776
|
+
), data=dat , chains=3 , cores=3 )
|
2777
|
+
|
2778
|
+
## R code 11.62
|
2779
|
+
inv_logit(coef(m_binom))
|
2780
|
+
|
2781
|
+
## R code 11.63
|
2782
|
+
k <- coef(m_pois)
|
2783
|
+
a1 <- k['a1']; a2 <- k['a2']
|
2784
|
+
exp(a1)/(exp(a1)+exp(a2))
|
2785
|
+
|
2786
|
+
## R code 12.1
|
2787
|
+
pbar <- 0.5
|
2788
|
+
theta <- 5
|
2789
|
+
curve( dbeta2(x,pbar,theta) , from=0 , to=1 ,
|
2790
|
+
xlab="probability" , ylab="Density" )
|
2791
|
+
|
2792
|
+
## R code 12.2
|
2793
|
+
library(rethinking)
|
2794
|
+
data(UCBadmit)
|
2795
|
+
d <- UCBadmit
|
2796
|
+
d$gid <- ifelse( d$applicant.gender=="male" , 1L , 2L )
|
2797
|
+
dat <- list( A=d$admit , N=d$applications , gid=d$gid )
|
2798
|
+
m12.1 <- ulam(
|
2799
|
+
alist(
|
2800
|
+
A ~ dbetabinom( N , pbar , theta ),
|
2801
|
+
logit(pbar) <- a[gid],
|
2802
|
+
a[gid] ~ dnorm( 0 , 1.5 ),
|
2803
|
+
transpars> theta <<- phi + 2.0,
|
2804
|
+
phi ~ dexp(1)
|
2805
|
+
), data=dat , chains=4 )
|
2806
|
+
|
2807
|
+
## R code 12.3
|
2808
|
+
post <- extract.samples( m12.1 )
|
2809
|
+
post$da <- post$a[,1] - post$a[,2]
|
2810
|
+
precis( post , depth=2 )
|
2811
|
+
|
2812
|
+
## R code 12.4
|
2813
|
+
gid <- 2
|
2814
|
+
# draw posterior mean beta distribution
|
2815
|
+
curve( dbeta2(x,mean(logistic(post$a[,gid])),mean(post$theta)) , from=0 , to=1 ,
|
2816
|
+
ylab="Density" , xlab="probability admit", ylim=c(0,3) , lwd=2 )
|
2817
|
+
|
2818
|
+
# draw 50 beta distributions sampled from posterior
|
2819
|
+
for ( i in 1:50 ) {
|
2820
|
+
p <- logistic( post$a[i,gid] )
|
2821
|
+
theta <- post$theta[i]
|
2822
|
+
curve( dbeta2(x,p,theta) , add=TRUE , col=col.alpha("black",0.2) )
|
2823
|
+
}
|
2824
|
+
mtext( "distribution of female admission rates" )
|
2825
|
+
|
2826
|
+
## R code 12.5
|
2827
|
+
postcheck( m12.1 )
|
2828
|
+
|
2829
|
+
## R code 12.6
|
2830
|
+
library(rethinking)
|
2831
|
+
data(Kline)
|
2832
|
+
d <- Kline
|
2833
|
+
d$P <- standardize( log(d$population) )
|
2834
|
+
d$contact_id <- ifelse( d$contact=="high" , 2L , 1L )
|
2835
|
+
|
2836
|
+
dat2 <- list(
|
2837
|
+
T = d$total_tools,
|
2838
|
+
P = d$population,
|
2839
|
+
cid = d$contact_id )
|
2840
|
+
|
2841
|
+
m12.2 <- ulam(
|
2842
|
+
alist(
|
2843
|
+
T ~ dgampois( lambda , phi ),
|
2844
|
+
lambda <- exp(a[cid])*P^b[cid] / g,
|
2845
|
+
a[cid] ~ dnorm(1,1),
|
2846
|
+
b[cid] ~ dexp(1),
|
2847
|
+
g ~ dexp(1),
|
2848
|
+
phi ~ dexp(1)
|
2849
|
+
), data=dat2 , chains=4 , log_lik=TRUE )
|
2850
|
+
|
2851
|
+
## R code 12.7
|
2852
|
+
# define parameters
|
2853
|
+
prob_drink <- 0.2 # 20% of days
|
2854
|
+
rate_work <- 1 # average 1 manuscript per day
|
2855
|
+
|
2856
|
+
# sample one year of production
|
2857
|
+
N <- 365
|
2858
|
+
|
2859
|
+
# simulate days monks drink
|
2860
|
+
set.seed(365)
|
2861
|
+
drink <- rbinom( N , 1 , prob_drink )
|
2862
|
+
|
2863
|
+
# simulate manuscripts completed
|
2864
|
+
y <- (1-drink)*rpois( N , rate_work )
|
2865
|
+
|
2866
|
+
## R code 12.8
|
2867
|
+
simplehist( y , xlab="manuscripts completed" , lwd=4 )
|
2868
|
+
zeros_drink <- sum(drink)
|
2869
|
+
zeros_work <- sum(y==0 & drink==0)
|
2870
|
+
zeros_total <- sum(y==0)
|
2871
|
+
lines( c(0,0) , c(zeros_work,zeros_total) , lwd=4 , col=rangi2 )
|
2872
|
+
|
2873
|
+
## R code 12.9
|
2874
|
+
m12.3 <- ulam(
|
2875
|
+
alist(
|
2876
|
+
y ~ dzipois( p , lambda ),
|
2877
|
+
logit(p) <- ap,
|
2878
|
+
log(lambda) <- al,
|
2879
|
+
ap ~ dnorm( -1.5 , 1 ),
|
2880
|
+
al ~ dnorm( 1 , 0.5 )
|
2881
|
+
) , data=list(y=y) , chains=4 )
|
2882
|
+
precis( m12.3 )
|
2883
|
+
|
2884
|
+
## R code 12.10
|
2885
|
+
post <- extract.samples( m12.3 )
|
2886
|
+
mean( inv_logit( post$ap ) ) # probability drink
|
2887
|
+
mean( exp( post$al ) ) # rate finish manuscripts, when not drinking
|
2888
|
+
|
2889
|
+
## R code 12.11
|
2890
|
+
m12.3_alt <- ulam(
|
2891
|
+
alist(
|
2892
|
+
y|y>0 ~ custom( log1m(p) + poisson_lpmf(y|lambda) ),
|
2893
|
+
y|y==0 ~ custom( log_mix( p , 0 , poisson_lpmf(0|lambda) ) ),
|
2894
|
+
logit(p) <- ap,
|
2895
|
+
log(lambda) <- al,
|
2896
|
+
ap ~ dnorm(-1.5,1),
|
2897
|
+
al ~ dnorm(1,0.5)
|
2898
|
+
) , data=list(y=as.integer(y)) , chains=4 )
|
2899
|
+
|
2900
|
+
## R code 12.12
|
2901
|
+
library(rethinking)
|
2902
|
+
data(Trolley)
|
2903
|
+
d <- Trolley
|
2904
|
+
|
2905
|
+
## R code 12.13
|
2906
|
+
simplehist( d$response , xlim=c(1,7) , xlab="response" )
|
2907
|
+
|
2908
|
+
## R code 12.14
|
2909
|
+
# discrete proportion of each response value
|
2910
|
+
pr_k <- table( d$response ) / nrow(d)
|
2911
|
+
|
2912
|
+
# cumsum converts to cumulative proportions
|
2913
|
+
cum_pr_k <- cumsum( pr_k )
|
2914
|
+
|
2915
|
+
# plot
|
2916
|
+
plot( 1:7 , cum_pr_k , type="b" , xlab="response" ,
|
2917
|
+
ylab="cumulative proportion" , ylim=c(0,1) )
|
2918
|
+
|
2919
|
+
## R code 12.15
|
2920
|
+
logit <- function(x) log(x/(1-x)) # convenience function
|
2921
|
+
round( lco <- logit( cum_pr_k ) , 2 )
|
2922
|
+
|
2923
|
+
## R code 12.16
|
2924
|
+
m12.4 <- ulam(
|
2925
|
+
alist(
|
2926
|
+
R ~ dordlogit( 0 , cutpoints ),
|
2927
|
+
cutpoints ~ dnorm( 0 , 1.5 )
|
2928
|
+
) , data=list( R=d$response ), chains=4 , cores=4 )
|
2929
|
+
|
2930
|
+
## R code 12.17
|
2931
|
+
m12.4q <- quap(
|
2932
|
+
alist(
|
2933
|
+
response ~ dordlogit( 0 , c(a1,a2,a3,a4,a5,a6) ),
|
2934
|
+
c(a1,a2,a3,a4,a5,a6) ~ dnorm( 0 , 1.5 )
|
2935
|
+
) , data=d , start=list(a1=-2,a2=-1,a3=0,a4=1,a5=2,a6=2.5) )
|
2936
|
+
|
2937
|
+
## R code 12.18
|
2938
|
+
precis( m12.4 , depth=2 )
|
2939
|
+
|
2940
|
+
## R code 12.19
|
2941
|
+
round( inv_logit(coef(m12.4)) , 3 )
|
2942
|
+
|
2943
|
+
## R code 12.20
|
2944
|
+
round( pk <- dordlogit( 1:7 , 0 , coef(m12.4) ) , 2 )
|
2945
|
+
|
2946
|
+
## R code 12.21
|
2947
|
+
sum( pk*(1:7) )
|
2948
|
+
|
2949
|
+
## R code 12.22
|
2950
|
+
round( pk <- dordlogit( 1:7 , 0 , coef(m12.4)-0.5 ) , 2 )
|
2951
|
+
|
2952
|
+
## R code 12.23
|
2953
|
+
sum( pk*(1:7) )
|
2954
|
+
|
2955
|
+
## R code 12.24
|
2956
|
+
dat <- list(
|
2957
|
+
R = d$response,
|
2958
|
+
A = d$action,
|
2959
|
+
I = d$intention,
|
2960
|
+
C = d$contact )
|
2961
|
+
m12.5 <- ulam(
|
2962
|
+
alist(
|
2963
|
+
R ~ dordlogit( phi , cutpoints ),
|
2964
|
+
phi <- bA*A + bC*C + BI*I ,
|
2965
|
+
BI <- bI + bIA*A + bIC*C ,
|
2966
|
+
c(bA,bI,bC,bIA,bIC) ~ dnorm( 0 , 0.5 ),
|
2967
|
+
cutpoints ~ dnorm( 0 , 1.5 )
|
2968
|
+
) , data=dat , chains=4 , cores=4 )
|
2969
|
+
precis( m12.5 )
|
2970
|
+
|
2971
|
+
## R code 12.25
|
2972
|
+
plot( precis(m12.5) , xlim=c(-1.4,0) )
|
2973
|
+
|
2974
|
+
## R code 12.26
|
2975
|
+
plot( NULL , type="n" , xlab="intention" , ylab="probability" ,
|
2976
|
+
xlim=c(0,1) , ylim=c(0,1) , xaxp=c(0,1,1) , yaxp=c(0,1,2) )
|
2977
|
+
|
2978
|
+
## R code 12.27
|
2979
|
+
kA <- 0 # value for action
|
2980
|
+
kC <- 0 # value for contact
|
2981
|
+
kI <- 0:1 # values of intention to calculate over
|
2982
|
+
pdat <- data.frame(A=kA,C=kC,I=kI)
|
2983
|
+
phi <- link( m12.5 , data=pdat )$phi
|
2984
|
+
|
2985
|
+
## R code 12.28
|
2986
|
+
post <- extract.samples( m12.5 )
|
2987
|
+
for ( s in 1:50 ) {
|
2988
|
+
pk <- pordlogit( 1:6 , phi[s,] , post$cutpoints[s,] )
|
2989
|
+
for ( i in 1:6 ) lines( kI , pk[,i] , col=grau(0.1) )
|
2990
|
+
}
|
2991
|
+
|
2992
|
+
## R code 12.29
|
2993
|
+
kA <- 0 # value for action
|
2994
|
+
kC <- 1 # value for contact
|
2995
|
+
kI <- 0:1 # values of intention to calculate over
|
2996
|
+
pdat <- data.frame(A=kA,C=kC,I=kI)
|
2997
|
+
s <- sim( m12.5 , data=pdat )
|
2998
|
+
simplehist( s , xlab="response" )
|
2999
|
+
|
3000
|
+
## R code 12.30
|
3001
|
+
library(rethinking)
|
3002
|
+
data(Trolley)
|
3003
|
+
d <- Trolley
|
3004
|
+
levels(d$edu)
|
3005
|
+
|
3006
|
+
## R code 12.31
|
3007
|
+
edu_levels <- c( 6 , 1 , 8 , 4 , 7 , 2 , 5 , 3 )
|
3008
|
+
d$edu_new <- edu_levels[ d$edu ]
|
3009
|
+
|
3010
|
+
## R code 12.32
|
3011
|
+
library(gtools)
|
3012
|
+
set.seed(1805)
|
3013
|
+
delta <- rdirichlet( 10 , alpha=rep(2,7) )
|
3014
|
+
str(delta)
|
3015
|
+
|
3016
|
+
## R code 12.33
|
3017
|
+
h <- 3
|
3018
|
+
plot( NULL , xlim=c(1,7) , ylim=c(0,0.4) , xlab="index" , ylab="probability" )
|
3019
|
+
for ( i in 1:nrow(delta) ) lines( 1:7 , delta[i,] , type="b" ,
|
3020
|
+
pch=ifelse(i==h,16,1) , lwd=ifelse(i==h,4,1.5) ,
|
3021
|
+
