library(rethinking)
## Loading required package: rstan
## Loading required package: Rcpp
## Loading required package: ggplot2
## rstan (Version 2.8.0, packaged: 2015-09-19 14:48:38 UTC, GitRev: 05c3d0058b6a)
## For execution on a local, multicore CPU with excess RAM we recommend calling
## rstan_options(auto_write = TRUE)
## options(mc.cores = parallel::detectCores())
## Loading required package: parallel
## rethinking (Version 1.57)
data(reedfrogs)
d <- reedfrogs
head(d)
## density pred size surv propsurv
## 1 10 no big 9 0.9
## 2 10 no big 10 1.0
## 3 10 no big 7 0.7
## 4 10 no big 10 1.0
## 5 10 no small 9 0.9
## 6 10 no small 9 0.9
str(d)
## 'data.frame': 48 obs. of 5 variables:
## $ density : int 10 10 10 10 10 10 10 10 10 10 ...
## $ pred : Factor w/ 2 levels "no","pred": 1 1 1 1 1 1 1 1 2 2 ...
## $ size : Factor w/ 2 levels "big","small": 1 1 1 1 2 2 2 2 1 1 ...
## $ surv : int 9 10 7 10 9 9 10 9 4 9 ...
## $ propsurv: num 0.9 1 0.7 1 0.9 0.9 1 0.9 0.4 0.9 ...
library(rethinking)
data(reedfrogs)
d <- reedfrogs
d$tank <- 1:nrow(d)
head(d)
## density pred size surv propsurv tank
## 1 10 no big 9 0.9 1
## 2 10 no big 10 1.0 2
## 3 10 no big 7 0.7 3
## 4 10 no big 10 1.0 4
## 5 10 no small 9 0.9 5
## 6 10 no small 9 0.9 6
m12.1 <- map2stan(
alist(
surv ~ dbinom( density , p ) ,
logit(p) <- a_tank[tank] ,
a_tank[tank] ~ dnorm( 0 , 5 )
),
data=d )
## Warning in FUN(X[[i]], ...): data with name pred is not numeric and not
## used
## Warning in FUN(X[[i]], ...): data with name size is not numeric and not
## used
##
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## Warning in FUN(X[[i]], ...): data with name pred is not numeric and not
## used
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## used
##
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## Aggregated binomial counts detected. Splitting to 0/1 outcome for WAIC calculation.
m12.2 <- map2stan(
alist(
surv ~ dbinom( density , p ) ,
logit(p) <- a_tank[tank] ,
a_tank[tank] ~ dnorm( a , sigma ) ,
a ~ dnorm(0,1) ,
sigma ~ dcauchy(0,1)
), data=d , iter=4000 , chains=4 )
## Warning in FUN(X[[i]], ...): data with name pred is not numeric and not
## used
## Warning in FUN(X[[i]], ...): data with name size is not numeric and not
## used
##
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##
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##
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## count
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## [1] "If this warning occurs sporadically, such as for highly constrained variable types like covariance matrices, then the sampler is fine,"
## [2] "but if this warning occurs often then your model may be either severely ill-conditioned or misspecified."
##
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## Warning in FUN(X[[i]], ...): data with name pred is not numeric and not
## used
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## used
##
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## Aggregated binomial counts detected. Splitting to 0/1 outcome for WAIC calculation.
WAIC(m12.2)
## [1] 1010.173
## attr(,"lppd")
## [1] -467.0945
## attr(,"pWAIC")
## [1] 37.99217
## attr(,"se")
## [1] 37.96536
compare( m12.1 , m12.2 )
## WAIC pWAIC dWAIC weight SE dSE
## m12.2 1010.2 38.0 0.0 1 37.97 NA
## m12.1 1025.0 50.2 14.9 0 43.00 6.65
post <- extract.samples(m12.2)
d$propsurv.est <- logistic( apply( post$a_tank , 2 , median ) )
plot( d$propsurv , ylim=c(0,1) , pch=16 , xaxt="n" ,
xlab="tank" , ylab="proportion survival" , col=rangi2 )
axis( 1 , at=c(1,16,32,48) , labels=c(1,16,32,48) )
points( d$propsurv.est )
abline( h=logistic(median(post$a)) , lty=2 )
abline( v=16.5 , lwd=0.5 )
abline( v=32.5 , lwd=0.5 )
text( 8 , 0 , "small tanks" )
text( 16+8 , 0 , "medium tanks" )
text( 32+8 , 0 , "large tanks" )
plot( NULL , xlim=c(-3,4) , ylim=c(0,0.35) ,
xlab="log-odds survive" , ylab="Density" )
for ( i in 1:100 )
curve( dnorm(x,post$a[i],post$sigma[i]) , add=TRUE ,
col=col.alpha("black",0.2) )
sim_tanks <- rnorm( 8000 , post$a , post$sigma )
dens( logistic(sim_tanks) , xlab="probability survive" )
a <- 1.4
sigma <- 1.5
nponds <- 60
ni <- as.integer( rep( c(5,10,25,35) , each=15 ) )
a_pond <- rnorm( nponds , mean=a , sd=sigma )
dsim <- data.frame( pond=1:nponds , ni=ni , true_a=a_pond )
class(1:3)
## [1] "integer"
class(c(1,2,3))
## [1] "numeric"
dsim$si <- rbinom( nponds , prob=logistic(dsim$true_a) , size=dsim$ni )
dsim$p_nopool <- dsim$si / dsim$ni
m12.3 <- map2stan(
alist(
si ~ dbinom( ni , p ),
logit(p) <- a_pond[pond],
a_pond[pond] ~ dnorm( a , sigma ),
a ~ dnorm(0,1),
sigma ~ dcauchy(0,1)
),
data=dsim , iter=1e4 , warmup=1000 )
##
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##
## [1] "The following numerical problems occured the indicated number of times on chain 1"
## count
## Exception thrown at line 17: normal_log: Scale parameter is 0, but must be > 0! 1
## [1] "If this warning occurs sporadically, such as for highly constrained variable types like covariance matrices, then the sampler is fine,"
## [2] "but if this warning occurs often then your model may be either severely ill-conditioned or misspecified."
##
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## Aggregated binomial counts detected. Splitting to 0/1 outcome for WAIC calculation.
precis(m12.3,depth=2)
## Mean StdDev lower 0.89 upper 0.89 n_eff Rhat
## a_pond[1] 1.32 0.88 -0.16 2.64 7412 1
## a_pond[2] 2.17 1.02 0.58 3.80 9000 1
## a_pond[3] 0.65 0.80 -0.71 1.83 8603 1
## a_pond[4] 0.03 0.78 -1.17 1.30 9000 1
## a_pond[5] 2.19 1.02 0.59 3.80 9000 1
## a_pond[6] 2.18 0.99 0.59 3.71 9000 1
## a_pond[7] 2.21 1.02 0.51 3.68 9000 1
## a_pond[8] 1.35 0.87 0.01 2.78 9000 1
## a_pond[9] 0.63 0.80 -0.65 1.91 9000 1
## a_pond[10] 1.34 0.87 -0.07 2.70 9000 1
## a_pond[11] 0.03 0.78 -1.22 1.29 8675 1
## a_pond[12] 1.33 0.88 -0.09 2.69 9000 1
## a_pond[13] 1.33 0.87 -0.01 2.77 9000 1
## a_pond[14] -1.29 0.94 -2.76 0.17 5703 1
## a_pond[15] 0.05 0.78 -1.17 1.28 9000 1
## a_pond[16] 1.38 0.70 0.31 2.52 8293 1
## a_pond[17] 1.38 0.69 0.27 2.46 9000 1
## a_pond[18] 1.91 