col=ifelse(i==h,"black",col.alpha("black",0.7)) )
|
3022
|
+
|
3023
|
+
## R code 12.34
|
3024
|
+
dat <- list(
|
3025
|
+
R = d$response ,
|
3026
|
+
action = d$action,
|
3027
|
+
intention = d$intention,
|
3028
|
+
contact = d$contact,
|
3029
|
+
E = as.integer( d$edu_new ), # edu_new as an index
|
3030
|
+
alpha = rep( 2 , 7 ) ) # delta prior
|
3031
|
+
|
3032
|
+
m12.6 <- ulam(
|
3033
|
+
alist(
|
3034
|
+
R ~ ordered_logistic( phi , kappa ),
|
3035
|
+
phi <- bE*sum( delta_j[1:E] ) + bA*action + bI*intention + bC*contact,
|
3036
|
+
kappa ~ normal( 0 , 1.5 ),
|
3037
|
+
c(bA,bI,bC,bE) ~ normal( 0 , 1 ),
|
3038
|
+
vector[8]: delta_j <<- append_row( 0 , delta ),
|
3039
|
+
simplex[7]: delta ~ dirichlet( alpha )
|
3040
|
+
), data=dat , chains=4 , cores=4 )
|
3041
|
+
|
3042
|
+
## R code 12.35
|
3043
|
+
precis( m12.6 , depth=2 , omit="kappa" )
|
3044
|
+
|
3045
|
+
## R code 12.36
|
3046
|
+
delta_labels <- c("Elem","MidSch","SHS","HSG","SCol","Bach","Mast","Grad")
|
3047
|
+
pairs( m12.6 , pars="delta" , labels=delta_labels )
|
3048
|
+
|
3049
|
+
## R code 12.37
|
3050
|
+
dat$edu_norm <- normalize( d$edu_new )
|
3051
|
+
m12.7 <- ulam(
|
3052
|
+
alist(
|
3053
|
+
R ~ ordered_logistic( mu , cutpoints ),
|
3054
|
+
mu <- bE*edu_norm + bA*action + bI*intention + bC*contact,
|
3055
|
+
c(bA,bI,bC,bE) ~ normal( 0 , 1 ),
|
3056
|
+
cutpoints ~ normal( 0 , 1.5 )
|
3057
|
+
), data=dat , chains=4 , cores=4 )
|
3058
|
+
precis( m12.7 )
|
3059
|
+
|
3060
|
+
## R code 12.38
|
3061
|
+
library(rethinking)
|
3062
|
+
data(Hurricanes)
|
3063
|
+
|
3064
|
+
## R code 13.1
|
3065
|
+
library(rethinking)
|
3066
|
+
data(reedfrogs)
|
3067
|
+
d <- reedfrogs
|
3068
|
+
str(d)
|
3069
|
+
|
3070
|
+
## R code 13.2
|
3071
|
+
# make the tank cluster variable
|
3072
|
+
d$tank <- 1:nrow(d)
|
3073
|
+
|
3074
|
+
dat <- list(
|
3075
|
+
S = d$surv,
|
3076
|
+
N = d$density,
|
3077
|
+
tank = d$tank )
|
3078
|
+
|
3079
|
+
# approximate posterior
|
3080
|
+
m13.1 <- ulam(
|
3081
|
+
alist(
|
3082
|
+
S ~ dbinom( N , p ) ,
|
3083
|
+
logit(p) <- a[tank] ,
|
3084
|
+
a[tank] ~ dnorm( 0 , 1.5 )
|
3085
|
+
), data=dat , chains=4 , log_lik=TRUE )
|
3086
|
+
|
3087
|
+
## R code 13.3
|
3088
|
+
m13.2 <- ulam(
|
3089
|
+
alist(
|
3090
|
+
S ~ dbinom( N , p ) ,
|
3091
|
+
logit(p) <- a[tank] ,
|
3092
|
+
a[tank] ~ dnorm( a_bar , sigma ) ,
|
3093
|
+
a_bar ~ dnorm( 0 , 1.5 ) ,
|
3094
|
+
sigma ~ dexp( 1 )
|
3095
|
+
), data=dat , chains=4 , log_lik=TRUE )
|
3096
|
+
|
3097
|
+
## R code 13.4
|
3098
|
+
compare( m13.1 , m13.2 )
|
3099
|
+
|
3100
|
+
## R code 13.5
|
3101
|
+
# extract Stan samples
|
3102
|
+
post <- extract.samples(m13.2)
|
3103
|
+
|
3104
|
+
# compute mean intercept for each tank
|
3105
|
+
# also transform to probability with logistic
|
3106
|
+
d$propsurv.est <- logistic( apply( post$a , 2 , mean ) )
|
3107
|
+
|
3108
|
+
# display raw proportions surviving in each tank
|
3109
|
+
plot( d$propsurv , ylim=c(0,1) , pch=16 , xaxt="n" ,
|
3110
|
+
xlab="tank" , ylab="proportion survival" , col=rangi2 )
|
3111
|
+
axis( 1 , at=c(1,16,32,48) , labels=c(1,16,32,48) )
|
3112
|
+
|
3113
|
+
# overlay posterior means
|
3114
|
+
points( d$propsurv.est )
|
3115
|
+
|
3116
|
+
# mark posterior mean probability across tanks
|
3117
|
+
abline( h=mean(inv_logit(post$a_bar)) , lty=2 )
|
3118
|
+
|
3119
|
+
# draw vertical dividers between tank densities
|
3120
|
+
abline( v=16.5 , lwd=0.5 )
|
3121
|
+
abline( v=32.5 , lwd=0.5 )
|
3122
|
+
text( 8 , 0 , "small tanks" )
|
3123
|
+
text( 16+8 , 0 , "medium tanks" )
|
3124
|
+
text( 32+8 , 0 , "large tanks" )
|
3125
|
+
|
3126
|
+
## R code 13.6
|
3127
|
+
# show first 100 populations in the posterior
|
3128
|
+
plot( NULL , xlim=c(-3,4) , ylim=c(0,0.35) ,
|
3129
|
+
xlab="log-odds survive" , ylab="Density" )
|
3130
|
+
for ( i in 1:100 )
|
3131
|
+
curve( dnorm(x,post$a_bar[i],post$sigma[i]) , add=TRUE ,
|
3132
|
+
col=col.alpha("black",0.2) )
|
3133
|
+
|
3134
|
+
# sample 8000 imaginary tanks from the posterior distribution
|
3135
|
+
sim_tanks <- rnorm( 8000 , post$a_bar , post$sigma )
|
3136
|
+
|
3137
|
+
# transform to probability and visualize
|
3138
|
+
dens( inv_logit(sim_tanks) , lwd=2 , adj=0.1 )
|
3139
|
+
|
3140
|
+
## R code 13.7
|
3141
|
+
a_bar <- 1.5
|
3142
|
+
sigma <- 1.5
|
3143
|
+
nponds <- 60
|
3144
|
+
Ni <- as.integer( rep( c(5,10,25,35) , each=15 ) )
|
3145
|
+
|
3146
|
+
## R code 13.8
|
3147
|
+
set.seed(5005)
|
3148
|
+
a_pond <- rnorm( nponds , mean=a_bar , sd=sigma )
|
3149
|
+
|
3150
|
+
## R code 13.9
|
3151
|
+
dsim <- data.frame( pond=1:nponds , Ni=Ni , true_a=a_pond )
|
3152
|
+
|
3153
|
+
## R code 13.10
|
3154
|
+
class(1:3)
|
3155
|
+
class(c(1,2,3))
|
3156
|
+
|
3157
|
+
## R code 13.11
|
3158
|
+
dsim$Si <- rbinom( nponds , prob=logistic(dsim$true_a) , size=dsim$Ni )
|
3159
|
+
|
3160
|
+
## R code 13.12
|
3161
|
+
dsim$p_nopool <- dsim$Si / dsim$Ni
|
3162
|
+
|
3163
|
+
## R code 13.13
|
3164
|
+
dat <- list( Si=dsim$Si , Ni=dsim$Ni , pond=dsim$pond )
|
3165
|
+
m13.3 <- ulam(
|
3166
|
+
alist(
|
3167
|
+
Si ~ dbinom( Ni , p ),
|
3168
|
+
logit(p) <- a_pond[pond],
|
3169
|
+
a_pond[pond] ~ dnorm( a_bar , sigma ),
|
3170
|
+
a_bar ~ dnorm( 0 , 1.5 ),
|
3171
|
+
sigma ~ dexp( 1 )
|
3172
|
+
), data=dat , chains=4 )
|
3173
|
+
|
3174
|
+
## R code 13.14
|
3175
|
+
precis( m13.3 , depth=2 )
|
3176
|
+
|
3177
|
+
## R code 13.15
|
3178
|
+
post <- extract.samples( m13.3 )
|
3179
|
+
dsim$p_partpool <- apply( inv_logit(post$a_pond) , 2 , mean )
|
3180
|
+
|
3181
|
+
## R code 13.16
|
3182
|
+
dsim$p_true <- inv_logit( dsim$true_a )
|
3183
|
+
|
3184
|
+
## R code 13.17
|
3185
|
+
nopool_error <- abs( dsim$p_nopool - dsim$p_true )
|
3186
|
+
partpool_error <- abs( dsim$p_partpool - dsim$p_true )
|
3187
|
+
|
3188
|
+
## R code 13.18
|
3189
|
+
plot( 1:60 , nopool_error , xlab="pond" , ylab="absolute error" ,
|
3190
|
+
col=rangi2 , pch=16 )
|
3191
|
+
points( 1:60 , partpool_error )
|
3192
|
+
|
3193
|
+
## R code 13.19
|
3194
|
+
nopool_avg <- aggregate(nopool_error,list(dsim$Ni),mean)
|
3195
|
+
partpool_avg <- aggregate(partpool_error,list(dsim$Ni),mean)
|
3196
|
+
|
3197
|
+
## R code 13.20
|
3198
|
+
a <- 1.5
|
3199
|
+
sigma <- 1.5
|
3200
|
+
nponds <- 60
|
3201
|
+
Ni <- as.integer( rep( c(5,10,25,35) , each=15 ) )
|
3202
|
+
a_pond <- rnorm( nponds , mean=a , sd=sigma )
|
3203
|
+
dsim <- data.frame( pond=1:nponds , Ni=Ni , true_a=a_pond )
|
3204
|
+
dsim$Si <- rbinom( nponds,prob=inv_logit( dsim$true_a ),size=dsim$Ni )
|
3205
|
+
dsim$p_nopool <- dsim$Si / dsim$Ni
|
3206
|
+
newdat <- list(Si=dsim$Si,Ni=dsim$Ni,pond=1:nponds)
|
3207
|
+
m13.3new <- stan( fit=m13.3@stanfit , data=newdat , chains=4 )
|
3208
|
+
|
3209
|
+
post <- extract.samples( m13.3new )
|
3210
|
+
dsim$p_partpool <- apply( inv_logit(post$a_pond) , 2 , mean )
|
3211
|
+
dsim$p_true <- inv_logit( dsim$true_a )
|
3212
|
+
nopool_error <- abs( dsim$p_nopool - dsim$p_true )
|
3213
|
+
partpool_error <- abs( dsim$p_partpool - dsim$p_true )
|
3214
|
+
plot( 1:60 , nopool_error , xlab="pond" , ylab="absolute error" , col=rangi2 , pch=16 )
|
3215
|
+
points( 1:60 , partpool_error )
|
3216
|
+
|
3217
|
+
## R code 13.21
|
3218
|
+
library(rethinking)
|
3219
|
+
data(chimpanzees)
|
3220
|
+
d <- chimpanzees
|
3221
|
+
d$treatment <- 1 + d$prosoc_left + 2*d$condition
|
3222
|
+
|
3223
|
+
dat_list <- list(
|
3224
|
+
pulled_left = d$pulled_left,
|
3225
|
+
actor = d$actor,
|
3226
|
+
block_id = d$block,
|
3227
|
+
treatment = as.integer(d$treatment) )
|
3228
|
+
|
3229
|
+
set.seed(13)
|
3230
|
+
m13.4 <- ulam(
|
3231
|
+
alist(
|
3232
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
3233
|
+
logit(p) <- a[actor] + g[block_id] + b[treatment] ,
|
3234
|
+
b[treatment] ~ dnorm( 0 , 0.5 ),
|
3235
|
+
## adaptive priors
|
3236
|
+
a[actor] ~ dnorm( a_bar , sigma_a ),
|
3237
|
+
g[block_id] ~ dnorm( 0 , sigma_g ),
|
3238
|
+
## hyper-priors
|
3239
|
+
a_bar ~ dnorm( 0 , 1.5 ),
|
3240
|
+
sigma_a ~ dexp(1),
|
3241
|
+
sigma_g ~ dexp(1)
|
3242
|
+
) , data=dat_list , chains=4 , cores=4 , log_lik=TRUE )
|
3243
|
+
|
3244
|
+
## R code 13.22
|
3245
|
+
precis( m13.4 , depth=2 )
|
3246
|
+
plot( precis(m13.4,depth=2) ) # also plot
|
3247
|
+
|
3248
|
+
## R code 13.23
|
3249
|
+
set.seed(14)
|
3250
|
+
m13.5 <- ulam(
|
3251
|
+
alist(
|
3252