0.78 0.64 3.08 9000 1
## a_pond[19] -0.17 0.59 -1.09 0.79 9000 1
## a_pond[20] 1.38 0.69 0.25 2.45 9000 1
## a_pond[21] 1.92 0.78 0.67 3.13 7406 1
## a_pond[22] -0.89 0.64 -1.88 0.16 9000 1
## a_pond[23] 1.39 0.70 0.26 2.48 9000 1
## a_pond[24] 2.61 0.93 1.11 4.01 9000 1
## a_pond[25] -0.89 0.65 -1.92 0.13 6105 1
## a_pond[26] 1.90 0.78 0.66 3.11 9000 1
## a_pond[27] 1.38 0.70 0.32 2.49 8111 1
## a_pond[28] 0.19 0.59 -0.76 1.10 9000 1
## a_pond[29] 1.91 0.78 0.71 3.18 7363 1
## a_pond[30] -0.16 0.60 -1.10 0.79 8596 1
## a_pond[31] 0.16 0.40 -0.46 0.79 9000 1
## a_pond[32] -1.87 0.56 -2.68 -0.94 9000 1
## a_pond[33] 3.22 0.87 1.80 4.48 5579 1
## a_pond[34] 0.46 0.40 -0.15 1.13 9000 1
## a_pond[35] 0.63 0.40 -0.04 1.24 9000 1
## a_pond[36] 2.23 0.61 1.24 3.15 9000 1
## a_pond[37] -1.88 0.56 -2.71 -0.95 9000 1
## a_pond[38] 1.40 0.48 0.64 2.17 9000 1
## a_pond[39] 2.24 0.61 1.25 3.16 9000 1
## a_pond[40] 0.64 0.41 -0.02 1.29 7773 1
## a_pond[41] 0.47 0.40 -0.19 1.09 9000 1
## a_pond[42] -0.14 0.40 -0.76 0.51 9000 1
## a_pond[43] 1.63 0.50 0.81 2.40 9000 1
## a_pond[44] 1.39 0.47 0.64 2.14 9000 1
## a_pond[45] 2.24 0.61 1.28 3.17 9000 1
## a_pond[46] 1.09 0.38 0.50 1.71 9000 1
## a_pond[47] 1.56 0.43 0.86 2.20 9000 1
## a_pond[48] 1.23 0.39 0.62 1.85 9000 1
## a_pond[49] 3.46 0.83 2.12 4.70 9000 1
## a_pond[50] 1.57 0.43 0.88 2.25 9000 1
## a_pond[51] -0.32 0.33 -0.87 0.20 9000 1
## a_pond[52] 0.34 0.34 -0.19 0.88 9000 1
## a_pond[53] 2.23 0.53 1.35 3.02 7770 1
## a_pond[54] 0.12 0.33 -0.39 0.66 9000 1
## a_pond[55] 1.56 0.43 0.87 2.22 7514 1
## a_pond[56] -0.68 0.35 -1.21 -0.12 9000 1
## a_pond[57] 2.22 0.53 1.33 3.00 8364 1
## a_pond[58] -0.56 0.34 -1.10 -0.02 9000 1
## a_pond[59] 1.76 0.46 1.04 2.49 9000 1
## a_pond[60] 1.76 0.45 1.06 2.48 9000 1
## a 0.98 0.20 0.67 1.30 7125 1
## sigma 1.35 0.18 1.07 1.65 3376 1
estimated.a_pond <- as.numeric( coef(m12.3)[1:60] )
dsim$p_partpool <- logistic( estimated.a_pond )
dsim$p_true <- logistic( dsim$true_a )
nopool_error <- abs( dsim$p_nopool - dsim$p_true )
partpool_error <- abs( dsim$p_partpool - dsim$p_true )
plot( 1:60 , nopool_error , xlab="pond" , ylab="absolute error" ,
col=rangi2 , pch=16 )
points( 1:60 , partpool_error )
a <- 1.4
sigma <- 1.5
nponds <- 60
ni <- as.integer( rep( c(5,10,25,35) , each=15 ) )
a_pond <- rnorm( nponds , mean=a , sd=sigma )
dsim <- data.frame( pond=1:nponds , ni=ni , true_a=a_pond )
dsim$si <- rbinom( nponds,prob=logistic( dsim$true_a ),size=dsim$ni )
dsim$p_nopool <- dsim$si / dsim$ni
newdat <- list(si=dsim$si,ni=dsim$ni,pond=1:nponds)
m12.3new <- map2stan( m12.3 , data=newdat , iter=1e4 , warmup=1000 )
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##
## [1] "The following numerical problems occured the indicated number of times on chain 1"
## count
## Exception thrown at line 17: normal_log: Scale parameter is 0, but must be > 0! 1
## [1] "If this warning occurs sporadically, such as for highly constrained variable types like covariance matrices, then the sampler is fine,"
## [2] "but if this warning occurs often then your model may be either severely ill-conditioned or misspecified."
##
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## Aggregated binomial counts detected. Splitting to 0/1 outcome for WAIC calculation.
y1 <- rnorm( 1e4 , 10 , 1 )
y2 <- 10 + rnorm( 1e4 , 0 , 1 )
library(rethinking)
data(chimpanzees)
d <- chimpanzees
d$recipient <- NULL
head(d)
## actor condition block trial prosoc_left chose_prosoc pulled_left
## 1 1 0 1 2 0 1 0
## 2 1 0 1 4 0 0 1
## 3 1 0 1 6 1 0 0
## 4 1 0 1 8 0 1 0
## 5 1 0 1 10 1 1 1
## 6 1 0 1 12 1 1 1
str(d)
## 'data.frame': 504 obs. of 7 variables:
## $ actor : int 1 1 1 1 1 1 1 1 1 1 ...
## $ condition : int 0 0 0 0 0 0 0 0 0 0 ...
## $ block : int 1 1 1 1 1 1 2 2 2 2 ...
## $ trial : int 2 4 6 8 10 12 14 16 18 20 ...
## $ prosoc_left : int 0 0 1 0 1 1 1 1 0 0 ...
## $ chose_prosoc: int 1 0 0 1 1 1 0 0 1 1 ...
## $ pulled_left : int 0 1 0 0 1 1 0 0 0 0 ...
m12.4 <- map2stan(
alist(
pulled_left ~ dbinom( 1 , p ) ,
logit(p) <- a + a_actor[actor] + (bp + bpC*condition)*prosoc_left ,
a_actor[actor] ~ dnorm( 0 , sigma_actor ),
a ~ dnorm(0,10),
bp ~ dnorm(0,10),
bpC ~ dnorm(0,10),
sigma_actor ~ dcauchy(0,1)
) ,
data=d , warmup=1000 , iter=5000 , chains=4 , cores=3 )
## Precompiling model...
## the number of chains is less than 1; sampling not done
## Dispatching 4 chains to 3 cores.
##
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post <- extract.samples(m12.4)
total_a_actor <- sapply( 1:7 , function(actor) post$a + post$a_actor[,actor] )
round( apply(total_a_actor,2,mean) , 2 )
## [1] -0.71 4.64 -1.02 -1.02 -0.71 0.23 1.77
d$block_id <- d$block
m12.5 <- map2stan(
alist(
pulled_left ~ dbinom( 1 , p ),
logit(p) <- a + a_actor[actor] + a_block[block_id] +
(bp + bpc*condition)*prosoc_left,
a_actor[actor] ~ dnorm( 0 , sigma_actor ),
a_block[block_id] ~ dnorm( 0 , sigma_block ),
c(a,bp,bpc) ~ dnorm(0,10),
sigma_actor ~ dcauchy(0,1),
sigma_block ~ dcauchy(0,1)
) ,
data=d, warmup=1000 , iter=6000 , chains=4 , cores=3 )
## Precompiling model...
## the number of chains is less than 1; sampling not done
## Dispatching 4 chains to 3 cores.
## Warning: 使われていないコネクション 18 (<-kuma:11633) を閉じます
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##
## SAMPLING FOR MODEL 'pulled_left ~ dbinom(1, p)' NOW (CHAIN 1).
##
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## Constructing posterior predictions
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## Warning in map2stan(alist(pulled_left ~ dbinom(1, p), logit(p) <- a + a_actor[actor] + : There were 37 divergent iterations during sampling.