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
3253
|
+
logit(p) <- a[actor] + b[treatment] ,
|
3254
|
+
b[treatment] ~ dnorm( 0 , 0.5 ),
|
3255
|
+
a[actor] ~ dnorm( a_bar , sigma_a ),
|
3256
|
+
a_bar ~ dnorm( 0 , 1.5 ),
|
3257
|
+
sigma_a ~ dexp(1)
|
3258
|
+
) , data=dat_list , chains=4 , cores=4 , log_lik=TRUE )
|
3259
|
+
|
3260
|
+
## R code 13.24
|
3261
|
+
compare( m13.4 , m13.5 )
|
3262
|
+
|
3263
|
+
## R code 13.25
|
3264
|
+
set.seed(15)
|
3265
|
+
m13.6 <- ulam(
|
3266
|
+
alist(
|
3267
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
3268
|
+
logit(p) <- a[actor] + g[block_id] + b[treatment] ,
|
3269
|
+
b[treatment] ~ dnorm( 0 , sigma_b ),
|
3270
|
+
a[actor] ~ dnorm( a_bar , sigma_a ),
|
3271
|
+
g[block_id] ~ dnorm( 0 , sigma_g ),
|
3272
|
+
a_bar ~ dnorm( 0 , 1.5 ),
|
3273
|
+
sigma_a ~ dexp(1),
|
3274
|
+
sigma_g ~ dexp(1),
|
3275
|
+
sigma_b ~ dexp(1)
|
3276
|
+
) , data=dat_list , chains=4 , cores=4 , log_lik=TRUE )
|
3277
|
+
coeftab( m13.4 , m13.6 )
|
3278
|
+
|
3279
|
+
## R code 13.26
|
3280
|
+
m13.7 <- ulam(
|
3281
|
+
alist(
|
3282
|
+
v ~ normal(0,3),
|
3283
|
+
x ~ normal(0,exp(v))
|
3284
|
+
), data=list(N=1) , chains=4 )
|
3285
|
+
precis( m13.7 )
|
3286
|
+
|
3287
|
+
## R code 13.27
|
3288
|
+
m13.7nc <- ulam(
|
3289
|
+
alist(
|
3290
|
+
v ~ normal(0,3),
|
3291
|
+
z ~ normal(0,1),
|
3292
|
+
gq> real[1]:x <<- z*exp(v)
|
3293
|
+
), data=list(N=1) , chains=4 )
|
3294
|
+
precis( m13.7nc )
|
3295
|
+
|
3296
|
+
## R code 13.28
|
3297
|
+
set.seed(13)
|
3298
|
+
m13.4b <- ulam( m13.4 , chains=4 , cores=4 , control=list(adapt_delta=0.99) )
|
3299
|
+
divergent(m13.4b)
|
3300
|
+
|
3301
|
+
## R code 13.29
|
3302
|
+
set.seed(13)
|
3303
|
+
m13.4nc <- ulam(
|
3304
|
+
alist(
|
3305
|
+
pulled_left ~ dbinom( 1 , p ) ,
|
3306
|
+
logit(p) <- a_bar + z[actor]*sigma_a + # actor intercepts
|
3307
|
+
x[block_id]*sigma_g + # block intercepts
|
3308
|
+
b[treatment] ,
|
3309
|
+
b[treatment] ~ dnorm( 0 , 0.5 ),
|
3310
|
+
z[actor] ~ dnorm( 0 , 1 ),
|
3311
|
+
x[block_id] ~ dnorm( 0 , 1 ),
|
3312
|
+
a_bar ~ dnorm( 0 , 1.5 ),
|
3313
|
+
sigma_a ~ dexp(1),
|
3314
|
+
sigma_g ~ dexp(1),
|
3315
|
+
gq> vector[actor]:a <<- a_bar + z*sigma_a,
|
3316
|
+
gq> vector[block_id]:g <<- x*sigma_g
|
3317
|
+
) , data=dat_list , chains=4 , cores=4 )
|
3318
|
+
|
3319
|
+
## R code 13.30
|
3320
|
+
precis_c <- precis( m13.4 , depth=2 )
|
3321
|
+
precis_nc <- precis( m13.4nc , depth=2 )
|
3322
|
+
pars <- c( paste("a[",1:7,"]",sep="") , paste("g[",1:6,"]",sep="") ,
|
3323
|
+
paste("b[",1:4,"]",sep="") , "a_bar" , "sigma_a" , "sigma_g" )
|
3324
|
+
neff_table <- cbind( precis_c[pars,"n_eff"] , precis_nc[pars,"n_eff"] )
|
3325
|
+
plot( neff_table , xlim=range(neff_table) , ylim=range(neff_table) ,
|
3326
|
+
xlab="n_eff (centered)" , ylab="n_eff (non-centered)" , lwd=2 )
|
3327
|
+
abline( a=0 , b=1 , lty=2 )
|
3328
|
+
|
3329
|
+
## R code 13.31
|
3330
|
+
chimp <- 2
|
3331
|
+
d_pred <- list(
|
3332
|
+
actor = rep(chimp,4),
|
3333
|
+
treatment = 1:4,
|
3334
|
+
block_id = rep(1,4)
|
3335
|
+
)
|
3336
|
+
p <- link( m13.4 , data=d_pred )
|
3337
|
+
p_mu <- apply( p , 2 , mean )
|
3338
|
+
p_ci <- apply( p , 2 , PI )
|
3339
|
+
|
3340
|
+
## R code 13.32
|
3341
|
+
post <- extract.samples(m13.4)
|
3342
|
+
str(post)
|
3343
|
+
|
3344
|
+
## R code 13.33
|
3345
|
+
dens( post$a[,5] )
|
3346
|
+
|
3347
|
+
## R code 13.34
|
3348
|
+
p_link <- function( treatment , actor=1 , block_id=1 ) {
|
3349
|
+
logodds <- with( post ,
|
3350
|
+
a[,actor] + g[,block_id] + b[,treatment] )
|
3351
|
+
return( inv_logit(logodds) )
|
3352
|
+
}
|
3353
|
+
|
3354
|
+
## R code 13.35
|
3355
|
+
p_raw <- sapply( 1:4 , function(i) p_link( i , actor=2 , block_id=1 ) )
|
3356
|
+
p_mu <- apply( p_raw , 2 , mean )
|
3357
|
+
p_ci <- apply( p_raw , 2 , PI )
|
3358
|
+
|
3359
|
+
## R code 13.36
|
3360
|
+
p_link_abar <- function( treatment ) {
|
3361
|
+
logodds <- with( post , a_bar + b[,treatment] )
|
3362
|
+
return( inv_logit(logodds) )
|
3363
|
+
}
|
3364
|
+
|
3365
|
+
## R code 13.37
|
3366
|
+
post <- extract.samples(m13.4)
|
3367
|
+
p_raw <- sapply( 1:4 , function(i) p_link_abar( i ) )
|
3368
|
+
p_mu <- apply( p_raw , 2 , mean )
|
3369
|
+
p_ci <- apply( p_raw , 2 , PI )
|
3370
|
+
|
3371
|
+
plot( NULL , xlab="treatment" , ylab="proportion pulled left" ,
|
3372
|
+
ylim=c(0,1) , xaxt="n" , xlim=c(1,4) )
|
3373
|
+
axis( 1 , at=1:4 , labels=c("R/N","L/N","R/P","L/P") )
|
3374
|
+
lines( 1:4 , p_mu )
|
3375
|
+
shade( p_ci , 1:4 )
|
3376
|
+
|
3377
|
+
## R code 13.38
|
3378
|
+
a_sim <- with( post , rnorm( length(post$a_bar) , a_bar , sigma_a ) )
|
3379
|
+
p_link_asim <- function( treatment ) {
|
3380
|
+
logodds <- with( post , a_sim + b[,treatment] )
|
3381
|
+
return( inv_logit(logodds) )
|
3382
|
+
}
|
3383
|
+
p_raw_asim <- sapply( 1:4 , function(i) p_link_asim( i ) )
|
3384
|
+
|
3385
|
+
## R code 13.39
|
3386
|
+
plot( NULL , xlab="treatment" , ylab="proportion pulled left" ,
|
3387
|
+
ylim=c(0,1) , xaxt="n" , xlim=c(1,4) )
|
3388
|
+
axis( 1 , at=1:4 , labels=c("R/N","L/N","R/P","L/P") )
|
3389
|
+
for ( i in 1:100 ) lines( 1:4 , p_raw_asim[i,] , col=grau(0.25) , lwd=2 )
|
3390
|
+
|
3391
|
+
## R code 13.40
|
3392
|
+
## R code 13.41
|
3393
|
+
## R code 14.1
|
3394
|
+
a <- 3.5 # average morning wait time
|
3395
|
+
b <- (-1) # average difference afternoon wait time
|
3396
|
+
sigma_a <- 1 # std dev in intercepts
|
3397
|
+
sigma_b <- 0.5 # std dev in slopes
|
3398
|
+
rho <- (-0.7) # correlation between intercepts and slopes
|
3399
|
+
|
3400
|
+
## R code 14.2
|
3401
|
+
Mu <- c( a , b )
|
3402
|
+
|
3403
|
+
## R code 14.3
|
3404
|
+
cov_ab <- sigma_a*sigma_b*rho
|
3405
|
+
Sigma <- matrix( c(sigma_a^2,cov_ab,cov_ab,sigma_b^2) , ncol=2 )
|
3406
|
+
|
3407
|
+
## R code 14.4
|
3408
|
+
matrix( c(1,2,3,4) , nrow=2 , ncol=2 )
|
3409
|
+
|
3410
|
+
## R code 14.5
|
3411
|
+
sigmas <- c(sigma_a,sigma_b) # standard deviations
|
3412
|
+
Rho <- matrix( c(1,rho,rho,1) , nrow=2 ) # correlation matrix
|
3413
|
+
|
3414
|
+
# now matrix multiply to get covariance matrix
|
3415
|
+
Sigma <- diag(sigmas) %*% Rho %*% diag(sigmas)
|
3416
|
+
|
3417
|
+
## R code 14.6
|
3418
|
+
N_cafes <- 20
|
3419
|
+
|
3420
|
+
## R code 14.7
|
3421
|
+
library(MASS)
|
3422
|
+
set.seed(5) # used to replicate example
|
3423
|
+
vary_effects <- mvrnorm( N_cafes , Mu , Sigma )
|
3424
|
+
|
3425
|
+
## R code 14.8
|
3426
|
+
a_cafe <- vary_effects[,1]
|
3427
|
+
b_cafe <- vary_effects[,2]
|
3428
|
+
|
3429
|
+
## R code 14.9
|
3430
|
+
plot( a_cafe , b_cafe , col=rangi2 ,
|
3431
|
+
xlab="intercepts (a_cafe)" , ylab="slopes (b_cafe)" )
|
3432
|
+
|
3433
|
+
# overlay population distribution
|
3434
|
+
library(ellipse)
|
3435
|
+
for ( l in c(0.1,0.3,0.5,0.8,0.99) )
|
3436
|
+
lines(ellipse(Sigma,centre=Mu,level=l),col=col.alpha("black",0.2))
|
3437
|
+
|
3438
|
+
## R code 14.10
|
3439
|
+
set.seed(22)
|
3440
|
+
N_visits <- 10
|
3441
|
+
afternoon <- rep(0:1,N_visits*N_cafes/2)
|
3442
|
+
cafe_id <- rep( 1:N_cafes , each=N_visits )
|
3443
|
+
mu <- a_cafe[cafe_id] + b_cafe[cafe_id]*afternoon
|
3444
|
+
sigma <- 0.5 # std dev within cafes
|
3445
|
+
wait <- rnorm( N_visits*N_cafes , mu , sigma )
|
3446
|
+
d <- data.frame( cafe=cafe_id , afternoon=afternoon , wait=wait )
|
3447
|
+
|
3448
|
+
## R code 14.11
|
3449
|
+
R <- rlkjcorr( 1e4 , K=2 , eta=2 )
|
3450
|
+
dens( R[,1,2] , xlab="correlation" )
|
3451
|
+
|
3452
|
+
## R code 14.12
|
3453
|
+
set.seed(867530)
|
3454
|
+
m14.1 <- ulam(
|
3455
|
+
alist(
|
3456
|
+
wait ~ normal( mu , sigma ),
|
3457
|
+
mu <- a_cafe[cafe] + b_cafe[cafe]*afternoon,
|
3458
|
+
c(a_cafe,b_cafe)[cafe] ~ multi_normal( c(a,b) , Rho , sigma_cafe ),
|
3459
|
+
a ~ normal(5,2),
|
3460
|
+
b ~ normal(-1,0.5),
|
3461
|
+
sigma_cafe ~ exponential(1),
|
3462
|
+
sigma ~ exponential(1),
|
3463
|
+
Rho ~ lkj_corr(2)
|
3464
|
+
) , data=d , chains=4 , cores=4 )
|
3465
|
+
|
3466
|
+
## R code 14.13
|
3467
|
+
post <- extract.samples(m14.1)
|
3468
|
+
dens( post$Rho[,1,2] , xlim=c(-1,1) ) # posterior
|
3469
|
+
R <- rlkjcorr( 1e4 , K=2 , eta=2 ) # prior
|
3470
|
+
dens( R[,1,2] , add=TRUE , lty=2 )
|
3471
|
+
|
3472
|
+
## R code 14.14
|
3473
|
+
# compute unpooled estimates directly from data
|
3474
|
+
a1 <- sapply( 1:N_cafes ,
|
3475
|
+