## Check the chains (trace plots, n_eff, Rhat) carefully to ensure they are valid.
precis(m12.5,depth=2)
## Warning in precis(m12.5, depth = 2): There were 37 divergent iterations during sampling.
## Check the chains (trace plots, n_eff, Rhat) carefully to ensure they are valid.
## Mean StdDev lower 0.89 upper 0.89 n_eff Rhat
## a_actor[1] -1.13 0.99 -2.69 0.29 2565 1
## a_actor[2] 4.21 1.66 1.85 6.50 4052 1
## a_actor[3] -1.43 0.99 -2.91 0.05 2509 1
## a_actor[4] -1.44 0.99 -2.94 0.05 2585 1
## a_actor[5] -1.13 0.99 -2.66 0.34 2538 1
## a_actor[6] -0.17 1.00 -1.65 1.33 2443 1
## a_actor[7] 1.36 1.02 -0.19 2.90 2729 1
## a_block[1] -0.18 0.23 -0.56 0.11 3248 1
## a_block[2] 0.04 0.20 -0.25 0.35 7965 1
## a_block[3] 0.06 0.20 -0.23 0.37 7477 1
## a_block[4] 0.01 0.19 -0.28 0.32 9286 1
## a_block[5] -0.03 0.19 -0.33 0.25 8078 1
## a_block[6] 0.12 0.21 -0.17 0.46 5086 1
## a 0.41 0.98 -1.03 1.91 2431 1
## bp 0.83 0.27 0.36 1.24 1393 1
## bpc -0.14 0.30 -0.60 0.34 7607 1
## sigma_actor 2.28 0.96 1.04 3.41 3957 1
## sigma_block 0.23 0.19 0.01 0.45 1863 1
plot(precis(m12.5,depth=2))
post <- extract.samples(m12.5)
dens( post$sigma_block , xlab="sigma" , xlim=c(0,4) )
dens( post$sigma_actor , col=rangi2 , lwd=2 , add=TRUE )
text( 2 , 0.85 , "actor" , col=rangi2 )
text( 0.75 , 2 , "block" )
compare(m12.4,m12.5)
## WAIC pWAIC dWAIC weight SE dSE
## m12.4 531.4 8.1 0.0 0.67 19.48 NA
## m12.5 532.8 10.5 1.4 0.33 19.69 1.82
chimp <- 2
d.pred <- list(
prosoc_left = c(0,1,0,1),
condition = c(0,0,1,1),
actor = rep(chimp,4)
)
link.m12.4 <- link( m12.4 , data=d.pred )
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pred.p <- apply( link.m12.4 , 2 , mean )
pred.p.PI <- apply( link.m12.4 , 2 , PI )
post <- extract.samples(m12.4)
str(post)