function(i) mean(wait[cafe_id==i & afternoon==0]) )
|
3476
|
+
b1 <- sapply( 1:N_cafes ,
|
3477
|
+
function(i) mean(wait[cafe_id==i & afternoon==1]) ) - a1
|
3478
|
+
|
3479
|
+
# extract posterior means of partially pooled estimates
|
3480
|
+
post <- extract.samples(m14.1)
|
3481
|
+
a2 <- apply( post$a_cafe , 2 , mean )
|
3482
|
+
b2 <- apply( post$b_cafe , 2 , mean )
|
3483
|
+
|
3484
|
+
# plot both and connect with lines
|
3485
|
+
plot( a1 , b1 , xlab="intercept" , ylab="slope" ,
|
3486
|
+
pch=16 , col=rangi2 , ylim=c( min(b1)-0.1 , max(b1)+0.1 ) ,
|
3487
|
+
xlim=c( min(a1)-0.1 , max(a1)+0.1 ) )
|
3488
|
+
points( a2 , b2 , pch=1 )
|
3489
|
+
for ( i in 1:N_cafes ) lines( c(a1[i],a2[i]) , c(b1[i],b2[i]) )
|
3490
|
+
|
3491
|
+
## R code 14.15
|
3492
|
+
# compute posterior mean bivariate Gaussian
|
3493
|
+
Mu_est <- c( mean(post$a) , mean(post$b) )
|
3494
|
+
rho_est <- mean( post$Rho[,1,2] )
|
3495
|
+
sa_est <- mean( post$sigma_cafe[,1] )
|
3496
|
+
sb_est <- mean( post$sigma_cafe[,2] )
|
3497
|
+
cov_ab <- sa_est*sb_est*rho_est
|
3498
|
+
Sigma_est <- matrix( c(sa_est^2,cov_ab,cov_ab,sb_est^2) , ncol=2 )
|
3499
|
+
|
3500
|
+
# draw contours
|
3501
|
+
library(ellipse)
|
3502
|
+
for ( l in c(0.1,0.3,0.5,0.8,0.99) )
|
3503
|
+
lines(ellipse(Sigma_est,centre=Mu_est,level=l),
|
3504
|
+
col=col.alpha("black",0.2))
|
3505
|
+
|
3506
|
+
## R code 14.16
|
3507
|
+
# convert varying effects to waiting times
|
3508
|
+
wait_morning_1 <- (a1)
|
3509
|
+
wait_afternoon_1 <- (a1 + b1)
|
3510
|
+
wait_morning_2 <- (a2)
|
3511
|
+
wait_afternoon_2 <- (a2 + b2)
|
3512
|
+
|
3513
|
+
# plot both and connect with lines
|
3514
|
+
plot( wait_morning_1 , wait_afternoon_1 , xlab="morning wait" ,
|
3515
|
+
ylab="afternoon wait" , pch=16 , col=rangi2 ,
|
3516
|
+
ylim=c( min(wait_afternoon_1)-0.1 , max(wait_afternoon_1)+0.1 ) ,
|
3517
|
+
xlim=c( min(wait_morning_1)-0.1 , max(wait_morning_1)+0.1 ) )
|
3518
|
+
points( wait_morning_2 , wait_afternoon_2 , pch=1 )
|
3519
|
+
for ( i in 1:N_cafes )
|
3520
|
+
lines( c(wait_morning_1[i],wait_morning_2[i]) ,
|
3521
|
+
c(wait_afternoon_1[i],wait_afternoon_2[i]) )
|
3522
|
+
abline( a=0 , b=1 , lty=2 )
|
3523
|
+
|
3524
|
+
## R code 14.17
|
3525
|
+
# now shrinkage distribution by simulation
|
3526
|
+
v <- mvrnorm( 1e4 , Mu_est , Sigma_est )
|
3527
|
+
v[,2] <- v[,1] + v[,2] # calculate afternoon wait
|
3528
|
+
Sigma_est2 <- cov(v)
|
3529
|
+
Mu_est2 <- Mu_est
|
3530
|
+
Mu_est2[2] <- Mu_est[1]+Mu_est[2]
|
3531
|
+
|
3532
|
+
# draw contours
|
3533
|
+
library(ellipse)
|
3534
|
+
for ( l in c(0.1,0.3,0.5,0.8,0.99) )
|
3535
|
+
lines(ellipse(Sigma_est2,centre=Mu_est2,level=l),
|
3536
|
+
col=col.alpha("black",0.5))
|
3537
|
+
|
3538
|
+
## R code 14.18
|
3539
|
+
library(rethinking)
|
3540
|
+
data(chimpanzees)
|
3541
|
+
d <- chimpanzees
|
3542
|
+
d$block_id <- d$block
|
3543
|
+
d$treatment <- 1L + d$prosoc_left + 2L*d$condition
|
3544
|
+
|
3545
|
+
dat <- list(
|
3546
|
+
L = d$pulled_left,
|
3547
|
+
tid = d$treatment,
|
3548
|
+
actor = d$actor,
|
3549
|
+
block_id = as.integer(d$block_id) )
|
3550
|
+
|
3551
|
+
set.seed(4387510)
|
3552
|
+
m14.2 <- ulam(
|
3553
|
+
alist(
|
3554
|
+
L ~ dbinom(1,p),
|
3555
|
+
logit(p) <- g[tid] + alpha[actor,tid] + beta[block_id,tid],
|
3556
|
+
|
3557
|
+
# adaptive priors
|
3558
|
+
vector[4]:alpha[actor] ~ multi_normal(0,Rho_actor,sigma_actor),
|
3559
|
+
vector[4]:beta[block_id] ~ multi_normal(0,Rho_block,sigma_block),
|
3560
|
+
|
3561
|
+
# fixed priors
|
3562
|
+
g[tid] ~ dnorm(0,1),
|
3563
|
+
sigma_actor ~ dexp(1),
|
3564
|
+
Rho_actor ~ dlkjcorr(4),
|
3565
|
+
sigma_block ~ dexp(1),
|
3566
|
+
Rho_block ~ dlkjcorr(4)
|
3567
|
+
) , data=dat , chains=4 , cores=4 )
|
3568
|
+
|
3569
|
+
## R code 14.19
|
3570
|
+
set.seed(4387510)
|
3571
|
+
m14.3 <- ulam(
|
3572
|
+
alist(
|
3573
|
+
L ~ binomial(1,p),
|
3574
|
+
logit(p) <- g[tid] + alpha[actor,tid] + beta[block_id,tid],
|
3575
|
+
|
3576
|
+
# adaptive priors - non-centered
|
3577
|
+
transpars> matrix[actor,4]:alpha <-
|
3578
|
+
compose_noncentered( sigma_actor , L_Rho_actor , z_actor ),
|
3579
|
+
transpars> matrix[block_id,4]:beta <-
|
3580
|
+
compose_noncentered( sigma_block , L_Rho_block , z_block ),
|
3581
|
+
matrix[4,actor]:z_actor ~ normal( 0 , 1 ),
|
3582
|
+
matrix[4,block_id]:z_block ~ normal( 0 , 1 ),
|
3583
|
+
|
3584
|
+
# fixed priors
|
3585
|
+
g[tid] ~ normal(0,1),
|
3586
|
+
vector[4]:sigma_actor ~ dexp(1),
|
3587
|
+
cholesky_factor_corr[4]:L_Rho_actor ~ lkj_corr_cholesky( 2 ),
|
3588
|
+
vector[4]:sigma_block ~ dexp(1),
|
3589
|
+
cholesky_factor_corr[4]:L_Rho_block ~ lkj_corr_cholesky( 2 ),
|
3590
|
+
|
3591
|
+
# compute ordinary correlation matrixes from Cholesky factors
|
3592
|
+
gq> matrix[4,4]:Rho_actor <<- Chol_to_Corr(L_Rho_actor),
|
3593
|
+
gq> matrix[4,4]:Rho_block <<- Chol_to_Corr(L_Rho_block)
|
3594
|
+
) , data=dat , chains=4 , cores=4 , log_lik=TRUE )
|
3595
|
+
|
3596
|
+
## R code 14.20
|
3597
|
+
# extract n_eff values for each model
|
3598
|
+
neff_nc <- precis(m14.3,3,pars=c("alpha","beta"))$n_eff
|
3599
|
+
neff_c <- precis(m14.2,3,pars=c("alpha","beta"))$n_eff
|
3600
|
+
plot( neff_c , neff_nc , xlab="centered (default)" ,
|
3601
|
+
ylab="non-centered (cholesky)" , lwd=1.5 )
|
3602
|
+
abline(a=0,b=1,lty=2)
|
3603
|
+
|
3604
|
+
## R code 14.21
|
3605
|
+
precis( m14.3 , depth=2 , pars=c("sigma_actor","sigma_block") )
|
3606
|
+
|
3607
|
+
## R code 14.22
|
3608
|
+
# compute mean for each actor in each treatment
|
3609
|
+
pl <- by( d$pulled_left , list( d$actor , d$treatment ) , mean )
|
3610
|
+
|
3611
|
+
# generate posterior predictions using link
|
3612
|
+
datp <- list(
|
3613
|
+
actor=rep(1:7,each=4) ,
|
3614
|
+
tid=rep(1:4,times=7) ,
|
3615
|
+
block_id=rep(5,times=4*7) )
|
3616
|
+
p_post <- link( m14.3 , data=datp )
|
3617
|
+
p_mu <- apply( p_post , 2 , mean )
|
3618
|
+
p_ci <- apply( p_post , 2 , PI )
|
3619
|
+
|
3620
|
+
# set up plot
|
3621
|
+
plot( NULL , xlim=c(1,28) , ylim=c(0,1) , xlab="" ,
|
3622
|
+
ylab="proportion left lever" , xaxt="n" , yaxt="n" )
|
3623
|
+
axis( 2 , at=c(0,0.5,1) , labels=c(0,0.5,1) )
|
3624
|
+
abline( h=0.5 , lty=2 )
|
3625
|
+
for ( j in 1:7 ) abline( v=(j-1)*4+4.5 , lwd=0.5 )
|
3626
|
+
for ( j in 1:7 ) text( (j-1)*4+2.5 , 1.1 , concat("actor ",j) , xpd=TRUE )
|
3627
|
+
|
3628
|
+
xo <- 0.1 # offset distance to stagger raw data and predictions
|
3629
|
+
# raw data
|
3630
|
+
for ( j in (1:7)[-2] ) {
|
3631
|
+
lines( (j-1)*4+c(1,3)-xo , pl[j,c(1,3)] , lwd=2 , col=rangi2 )
|
3632
|
+
lines( (j-1)*4+c(2,4)-xo , pl[j,c(2,4)] , lwd=2 , col=rangi2 )
|
3633
|
+
}
|
3634
|
+
points( 1:28-xo , t(pl) , pch=16 , col="white" , cex=1.7 )
|
3635
|
+
points( 1:28-xo , t(pl) , pch=c(1,1,16,16) , col=rangi2 , lwd=2 )
|
3636
|
+
|
3637
|
+
yoff <- 0.175
|
3638
|
+
text( 1-xo , pl[1,1]-yoff , "R/N" , pos=1 , cex=0.8 )
|
3639
|
+
text( 2-xo , pl[1,2]+yoff , "L/N" , pos=3 , cex=0.8 )
|
3640
|
+
text( 3-xo , pl[1,3]-yoff , "R/P" , pos=1 , cex=0.8 )
|
3641
|
+
text( 4-xo , pl[1,4]+yoff , "L/P" , pos=3 , cex=0.8 )
|
3642
|
+
|
3643
|
+
# posterior predictions
|
3644
|
+
for ( j in (1:7)[-2] ) {
|
3645
|
+
lines( (j-1)*4+c(1,3)+xo , p_mu[(j-1)*4+c(1,3)] , lwd=2 )
|
3646
|
+
lines( (j-1)*4+c(2,4)+xo , p_mu[(j-1)*4+c(2,4)] , lwd=2 )
|
3647
|
+
}
|
3648
|
+
for ( i in 1:28 ) lines( c(i,i)+xo , p_ci[,i] , lwd=1 )
|
3649
|
+
points( 1:28+xo , p_mu , pch=16 , col="white" , cex=1.3 )
|
3650
|
+
points( 1:28+xo , p_mu , pch=c(1,1,16,16) )
|
3651
|
+
|
3652
|
+
## R code 14.23
|
3653
|
+
set.seed(73)
|
3654
|
+
N <- 500
|
3655
|
+
U_sim <- rnorm( N )
|
3656
|
+
Q_sim <- sample( 1:4 , size=N , replace=TRUE )
|
3657
|
+
E_sim <- rnorm( N , U_sim + Q_sim )
|
3658
|
+
W_sim <- rnorm( N , U_sim + 0*E_sim )
|
3659
|
+
dat_sim <- list(
|
3660
|
+
W=standardize(W_sim) ,
|
3661
|
+
E=standardize(E_sim) ,
|
3662
|
+
Q=standardize(Q_sim) )
|
3663
|
+
|
3664
|
+
## R code 14.24
|
3665
|
+
m14.4 <- ulam(
|
3666
|
+
alist(
|
3667
|
+
W ~ dnorm( mu , sigma ),
|
3668
|
+
mu <- aW + bEW*E,
|
3669
|
+
aW ~ dnorm( 0 , 0.2 ),
|
3670
|
+
bEW ~ dnorm( 0 , 0.5 ),
|
3671
|
+
sigma ~ dexp( 1 )
|
3672
|
+
) , data=dat_sim , chains=4 , cores=4 )
|
3673
|
+
precis( m14.4 )
|
3674
|
+
|
3675
|
+
## R code 14.25
|
3676
|
+
m14.5 <- ulam(
|
3677
|
+
alist(
|
3678
|
+
W ~ dnorm( mu , sigma ),
|
3679
|
+
mu <- aW + bEW*E + bQW*Q,
|
3680
|
+
aW ~ dnorm( 0 , 0.2 ),
|
3681
|
+
bEW ~ dnorm( 0 , 0.5 ),
|
3682
|
+
bQW ~ dnorm( 0 , 0.5 ),
|
3683
|
+
sigma ~ dexp( 1 )
|
3684
|
+
) , data=dat_sim , chains=4 , cores=4 )
|
3685
|
+
precis( m14.5 )
|
3686
|
+
|
3687
|
+
## R code 14.26
|
3688
|
+
m14.6 <- ulam(
|
3689
|
+
alist(
|
3690
|
+
c(W,E) ~ multi_normal( c(muW,muE) , Rho , Sigma ),
|
3691
|
+
muW <- aW + bEW*E,
|
3692
|
+
muE <- aE + bQE*Q,
|
3693
|
+
c(aW,aE) ~ normal( 0 , 0.2 ),
|
3694
|
+
c(bEW,bQE) ~ normal( 0 , 0.5 ),
|
3695
|
+
Rho ~ lkj_corr( 2 ),
|
3696
|
+
Sigma ~ exponential( 1 )
|
3697
|
+
), data=dat_sim , chains=4 , cores=4 )
|
3698
|
+
precis( m14.6 , depth=3 )
|
3699
|
+
|
3700
|
+
## R code 14.27
|
3701
|
+
m14.4x <- ulam( m14.4 , data=dat_sim , chains=4 , cores=4 )
|
3702
|
+
m14.6x <- ulam( m14.6 , data=dat_sim , chains=4 , cores=4 )
|
3703
|
+
|
3704
|
+
## R code 14.28
|
3705
|
+
set.seed(73)
|
3706
|
+
N <- 500
|
3707
|
+
U_sim <- rnorm( N )
|
3708
|
+
Q_sim <- sample( 1:4 , size=N , replace=TRUE )
|
3709
|
+
E_sim <- rnorm( N , U_sim + Q_sim )
|
3710
|
+
W_sim <- rnorm( N , -U_sim + 0.2*E_sim )
|
3711
|
+
dat_sim <- list(
|
3712
|
+
W=standardize(W_sim) ,
|
3713
|
+
E=standardize(E_sim) ,
|
3714
|
+
Q=standardize(Q_sim) )
|
3715
|
+
|
3716
|
+
## R code 14.29
|
3717
|
+
library(dagitty)
|
3718
|
+
dagIV <- dagitty( "dag{ Q -> E <- U -> W <- E }" )
|
3719
|
+
instrumentalVariables( dagIV , exposure="E" , outcome="W" )
|
3720
|
+
|
3721
|
+
## R code 14.30
|
3722
|
+
library(rethinking)
|
3723
|
+
data(KosterLeckie)
|
3724
|
+
|
3725
|
+
## R code 14.31
|
3726
|
+
kl_data <- list(
|
3727
|
+
N = nrow(kl_dyads),
|
3728
|
+
N_households = max(kl_dyads$hidB),
|
3729
|
+
did = kl_dyads$did,
|
3730
|
+
hidA = kl_dyads$hidA,
|
3731
|
+
hidB = kl_dyads$hidB,
|
3732
|
+
giftsAB = kl_dyads$giftsAB,
|
3733
|
+
giftsBA = kl_dyads$giftsBA
|
3734
|
+
)
|
3735
|
+
|
3736
|
+
m14.7 <- ulam(
|
3737
|
+
alist(
|
3738
|
+
giftsAB ~ poisson( lambdaAB ),
|
3739
|
+
giftsBA ~ poisson( lambdaBA ),
|
3740
|
+
log(lambdaAB) <- a + gr[hidA,1] + gr[hidB,2] + d[did,1] ,
|
3741
|
+
log(lambdaBA) <- a + gr[hidB,1] + gr[hidA,2] + d[did,2] ,
|
3742
|
+
a ~ normal(0,1),
|
3743
|
+
|
3744
|
+
## gr matrix of varying effects
|
3745
|
+
vector[2]:gr[N_households] ~ multi_normal(0,Rho_gr,sigma_gr),
|
3746
|
+
Rho_gr ~ lkj_corr(4),
|
3747
|
+
sigma_gr ~ exponential(1),
|
3748
|
+
|
3749
|
+
## dyad effects
|
3750
|
+
transpars> matrix[N,2]:d <-
|
3751
|
+
compose_noncentered( rep_vector(sigma_d,2) , L_Rho_d , z ),
|
3752
|
+
matrix[2,N]:z ~ normal( 0 , 1 ),
|
3753
|
+
cholesky_factor_corr[2]:L_Rho_d ~ lkj_corr_cholesky( 8 ),
|
3754
|
+
sigma_d ~ exponential(1),
|
3755
|
+
|
3756
|
+
## compute correlation matrix for dyads
|
3757
|
+
gq> matrix[2,2]:Rho_d <<- Chol_to_Corr( L_Rho_d )
|
3758
|
+
), data=kl_data , chains=4 , cores=4 , iter=2000 )
|
3759
|
+
|
3760
|
+
## R code 14.32
|
3761
|
+
precis( m14.7 , depth=3 , pars=c("Rho_gr","sigma_gr") )
|
3762
|
+
|
3763
|
+
## R code 14.33
|
3764
|
+
post <- extract.samples( m14.7 )
|
3765
|
+
g <- sapply( 1:25 , function(i) post$a + post$gr[,i,1] )
|
3766
|
+
r <- sapply( 1:25 , function(i) post$a + post$gr[,i,2] )
|
3767
|
+
Eg_mu <- apply( exp(g) , 2 , mean )
|
3768
|
+
Er_mu <- apply( exp(r) , 2 , mean )
|
3769
|
+
|
3770
|
+
## R code 14.34
|
3771
|
+
plot( NULL , xlim=c(0,8.6) , ylim=c(0,8.6) , xlab="generalized giving" ,
|
3772
|
+
ylab="generalized receiving" , lwd=1.5 )
|
3773
|
+
abline(a=0,b=1,lty=2)
|
3774
|
+
|
3775
|
+
# ellipses
|
3776
|
+
library(ellipse)
|
3777
|
+
for ( i in 1:25 ) {
|
3778
|
+
Sigma <- cov( cbind( g[,i] , r[,i] ) )
|
3779
|
+
Mu <- c( mean(g[,i]) , mean(r[,i]) )
|
3780
|
+
for ( l in c(0.5) ) {
|
3781
|
+
el <- ellipse( Sigma , centre=Mu , level=l )
|
3782
|
+
lines( exp(el) , col=col.alpha("black",0.5) )
|
3783
|
+
}
|
3784
|
+
}
|
3785
|
+
# household means
|
3786
|
+
points( Eg_mu , Er_mu , pch=21 , bg="white" , lwd=1.5 )
|
3787
|
+
|
3788
|
+
## R code 14.35
|
3789
|
+
precis( m14.7 , depth=3 , pars=c("Rho_d","sigma_d") )
|
3790
|
+
|
3791
|
+
## R code 14.36
|
3792
|
+
dy1 <- apply( post$d[,,1] , 2 , mean )
|
3793
|
+
dy2 <- apply( post$d[,,2] , 2 , mean )
|
3794
|
+
plot( dy1 , dy2 )
|
3795
|
+
|
3796
|
+
## R code 14.37
|
3797
|
+
# load the distance matrix
|
3798
|
+
library(rethinking)
|
3799
|
+
data(islandsDistMatrix)
|
3800
|
+
|
3801
|
+
# display (measured in thousands of km)
|
3802
|
+
Dmat <- islandsDistMatrix
|
3803
|
+
colnames(Dmat) <- c("Ml","Ti","SC","Ya","Fi","Tr","Ch","Mn","To","Ha")
|
3804
|
+
round(Dmat,1)
|
3805
|
+
|
3806
|
+
## R code 14.38
|
3807
|
+
# linear
|
3808
|
+
curve( exp(-1*x) , from=0 , to=4 , lty=2 )
|
3809
|
+
# squared
|
3810
|
+
curve( exp(-1*x^2) , add=TRUE )
|
3811
|
+
|
3812
|
+
## R code 14.39
|
3813
|
+
data(Kline2) # load the ordinary data, now with coordinates
|
3814
|
+
d <- Kline2
|
3815
|
+
d$society <- 1:10 # index observations
|
3816
|
+
|
3817
|
+
dat_list <- list(
|
3818
|
+
T = d$total_tools,
|
3819
|
+
P = d$population,
|
3820
|
+
society = d$society,
|
3821
|
+
Dmat=islandsDistMatrix )
|
3822
|
+
|
3823
|
+
m14.8 <- ulam(
|
3824
|
+
alist(
|
3825
|
+
T ~ dpois(lambda),
|
3826
|
+
lambda <- (a*P^b/g)*exp(k[society]),
|
3827
|
+
vector[10]:k ~ multi_normal( 0 , SIGMA ),
|
3828
|
+
matrix[10,10]:SIGMA <- cov_GPL2( Dmat , etasq , rhosq , 0.01 ),
|
3829
|
+
c(a,b,g) ~ dexp( 1 ),
|
3830
|
+
etasq ~ dexp( 2 ),
|
3831
|
+
rhosq ~ dexp( 0.5 )
|
3832
|
+
), data=dat_list , chains=4 , cores=4 , iter=2000 )
|
3833
|
+
|
3834
|
+
## R code 14.40
|
3835
|
+
precis( m14.8 , depth=3 )
|
3836
|
+
|
3837
|
+
## R code 14.41
|
3838
|
+
post <- extract.samples(m14.8)
|
3839
|
+
|
3840
|
+
# plot the posterior median covariance function
|
3841
|
+
plot( NULL , xlab="distance (thousand km)" , ylab="covariance" ,
|
3842
|
+
xlim=c(0,10) , ylim=c(0,2) )
|
3843
|
+
|
3844
|
+
# compute posterior mean covariance
|
3845
|
+
x_seq <- seq( from=0 , to=10 , length.out=100 )
|
3846
|
+
pmcov <- sapply( x_seq , function(x) post$etasq*exp(-post$rhosq*x^2) )
|
3847
|
+
pmcov_mu <- apply( pmcov , 2 , mean )
|
3848
|
+
lines( x_seq , pmcov_mu , lwd=2 )
|
3849
|
+
|
3850
|
+
# plot 50 functions sampled from posterior
|
3851
|
+
for ( i in 1:50 )
|
3852
|
+
curve( post$etasq[i]*exp(-post$rhosq[i]*x^2) , add=TRUE ,
|
3853
|
+
col=col.alpha("black",0.3) )
|
3854
|
+
|
3855
|
+
## R code 14.42
|
3856
|
+
# compute posterior median covariance among societies
|
3857
|
+
K <- matrix(0,nrow=10,ncol=10)
|
3858
|
+
for ( i in 1:10 )
|
3859
|
+
for ( j in 1:10 )
|
3860
|
+
K[i,j] <- median(post$etasq) *
|
3861
|
+
exp( -median(post$rhosq) * islandsDistMatrix[i,j]^2 )
|
3862
|
+
diag(K) <- median(post$etasq) + 0.01
|
3863
|
+
|
3864
|
+
## R code 14.43
|
3865
|
+
# convert to correlation matrix
|
3866
|
+
Rho <- round( cov2cor(K) , 2 )
|
3867
|
+
# add row/col names for convenience
|
3868
|
+
colnames(Rho) <- c("Ml","Ti","SC","Ya","Fi","Tr","Ch","Mn","To","Ha")
|
3869
|
+
rownames(Rho) <- colnames(Rho)
|
3870
|
+
Rho
|
3871
|
+
|
3872
|
+
## R code 14.44
|
3873
|
+
# scale point size to logpop
|
3874
|
+
psize <- d$logpop / max(d$logpop)
|
3875
|
+
psize <- exp(psize*1.5)-2
|
3876
|
+
|
3877
|
+
# plot raw data and labels
|
3878
|
+
plot( d$lon2 , d$lat , xlab="longitude" , ylab="latitude" ,
|
3879
|
+
col=rangi2 , cex=psize , pch=16 , xlim=c(-50,30) )
|
3880
|
+
labels <- as.character(d$culture)
|
3881
|
+
text( d$lon2 , d$lat , labels=labels , cex=0.7 , pos=c(2,4,3,3,4,1,3,2,4,2) )
|
3882
|
+
|
3883
|
+
# overlay lines shaded by Rho
|
3884
|
+
for( i in 1:10 )
|
3885
|
+
for ( j in 1:10 )
|
3886
|
+
if ( i < j )
|
3887
|
+
lines( c( d$lon2[i],d$lon2[j] ) , c( d$lat[i],d$lat[j] ) ,
|
3888
|
+
lwd=2 , col=col.alpha("black",Rho[i,j]^2) )
|
3889
|
+
|
3890
|
+
## R code 14.45
|
3891
|
+
# compute posterior median relationship, ignoring distance
|
3892
|
+
logpop.seq <- seq( from=6 , to=14 , length.out=30 )
|
3893
|
+
lambda <- sapply( logpop.seq , function(lp) exp( post$a + post$bp*lp ) )
|
3894
|
+
lambda.median <- apply( lambda , 2 , median )
|
3895
|
+
lambda.PI80 <- apply( lambda , 2 , PI , prob=0.8 )
|
3896
|
+
|
3897
|
+
# plot raw data and labels
|
3898
|
+
plot( d$logpop , d$total_tools , col=rangi2 , cex=psize , pch=16 ,
|
3899
|
+
xlab="log population" , ylab="total tools" )
|
3900
|
+
text( d$logpop , d$total_tools , labels=labels , cex=0.7 ,
|
3901
|
+
pos=c(4,3,4,2,2,1,4,4,4,2) )
|
3902
|
+
|
3903
|
+
# display posterior predictions
|
3904
|
+
lines( logpop.seq , lambda.median , lty=2 )
|
3905
|
+
lines( logpop.seq , lambda.PI80[1,] , lty=2 )
|
3906
|
+
lines( logpop.seq , lambda.PI80[2,] , lty=2 )
|
3907
|
+
|
3908
|
+
# overlay correlations
|
3909
|
+
for( i in 1:10 )
|
3910
|
+
for ( j in 1:10 )
|
3911
|
+
if ( i < j )
|
3912
|
+
lines( c( d$logpop[i],d$logpop[j] ) ,
|
3913
|
+
c( d$total_tools[i],d$total_tools[j] ) ,
|
3914
|
+
lwd=2 , col=col.alpha("black",Rho[i,j]^2) )
|
3915
|
+
|
3916
|
+
## R code 14.46
|
3917
|
+
m14.8nc <- ulam(
|
3918
|
+
alist(
|
3919
|
+
T ~ dpois(lambda),
|
3920
|
+
lambda <- (a*P^b/g)*exp(k[society]),
|
3921
|
+
|
3922
|
+
# non-centered Gaussian Process prior
|
3923
|
+
transpars> vector[10]: k <<- L_SIGMA * z,
|
3924
|
+
vector[10]: z ~ normal( 0 , 1 ),
|
3925
|
+
transpars> matrix[10,10]: L_SIGMA <<- cholesky_decompose( SIGMA ),
|
3926
|
+
transpars> matrix[10,10]: SIGMA <- cov_GPL2( Dmat , etasq , rhosq , 0.01 ),
|
3927
|
+
|
3928
|
+
c(a,b,g) ~ dexp( 1 ),
|
3929
|
+
etasq ~ dexp( 2 ),
|
3930
|
+
rhosq ~ dexp( 0.5 )
|
3931
|
+
), data=dat_list , chains=4 , cores=4 , iter=2000 )
|
3932
|
+
|
3933
|
+
## R code 14.47
|
3934
|
+
library(rethinking)
|
3935
|
+
data(Primates301)
|
3936
|
+
data(Primates301_nex)
|
3937
|
+
|
3938
|
+
# plot it using ape package - install.packages('ape') if needed
|
3939
|
+
library(ape)
|
3940
|
+
plot( ladderize(Primates301_nex) , type="fan" , font=1 , no.margin=TRUE ,
|
3941
|
+
label.offset=1 , cex=0.5 )
|
3942
|
+
|
3943
|
+
## R code 14.48
|
3944
|
+
d <- Primates301
|
3945
|
+
d$name <- as.character(d$name)
|
3946
|
+
dstan <- d[ complete.cases( d$group_size , d$body , d$brain ) , ]
|
3947
|
+
spp_obs <- dstan$name
|
3948
|
+
|
3949
|
+
## R code 14.49
|
3950
|
+
dat_list <- list(
|
3951
|
+
N_spp = nrow(dstan),
|
3952
|
+
M = standardize(log(dstan$body)),
|
3953
|
+
B = standardize(log(dstan$brain)),
|
3954
|
+
G = standardize(log(dstan$group_size)),
|
3955
|
+
Imat = diag(nrow(dstan)) )
|
3956
|
+
|
3957
|
+
m14.9 <- ulam(
|
3958
|
+
alist(
|
3959
|
+
B ~ multi_normal( mu , SIGMA ),
|
3960
|
+
mu <- a + bM*M + bG*G,
|
3961
|
+
matrix[N_spp,N_spp]: SIGMA <- Imat * sigma_sq,
|
3962
|
+
a ~ normal( 0 , 1 ),
|
3963
|
+
c(bM,bG) ~ normal( 0 , 0.5 ),
|
3964
|
+
sigma_sq ~ exponential( 1 )
|
3965
|
+
), data=dat_list , chains=4 , cores=4 )
|
3966
|
+
precis( m14.9 )
|
3967
|
+
|
3968
|
+
## R code 14.50
|
3969
|
+
library(ape)
|
3970
|
+
tree_trimmed <- keep.tip( Primates301_nex, spp_obs )
|
3971
|
+
Rbm <- corBrownian( phy=tree_trimmed )
|
3972
|
+
V <- vcv(Rbm)
|
3973
|
+
Dmat <- cophenetic( tree_trimmed )
|
3974
|
+
plot( Dmat , V , xlab="phylogenetic distance" , ylab="covariance" )
|
3975
|
+
|
3976
|
+
## R code 14.51
|
3977
|
+
# put species in right order
|
3978
|
+
dat_list$V <- V[ spp_obs , spp_obs ]
|
3979
|
+
# convert to correlation matrix
|
3980
|
+
dat_list$R <- dat_list$V / max(V)
|
3981
|
+
|
3982
|
+
# Brownian motion model
|
3983
|
+
m14.10 <- ulam(
|
3984
|
+
alist(
|
3985
|
+
B ~ multi_normal( mu , SIGMA ),
|
3986
|
+
mu <- a + bM*M + bG*G,
|
3987
|
+
matrix[N_spp,N_spp]: SIGMA <- R * sigma_sq,
|
3988
|
+
a ~ normal( 0 , 1 ),
|
3989
|
+
c(bM,bG) ~ normal( 0 , 0.5 ),
|
3990
|
+
sigma_sq ~ exponential( 1 )
|
3991
|
+
), data=dat_list , chains=4 , cores=4 )
|
3992
|
+
precis( m14.10 )
|
3993
|
+
|
3994
|
+
## R code 14.52
|
3995
|
+
# add scaled and reordered distance matrix
|
3996
|
+
dat_list$Dmat <- Dmat[ spp_obs , spp_obs ] / max(Dmat)
|
3997
|
+
|
3998
|
+
m14.11 <- ulam(
|
3999
|
+
alist(
|
4000
|
+
B ~ multi_normal( mu , SIGMA ),
|
4001
|
+
mu <- a + bM*M + bG*G,
|
4002
|
+
matrix[N_spp,N_spp]: SIGMA <- cov_GPL1( Dmat , etasq , rhosq , 0.01 ),
|
4003
|
+
a ~ normal(0,1),
|
4004
|
+
c(bM,bG) ~ normal(0,0.5),
|
4005
|
+
etasq ~ half_normal(1,0.25),
|
4006
|
+
rhosq ~ half_normal(3,0.25)
|
4007
|
+
), data=dat_list , chains=4 , cores=4 )
|
4008
|
+
precis( m14.11 )
|
4009
|
+
|
4010
|
+
## R code 14.53
|
4011
|
+
post <- extract.samples(m14.11)
|
4012
|
+
plot( NULL , xlim=c(0,max(dat_list$Dmat)) , ylim=c(0,1.5) ,
|
4013
|
+
xlab="phylogenetic distance" , ylab="covariance" )
|
4014
|
+
|
4015
|
+
# posterior
|
4016
|
+
for ( i in 1:30 )
|
4017
|
+
curve( post$etasq[i]*exp(-post$rhosq[i]*x) , add=TRUE , col=rangi2 )
|
4018
|
+
|
4019
|
+
# prior mean and 89% interval
|
4020
|
+
eta <- abs(rnorm(1e3,1,0.25))
|
4021
|
+
rho <- abs(rnorm(1e3,3,0.25))
|
4022
|
+
d_seq <- seq(from=0,to=1,length.out=50)
|
4023
|
+
K <- sapply( d_seq , function(x) eta*exp(-rho*x) )
|
4024
|
+
lines( d_seq , colMeans(K) , lwd=2 )
|
4025
|
+
shade( apply(K,2,PI) , d_seq )
|
4026
|
+
text( 0.5 , 0.5 , "prior" )
|
4027
|
+
text( 0.2 , 0.1 , "posterior" , col=rangi2 )
|
4028
|
+
|
4029
|
+
## R code 14.54
|
4030
|
+
S <- matrix( c( sa^2 , sa*sb*rho , sa*sb*rho , sb^2 ) , nrow=2 )
|
4031
|
+
|
4032
|
+
## R code 15.1
|
4033
|
+
# simulate a pancake and return randomly ordered sides
|
4034
|
+
sim_pancake <- function() {
|
4035
|
+
pancake <- sample(1:3,1)
|
4036
|
+
sides <- matrix(c(1,1,1,0,0,0),2,3)[,pancake]
|
4037
|
+
sample(sides)
|
4038
|
+
}
|
4039
|
+
|
4040
|
+
# sim 10,000 pancakes
|
4041
|
+
pancakes <- replicate( 1e4 , sim_pancake() )
|
4042
|
+
up <- pancakes[1,]
|
4043
|
+
down <- pancakes[2,]
|
4044
|
+
|
4045
|
+
# compute proportion 1/1 (BB) out of all 1/1 and 1/0
|
4046
|
+
num_11_10 <- sum( up==1 )
|
4047
|
+
num_11 <- sum( up==1 & down==1 )
|
4048
|
+
num_11/num_11_10
|
4049
|
+
|
4050
|
+
## R code 15.2
|
4051
|
+
library(rethinking)
|
4052
|
+
data(WaffleDivorce)
|
4053
|
+
d <- WaffleDivorce
|
4054
|
+
|
4055
|
+
# points
|
4056
|
+
plot( d$Divorce ~ d$MedianAgeMarriage , ylim=c(4,15) ,
|
4057
|
+
xlab="Median age marriage" , ylab="Divorce rate" )
|
4058
|
+
|
4059
|
+
# standard errors
|
4060
|
+
for ( i in 1:nrow(d) ) {
|
4061
|
+
ci <- d$Divorce[i] + c(-1,1)*d$Divorce.SE[i]
|
4062
|
+
x <- d$MedianAgeMarriage[i]
|
4063
|
+
lines( c(x,x) , ci )
|
4064
|
+
}
|
4065
|
+
|
4066
|
+
## R code 15.3
|
4067
|
+
dlist <- list(
|
4068
|
+
D_obs = standardize( d$Divorce ),
|
4069
|
+
D_sd = d$Divorce.SE / sd( d$Divorce ),
|
4070
|
+
M = standardize( d$Marriage ),
|
4071
|
+
A = standardize( d$MedianAgeMarriage ),
|
4072
|
+
N = nrow(d)
|
4073
|
+
)
|
4074
|
+
|
4075
|
+
m15.1 <- ulam(
|
4076
|
+
alist(
|
4077
|
+
D_obs ~ dnorm( D_true , D_sd ),
|
4078
|
+
vector[N]:D_true ~ dnorm( mu , sigma ),
|
4079
|
+
mu <- a + bA*A + bM*M,
|
4080
|
+
a ~ dnorm(0,0.2),
|
4081
|
+
bA ~ dnorm(0,0.5),
|
4082
|
+
bM ~ dnorm(0,0.5),
|
4083
|
+
sigma ~ dexp(1)
|
4084
|
+
) , data=dlist , chains=4 , cores=4 )
|
4085
|
+
|
4086
|
+
## R code 15.4
|
4087
|
+
precis( m15.1 , depth=2 )
|
4088
|
+
|
4089
|
+
## R code 15.5
|
4090
|
+
dlist <- list(
|
4091
|
+
D_obs = standardize( d$Divorce ),
|
4092
|
+
D_sd = d$Divorce.SE / sd( d$Divorce ),
|
4093
|
+
M_obs = standardize( d$Marriage ),
|
4094
|
+
M_sd = d$Marriage.SE / sd( d$Marriage ),
|
4095
|
+
A = standardize( d$MedianAgeMarriage ),
|
4096
|
+
N = nrow(d)
|
4097
|
+
)
|
4098
|
+
|
4099
|
+
m15.2 <- ulam(
|
4100
|
+
alist(
|
4101
|
+
D_obs ~ dnorm( D_true , D_sd ),
|
4102
|
+
vector[N]:D_true ~ dnorm( mu , sigma ),
|
4103
|
+
mu <- a + bA*A + bM*M_true[i],
|
4104
|
+
M_obs ~ dnorm( M_true , M_sd ),
|
4105
|
+
vector[N]:M_true ~ dnorm( 0 , 1 ),
|
4106
|
+
a ~ dnorm(0,0.2),
|
4107
|
+
bA ~ dnorm(0,0.5),
|
4108
|
+
bM ~ dnorm(0,0.5),
|
4109
|
+
sigma ~ dexp( 1 )
|
4110
|
+
) , data=dlist , chains=4 , cores=4 )
|
4111
|
+
|
4112
|
+
## R code 15.6
|
4113
|
+
post <- extract.samples( m15.2 )
|
4114
|
+
D_true <- apply( post$D_true , 2 , mean )
|
4115
|
+
M_true <- apply( post$M_true , 2 , mean )
|
4116
|
+
plot( dlist$M_obs , dlist$D_obs , pch=16 , col=rangi2 ,
|
4117
|
+
xlab="marriage rate (std)" , ylab="divorce rate (std)" )
|
4118
|
+
points( M_true , D_true )
|
4119
|
+
for ( i in 1:nrow(d) )
|
4120
|
+
lines( c( dlist$M_obs[i] , M_true[i] ) , c( dlist$D_obs[i] , D_true[i] ) )
|
4121
|
+
|
4122
|
+
## R code 15.7
|
4123
|
+
N <- 500
|
4124
|
+
A <- rnorm(N)
|
4125
|
+
M <- rnorm(N,-A)
|
4126
|
+
D <- rnorm(N,A)
|
4127
|
+
A_obs <- rnorm(N,A)
|
4128
|
+
|
4129
|
+
## R code 15.8
|
4130
|
+
N <- 100
|
4131
|
+
S <- rnorm( N )
|
4132
|
+
H <- rbinom( N , size=10 , inv_logit(S) )
|
4133
|
+
|
4134
|
+
## R code 15.9
|
4135
|
+
D <- rbern( N ) # dogs completely random
|
4136
|
+
Hm <- H
|
4137
|
+
Hm[D==1] <- NA
|
4138
|
+
|
4139
|
+
## R code 15.10
|
4140
|
+
D <- ifelse( S > 0 , 1 , 0 )
|
4141
|
+
Hm <- H
|
4142
|
+
Hm[D==1] <- NA
|
4143
|
+
|
4144
|
+
## R code 15.11
|
4145
|
+
set.seed(501)
|
4146
|
+
N <- 1000
|
4147
|
+
X <- rnorm(N)
|
4148
|
+
S <- rnorm(N)
|
4149
|
+
H <- rbinom( N , size=10 , inv_logit( 2 + S - 2*X ) )
|
4150
|
+
D <- ifelse( X > 1 , 1 , 0 )
|
4151
|
+
Hm <- H
|
4152
|
+
Hm[D==1] <- NA
|
4153
|
+
|
4154
|
+
## R code 15.12
|
4155
|
+
dat_list <- list(
|
4156
|
+
H = H,
|
4157
|
+
S = S )
|
4158
|
+
|
4159
|
+
m15.3 <- ulam(
|
4160
|
+
alist(
|
4161
|
+
H ~ binomial( 10 , p ),
|
4162
|
+
logit(p) <- a + bS*S,
|
4163
|
+
a ~ normal( 0 , 1 ),
|
4164
|
+
bS ~ normal( 0 , 0.5 )
|
4165
|
+
), data=dat_list , chains=4 )
|
4166
|
+
precis( m15.3 )
|
4167
|
+
|
4168
|
+
## R code 15.13
|
4169
|
+
dat_list0 <- list( H = H[D==0] , S = S[D==0] )
|
4170
|
+
|
4171
|
+
m15.4 <- ulam(
|
4172
|
+
alist(
|
4173
|
+
H ~ binomial( 10 , p ),
|
4174
|
+
logit(p) <- a + bS*S,
|
4175
|
+
a ~ normal( 0 , 1 ),
|
4176
|
+
bS ~ normal( 0 , 0.5 )
|
4177
|
+
), data=dat_list0 , chains=4 )
|
4178
|
+
precis( m15.4 )
|
4179
|
+
|
4180
|
+
## R code 15.14
|
4181
|
+
D <- ifelse( abs(X) < 1 , 1 , 0 )
|
4182
|
+
|
4183
|
+
## R code 15.15
|
4184
|
+
N <- 100
|
4185
|
+
S <- rnorm(N)
|
4186
|
+
H <- rbinom( N , size=10 , inv_logit(S) )
|
4187
|
+
D <- ifelse( H < 5 , 1 , 0 )
|
4188
|
+
Hm <- H; Hm[D==1] <- NA
|
4189
|
+
|
4190
|
+
## R code 15.16
|
4191
|
+
library(rethinking)
|
4192
|
+
data(milk)
|
4193
|
+
d <- milk
|
4194
|
+
d$neocortex.prop <- d$neocortex.perc / 100
|
4195
|
+
d$logmass <- log(d$mass)
|
4196
|
+
dat_list <- list(
|
4197
|
+
K = standardize( d$kcal.per.g ),
|
4198
|
+
B = standardize( d$neocortex.prop ),
|
4199
|
+
M = standardize( d$logmass ) )
|
4200
|
+
|
4201
|
+
## R code 15.17
|
4202
|
+
m15.5 <- ulam(
|
4203
|
+
alist(
|
4204
|
+
K ~ dnorm( mu , sigma ),
|
4205
|
+
mu <- a + bB*B + bM*M,
|
4206
|
+
B ~ dnorm( nu , sigma_B ),
|
4207
|
+
c(a,nu) ~ dnorm( 0 , 0.5 ),
|
4208
|
+
c(bB,bM) ~ dnorm( 0, 0.5 ),
|
4209
|
+
sigma_B ~ dexp( 1 ),
|
4210
|
+
sigma ~ dexp( 1 )
|
4211
|
+
) , data=dat_list , chains=4 , cores=4 )
|
4212
|
+
|
4213
|
+
## R code 15.18
|
4214
|
+
precis( m15.5 , depth=2 )
|
4215
|
+
|
4216
|
+
## R code 15.19
|
4217
|
+
obs_idx <- which( !is.na(d$neocortex.prop) )
|
4218
|
+
dat_list_obs <- list(
|
4219
|
+
K = dat_list$K[obs_idx],
|
4220
|
+
B = dat_list$B[obs_idx],
|
4221
|
+
M = dat_list$M[obs_idx] )
|
4222
|
+
m15.6 <- ulam(
|
4223
|
+
alist(
|
4224
|
+
K ~ dnorm( mu , sigma ),
|
4225
|
+
mu <- a + bB*B + bM*M,
|
4226
|
+
B ~ dnorm( nu , sigma_B ),
|
4227
|
+
c(a,nu) ~ dnorm( 0 , 0.5 ),
|
4228
|
+
c(bB,bM) ~ dnorm( 0, 0.5 ),
|
4229
|
+
sigma_B ~ dexp( 1 ),
|
4230
|
+
sigma ~ dexp( 1 )
|
4231
|
+
) , data=dat_list_obs , chains=4 , cores=4 )
|
4232
|
+
precis( m15.6 )
|
4233
|
+
|
4234
|
+
## R code 15.20
|
4235
|
+
plot( coeftab(m15.5,m15.6) , pars=c("bB","bM") )
|
4236
|
+
|
4237
|
+
## R code 15.21
|
4238
|
+
post <- extract.samples( m15.5 )
|
4239
|
+
B_impute_mu <- apply( post$B_impute , 2 , mean )
|
4240
|
+
B_impute_ci <- apply( post$B_impute , 2 , PI )
|
4241
|
+
|
4242
|
+
# B vs K
|
4243
|
+
plot( dat_list$B , dat_list$K , pch=16 , col=rangi2 ,
|
4244
|
+
xlab="neocortex percent (std)" , ylab="kcal milk (std)" )
|
4245
|
+
miss_idx <- which( is.na(dat_list$B) )
|
4246
|
+
Ki <- dat_list$K[miss_idx]
|
4247
|
+
points( B_impute_mu , Ki )
|
4248
|
+
for ( i in 1:12 ) lines( B_impute_ci[,i] , rep(Ki[i],2) )
|
4249
|
+
|
4250
|
+
# M vs B
|
4251
|
+
plot( dat_list$M , dat_list$B , pch=16 , col=rangi2 ,
|
4252
|
+
ylab="neocortex percent (std)" , xlab="log body mass (std)" )
|
4253
|
+
Mi <- dat_list$M[miss_idx]
|
4254
|
+
points( Mi , B_impute_mu )
|
4255
|
+
for ( i in 1:12 ) lines( rep(Mi[i],2) , B_impute_ci[,i] )
|
4256
|
+
|
4257
|
+
## R code 15.22
|
4258
|
+
m15.7 <- ulam(
|
4259
|
+
alist(
|
4260
|
+
# K as function of B and M
|
4261
|
+
K ~ dnorm( mu , sigma ),
|
4262
|
+
mu <- a + bB*B_merge + bM*M,
|
4263
|
+
|
4264
|
+
# M and B correlation
|
4265
|
+
MB ~ multi_normal( c(muM,muB) , Rho_BM , Sigma_BM ),
|
4266
|
+
matrix[29,2]:MB <<- append_col( M , B_merge ),
|
4267
|
+
|
4268
|
+
# define B_merge as mix of observed and imputed values
|
4269
|
+
vector[29]:B_merge <- merge_missing( B , B_impute ),
|
4270
|
+
|
4271
|
+
# priors
|
4272
|
+
c(a,muB,muM) ~ dnorm( 0 , 0.5 ),
|
4273
|
+
c(bB,bM) ~ dnorm( 0, 0.5 ),
|
4274
|
+
sigma ~ dexp( 1 ),
|
4275
|
+
Rho_BM ~ lkj_corr(2),
|
4276
|
+
Sigma_BM ~ dexp(1)
|
4277
|
+
) , data=dat_list , chains=4 , cores=4 )
|
4278
|
+
precis( m15.7 , depth=3 , pars=c("bM","bB","Rho_BM" ) )
|
4279
|
+
|
4280
|
+
## R code 15.23
|
4281
|
+
B_missidx <- which( is.na( dat_list$B ) )
|
4282
|
+
|
4283
|
+
## R code 15.24
|
4284
|
+
data(Moralizing_gods)
|
4285
|
+
str(Moralizing_gods)
|
4286
|
+
|
4287
|
+
## R code 15.25
|
4288
|
+
table( Moralizing_gods$moralizing_gods , useNA="always" )
|
4289
|
+
|
4290
|
+
## R code 15.26
|
4291
|
+
symbol <- ifelse( Moralizing_gods$moralizing_gods==1 , 16 , 1 )
|
4292
|
+
symbol <- ifelse( is.na(Moralizing_gods$moralizing_gods) , 4 , symbol )
|
4293
|
+
color <- ifelse( is.na(Moralizing_gods$moralizing_gods) , "black" , rangi2 )
|
4294
|
+
plot( Moralizing_gods$year , Moralizing_gods$population , pch=symbol ,
|
4295
|
+
col=color , xlab="Time (year)" , ylab="Population size" , lwd=1.5 )
|
4296
|
+
|
4297
|
+
## R code 15.27
|
4298
|
+
with( Moralizing_gods ,
|
4299
|
+
table( gods=moralizing_gods , literacy=writing , useNA="always" ) )
|
4300
|
+
|
4301
|
+
## R code 15.28
|
4302
|
+
haw <- which( Moralizing_gods$polity=="Big Island Hawaii" )
|
4303
|
+
columns <- c("year","writing","moralizing_gods")
|
4304
|
+
t( Moralizing_gods[ haw , columns ] )
|
4305
|
+
|
4306
|
+
## R code 15.29
|
4307
|
+
set.seed(9)
|
4308
|
+
N_houses <- 100L
|
4309
|
+
alpha <- 5
|
4310
|
+
beta <- (-3)
|
4311
|
+
k <- 0.5
|
4312
|
+
r <- 0.2
|
4313
|
+
cat <- rbern( N_houses , k )
|
4314
|
+
notes <- rpois( N_houses , alpha + beta*cat )
|
4315
|
+
R_C <- rbern( N_houses , r )
|
4316
|
+
cat_obs <- cat
|
4317
|
+
cat_obs[R_C==1] <- (-9L)
|
4318
|
+
dat <- list(
|
4319
|
+
notes = notes,
|
4320
|
+
cat = cat_obs,
|
4321
|
+
RC = R_C,
|
4322
|
+
N = as.integer(N_houses) )
|
4323
|
+
|
4324
|
+
## R code 15.30
|
4325
|
+
m15.8 <- ulam(
|
4326
|
+
alist(
|
4327
|
+
# singing bird model
|
4328
|
+
## cat known present/absent:
|
4329
|
+
notes|RC==0 ~ poisson( lambda ),
|
4330
|
+
log(lambda) <- a + b*cat,
|
4331
|
+
## cat NA:
|
4332
|
+
notes|RC==1 ~ custom( log_sum_exp(
|
4333
|
+
log(k) + poisson_lpmf( notes | exp(a + b) ),
|
4334
|
+
log(1-k) + poisson_lpmf( notes | exp(a) )
|
4335
|
+
) ),
|
4336
|
+
|
4337
|
+
# priors
|
4338
|
+
a ~ normal(0,1),
|
4339
|
+
b ~ normal(0,0.5),
|
4340
|
+
|
4341
|
+
# sneaking cat model
|
4342
|
+
cat|RC==0 ~ bernoulli(k),
|
4343
|
+
k ~ beta(2,2)
|
4344
|
+
), data=dat , chains=4 , cores=4 )
|
4345
|
+
|
4346
|
+
## R code 15.31
|
4347
|
+
m15.9 <- ulam(
|
4348
|
+
alist(
|
4349
|
+
# singing bird model
|
4350
|
+
notes|RC==0 ~ poisson( lambda ),
|
4351
|
+
notes|RC==1 ~ custom( log_sum_exp(
|
4352
|
+
log(k) + poisson_lpmf( notes | exp(a + b) ),
|
4353
|
+
log(1-k) + poisson_lpmf( notes | exp(a) )
|
4354
|
+
) ),
|
4355
|
+
log(lambda) <- a + b*cat,
|
4356
|
+
a ~ normal(0,1),
|
4357
|
+
b ~ normal(0,0.5),
|
4358
|
+
|
4359
|
+
# sneaking cat model
|
4360
|
+
cat|RC==0 ~ bernoulli(k),
|
4361
|
+
k ~ beta(2,2),
|
4362
|
+
|
4363
|
+
# imputed values
|
4364
|
+
gq> vector[N]:PrC1 <- exp(lpC1)/(exp(lpC1)+exp(lpC0)),
|
4365
|
+
gq> vector[N]:lpC1 <- log(k) + poisson_lpmf( notes[i] | exp(a+b) ),
|
4366
|
+
gq> vector[N]:lpC0 <- log(1-k) + poisson_lpmf( notes[i] | exp(a) )
|
4367
|
+
), data=dat , chains=4 , cores=4 )
|
4368
|
+
|
4369
|
+
## R code 15.32
|
4370
|
+
set.seed(100)
|
4371
|
+
x <- c( rnorm(10) , NA )
|
4372
|
+
y <- c( rnorm(10,x) , 100 )
|
4373
|
+
d <- list(x=x,y=y)
|
4374
|
+
|
4375
|
+
## R code 15.33
|
4376
|
+
## R code 15.34
|
4377
|
+
## R code 15.35
|
4378
|
+
## R code 15.36
|
4379
|
+
## R code 15.37
|
4380
|
+
## R code 15.38
|
4381
|
+
## R code 15.39
|
4382
|
+
## R code 16.1
|
4383
|
+
library(rethinking)
|
4384
|
+
data(Howell1)
|
4385
|
+
d <- Howell1
|
4386
|
+
|
4387
|
+
# scale observed variables
|
4388
|
+
d$w <- d$weight / mean(d$weight)
|
4389
|
+
d$h <- d$height / mean(d$height)
|
4390
|
+
|
4391
|
+
## R code 16.2
|
4392
|
+
m16.1 <- ulam(
|
4393
|
+
alist(
|
4394
|
+
w ~ dlnorm( mu , sigma ),
|
4395
|
+
exp(mu) <- 3.141593 * k * p^2 * h^3,
|
4396
|
+
p ~ beta( 2 , 18 ),
|
4397
|
+
k ~ exponential( 0.5 ),
|
4398
|
+
sigma ~ exponential( 1 )
|
4399
|
+
), data=d , chains=4 , cores=4 )
|
4400
|
+
|
4401
|
+
## R code 16.3
|
4402
|
+
h_seq <- seq( from=0 , to=max(d$h) , length.out=30 )
|
4403
|
+
w_sim <- sim( m16.1 , data=list(h=h_seq) )
|
4404
|
+
mu_mean <- apply( w_sim , 2 , mean )
|
4405
|
+
w_CI <- apply( w_sim , 2 , PI )
|
4406
|
+
plot( d$h , d$w , xlim=c(0,max(d$h)) , ylim=c(0,max(d$w)) , col=rangi2 ,
|
4407
|
+
lwd=2 , xlab="height (scaled)" , ylab="weight (scaled)" )
|
4408
|
+
lines( h_seq , mu_mean )
|
4409
|
+
shade( w_CI , h_seq )
|
4410
|
+
|
4411
|
+
## R code 16.4
|
4412
|
+
library(rethinking)
|
4413
|
+
data(Boxes)
|
4414
|
+
precis(Boxes)
|
4415
|
+
|
4416
|
+
## R code 16.5
|
4417
|
+
table( Boxes$y ) / length( Boxes$y )
|
4418
|
+
|
4419
|
+
## R code 16.6
|
4420
|
+
set.seed(7)
|
4421
|
+
N <- 30 # number of children
|
4422
|
+
|
4423
|
+
# half are random
|
4424
|
+
# sample from 1,2,3 at random for each
|
4425
|
+
y1 <- sample( 1:3 , size=N/2 , replace=TRUE )
|
4426
|
+
|
4427
|
+
# half follow majority
|
4428
|
+
y2 <- rep( 2 , N/2 )
|
4429
|
+
|
4430
|
+
# combine and shuffle y1 and y2
|
4431
|
+
y <- sample( c(y1,y2) )
|
4432
|
+
|
4433
|
+
# count the 2s
|
4434
|
+
sum(y==2)/N
|
4435
|
+
|
4436
|
+
## R code 16.7
|
4437
|
+
data(Boxes_model)
|
4438
|
+
cat(Boxes_model)
|
4439
|
+
|
4440
|
+
## R code 16.8
|
4441
|
+
# prep data
|
4442
|
+
dat_list <- list(
|
4443
|
+
N = nrow(Boxes),
|
4444
|
+
y = Boxes$y,
|
4445
|
+
majority_first = Boxes$majority_first )
|
4446
|
+
|
4447
|
+
# run the sampler
|
4448
|
+
m16.2 <- stan( model_code=Boxes_model , data=dat_list , chains=3 , cores=3 )
|
4449
|
+
|
4450
|
+
# show marginal posterior for p
|
4451
|
+
p_labels <- c("1 Majority","2 Minority","3 Maverick","4 Random",
|
4452
|
+
"5 Follow First")
|
4453
|
+
plot( precis(m16.2,2) , labels=p_labels )
|
4454
|
+
|
4455
|
+
## R code 16.9
|
4456
|
+
library(rethinking)
|
4457
|
+
data(Panda_nuts)
|
4458
|
+
|
4459
|
+
## R code 16.10
|
4460
|
+
N <- 1e4
|
4461
|
+
phi <- rlnorm( N , log(1) , 0.1 )
|
4462
|
+
k <- rlnorm( N , log(2), 0.25 )
|
4463
|
+
theta <- rlnorm( N , log(5) , 0.25 )
|
4464
|
+
|
4465
|
+
# relative grow curve
|
4466
|
+
plot( NULL , xlim=c(0,1.5) , ylim=c(0,1) , xaxt="n" , xlab="age" ,
|
4467
|
+
ylab="body mass" )
|
4468
|
+
at <- c(0,0.25,0.5,0.75,1,1.25,1.5)
|
4469
|
+
axis( 1 , at=at , labels=round(at*max(Panda_nuts$age)) )
|
4470
|
+
for ( i in 1:20 ) curve( (1-exp(-k[i]*x)) , add=TRUE , col=grau() , lwd=1.5 )
|
4471
|
+
|
4472
|
+
# implied rate of nut opening curve
|
4473
|
+
plot( NULL , xlim=c(0,1.5) , ylim=c(0,1.2) , xaxt="n" , xlab="age" ,
|
4474
|
+
ylab="nuts per second" )
|
4475
|
+
at <- c(0,0.25,0.5,0.75,1,1.25,1.5)
|
4476
|
+
axis( 1 , at=at , labels=round(at*max(Panda_nuts$age)) )
|
4477
|
+
for ( i in 1:20 ) curve( phi[i]*(1-exp(-k[i]*x))^theta[i] , add=TRUE ,
|
4478
|
+
col=grau() , lwd=1.5 )
|
4479
|
+
|
4480
|
+
## R code 16.11
|
4481
|
+
dat_list <- list(
|
4482
|
+
n = as.integer( Panda_nuts$nuts_opened ),
|
4483
|
+
age = Panda_nuts$age / max(Panda_nuts$age),
|
4484
|
+
seconds = Panda_nuts$seconds )
|
4485
|
+
|
4486
|
+
m16.4 <- ulam(
|
4487
|
+
alist(
|
4488
|
+
n ~ poisson( lambda ),
|
4489
|
+
lambda <- seconds*phi*(1-exp(-k*age))^theta,
|
4490
|
+
phi ~ lognormal( log(1) , 0.1 ),
|
4491
|
+
k ~ lognormal( log(2) , 0.25 ),
|
4492
|
+
theta ~ lognormal( log(5) , 0.25 )
|
4493
|
+
), data=dat_list , chains=4 )
|
4494
|
+
|
4495
|
+
## R code 16.12
|
4496
|
+
post <- extract.samples(m16.4)
|
4497
|
+
plot( NULL , xlim=c(0,1) , ylim=c(0,1.5) , xlab="age" ,
|
4498
|
+
ylab="nuts per second" , xaxt="n" )
|
4499
|
+
at <- c(0,0.25,0.5,0.75,1,1.25,1.5)
|
4500
|
+
axis( 1 , at=at , labels=round(at*max(Panda_nuts$age)) )
|
4501
|
+
|
4502
|
+
# raw data
|
4503
|
+
pts <- dat_list$n / dat_list$seconds
|
4504
|
+
point_size <- normalize( dat_list$seconds )
|
4505
|
+
points( jitter(dat_list$age) , pts , col=rangi2 , lwd=2 , cex=point_size*3 )
|
4506
|
+
|
4507
|
+
# 30 posterior curves
|
4508
|
+
for ( i in 1:30 ) with( post ,
|
4509
|
+
curve( phi[i]*(1-exp(-k[i]*x))^theta[i] , add=TRUE , col=grau() ) )
|
4510
|
+
|
4511
|
+
## R code 16.13
|
4512
|
+
library(rethinking)
|
4513
|
+
data(Lynx_Hare)
|
4514
|
+
plot( 1:21 , Lynx_Hare[,3] , ylim=c(0,90) , xlab="year" ,
|
4515
|
+
ylab="thousands of pelts" , xaxt="n" , type="l" , lwd=1.5 )
|
4516
|
+
at <- c(1,11,21)
|
4517
|
+
axis( 1 , at=at , labels=Lynx_Hare$Year[at] )
|
4518
|
+
lines( 1:21 , Lynx_Hare[,2] , lwd=1.5 , col=rangi2 )
|
4519
|
+
points( 1:21 , Lynx_Hare[,3] , bg="black" , col="white" , pch=21 , cex=1.4 )
|
4520
|
+
points( 1:21 , Lynx_Hare[,2] , bg=rangi2 , col="white" , pch=21 , cex=1.4 )
|
4521
|
+
text( 17 , 80 , "Lepus" , pos=2 )
|
4522
|
+
text( 19 , 50 , "Lynx" , pos=2 , col=rangi2 )
|
4523
|
+
|
4524
|
+
## R code 16.14
|
4525
|
+
sim_lynx_hare <- function( n_steps , init , theta , dt=0.002 ) {
|
4526
|
+
L <- rep(NA,n_steps)
|
4527
|
+
H <- rep(NA,n_steps)
|
4528
|
+
L[1] <- init[1]
|
4529
|
+
H[1] <- init[2]
|
4530
|
+
for ( i in 2:n_steps ) {
|
4531
|
+
H[i] <- H[i-1] + dt*H[i-1]*( theta[1] - theta[2]*L[i-1] )
|
4532
|
+
L[i] <- L[i-1] + dt*L[i-1]*( theta[3]*H[i-1] - theta[4] )
|
4533
|
+
}
|
4534
|
+
return( cbind(L,H) )
|
4535
|
+
}
|
4536
|
+
|
4537
|
+
## R code 16.15
|
4538
|
+
theta <- c( 0.5 , 0.05 , 0.025 , 0.5 )
|
4539
|
+
z <- sim_lynx_hare( 1e4 , as.numeric(Lynx_Hare[1,2:3]) , theta )
|
4540
|
+
|
4541
|
+
plot( z[,2] , type="l" , ylim=c(0,max(z[,2])) , lwd=2 , xaxt="n" ,
|
4542
|
+
ylab="number (thousands)" , xlab="" )
|
4543
|
+
lines( z[,1] , col=rangi2 , lwd=2 )
|
4544
|
+
mtext( "time" , 1 )
|
4545
|
+
|
4546
|
+
## R code 16.16
|
4547
|
+
N <- 1e4
|
4548
|
+
Ht <- 1e4
|
4549
|
+
p <- rbeta(N,2,18)
|
4550
|
+
h <- rbinom( N , size=Ht , prob=p )
|
4551
|
+
h <- round( h/1000 , 2 )
|
4552
|
+
dens( h , xlab="thousand of pelts" , lwd=2 )
|
4553
|
+
|
4554
|
+
## R code 16.17
|
4555
|
+
data(Lynx_Hare_model)
|
4556
|
+
cat(Lynx_Hare_model)
|
4557
|
+
|
4558
|
+
## R code 16.18
|
4559
|
+
dat_list <- list(
|
4560
|
+
N = nrow(Lynx_Hare),
|
4561
|
+
pelts = Lynx_Hare[,2:3] )
|
4562
|
+
|
4563
|
+
m16.5 <- stan( model_code=Lynx_Hare_model , data=dat_list , chains=3 ,
|
4564
|
+
cores=3 , control=list( adapt_delta=0.95 ) )
|
4565
|
+
|
4566
|
+
## R code 16.19
|
4567
|
+
post <- extract.samples(m16.5)
|
4568
|
+
pelts <- dat_list$pelts
|
4569
|
+
plot( 1:21 , pelts[,2] , pch=16 , ylim=c(0,120) , xlab="year" ,
|
4570
|
+
ylab="thousands of pelts" , xaxt="n" )
|
4571
|
+
at <- c(1,11,21)
|
4572
|
+
axis( 1 , at=at , labels=Lynx_Hare$Year[at] )
|
4573
|
+
points( 1:21 , pelts[,1] , col=rangi2 , pch=16 )
|
4574
|
+
# 21 time series from posterior
|
4575
|
+
for ( s in 1:21 ) {
|
4576
|
+
lines( 1:21 , post$pelts_pred[s,,2] , col=col.alpha("black",0.2) , lwd=2 )
|
4577
|
+
lines( 1:21 , post$pelts_pred[s,,1] , col=col.alpha(rangi2,0.3) , lwd=2 )
|
4578
|
+
}
|
4579
|
+
# text labels
|
4580
|
+
text( 17 , 90 , "Lepus" , pos=2 )
|
4581
|
+
text( 19 , 50 , "Lynx" , pos=2 , col=rangi2 )
|
4582
|
+
|
4583
|
+
## R code 16.20
|
4584
|
+
plot( NULL , pch=16 , xlim=c(1,21) , ylim=c(0,500) , xlab="year" ,
|
4585
|
+
ylab="thousands of animals" , xaxt="n" )
|
4586
|
+
at <- c(1,11,21)
|
4587
|
+
axis( 1 , at=at , labels=Lynx_Hare$Year[at] )
|
4588
|
+
for ( s in 1:21 ) {
|
4589
|
+
lines( 1:21 , post$pop[s,,2] , col=col.alpha("black",0.2) , lwd=2 )
|
4590
|
+
lines( 1:21 , post$pop[s,,1] , col=col.alpha(rangi2,0.4) , lwd=2 )
|
4591
|
+
}
|
4592
|
+
|
4593
|
+
## R code 16.21
|
4594
|
+
data(Lynx_Hare)
|
4595
|
+
dat_ar1 <- list(
|
4596
|
+
L = Lynx_Hare$Lynx[2:21],
|
4597
|
+
L_lag1 = Lynx_Hare$Lynx[1:20],
|
4598
|
+
H = Lynx_Hare$Hare[2:21],
|
4599
|
+
H_lag1 = Lynx_Hare$Hare[1:20] )
|
4600
|
+
|