## List of 5
## $ a_actor : num [1:16000, 1:7] -1.116 0.432 -0.323 -1.046 -1.432 ...
## $ a : num [1:16000(1d)] 0.257 -1.202 -0.205 0.228 0.79 ...
## $ bp : num [1:16000(1d)] 0.909 0.934 0.657 0.807 0.486 ...
## $ bpC : num [1:16000(1d)] -0.373 -0.611 0.239 -0.185 0.159 ...
## $ sigma_actor: num [1:16000(1d)] 1.46 2.74 1.91 1.01 1.11 ...
dens( post$a_actor[,5] )
p.link <- function( prosoc_left , condition , actor ) {
logodds <- with( post ,
a + a_actor[,actor] + (bp + bpC * condition) * prosoc_left
)
return( logistic(logodds) )
}
prosoc_left <- c(0,1,0,1)
condition <- c(0,0,1,1)
pred.raw <- sapply( 1:4 , function(i) p.link( prosoc_left[i] , condition[i] , 2 ) )
pred.p <- apply( pred.raw , 2 , mean )
pred.p.PI <- apply( pred.raw , 2 , PI )
d.pred <- list(
prosoc_left = c(0,1,0,1),
condition = c(0,0,1,1),
actor = rep(2,4) )
a_actor_zeros <- matrix(0,1000,7)
link.m12.4 <- link( m12.4 , n=1000 , data=d.pred ,
replace=list(a_actor=a_actor_zeros) )
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pred.p.mean <- apply( link.m12.4 , 2 , mean )
pred.p.PI <- apply( link.m12.4 , 2 , PI , prob=0.8 )
plot( 0 , 0 , type="n" , xlab="prosoc_left/condition" ,
ylab="proportion pulled left" , ylim=c(0,1) , xaxt="n" ,
xlim=c(1,4) )
axis( 1 , at=1:4 , labels=c("0/0","1/0","0/1","1/1") )
lines( 1:4 , pred.p.mean )
shade( pred.p.PI , 1:4 )
post <- extract.samples(m12.4)
a_actor_sims <- rnorm(7000,0,post$sigma_actor)
a_actor_sims <- matrix(a_actor_sims,1000,7)
link.m12.4 <- link( m12.4 , n=1000 , data=d.pred ,
replace=list(a_actor=a_actor_sims) )
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post <- extract.samples(m12.4)
sim.actor <- function(i) {
sim_a_actor <- rnorm( 1 , 0 , post$sigma_actor[i] )
P <- c(0,1,0,1)
C <- c(0,0,1,1)
p <- logistic(
post$a[i] +
sim_a_actor +
(post$bp[i] + post$bpC[i]*C)*P
)
return(p)
}
plot( 0 , 0 , type="n" , xlab="prosoc_left/condition" ,
ylab="proportion pulled left" , ylim=c(0,1) , xaxt="n" , xlim=c(1,4) )
axis( 1 , at=1:4 , labels=c("0/0","1/0","0/1","1/1") )
for ( i in 1:50 ) lines( 1:4 , sim.actor(i) , col=col.alpha("black",0.5) )
library(rethinking)
data(Kline)
d <- Kline
d$logpop <- log(d$population)
d$society <- 1:10
head(d)
## culture population contact total_tools mean_TU logpop society
## 1 Malekula 1100 low 13 3.2 7.003065 1
## 2 Tikopia 1500 low 22 4.7 7.313220 2
## 3 Santa Cruz 3600 low 24 4.0 8.188689 3
## 4 Yap 4791 high 43 5.0 8.474494 4
## 5 Lau Fiji 7400 high 33 5.0 8.909235 5
## 6 Trobriand 8000 high 19 4.0 8.987197 6
m12.6 <- map2stan(
alist(
total_tools ~ dpois(mu),
log(mu) <- a + a_society[society] + bp*logpop,
a ~ dnorm(0,10),
bp ~ dnorm(0,1),
a_society[society] ~ dnorm(0,sigma_society),
sigma_society ~ dcauchy(0,1)
),
data=d ,
iter=4000 , chains=3 )
## Warning in FUN(X[[i]], ...): data with name culture is not numeric and not
## used
## Warning in FUN(X[[i]], ...): data with name contact is not numeric and not
## used
##
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##
##
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##
##
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##
## [1] "The following numerical problems occured the indicated number of times on chain 3"
## count
## Exception thrown at line 17: normal_log: Scale parameter is 0, but must be > 0! 1
## [1] "If this warning occurs sporadically, such as for highly constrained variable types like covariance matrices, then the sampler is fine,"
## [2] "but if this warning occurs often then your model may be either severely ill-conditioned or misspecified."
## Warning in FUN(X[[i]], ...): data with name culture is not numeric and not
## used
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## used
##
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## Warning: 使われていないコネクション 22 (<-kuma:11633) を閉じます
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## Computing WAIC
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post <- extract.samples(m12.6)
d.pred <- list(
logpop = seq(from=6,to=14,length.out=30),
society = rep(1,30)
)
a_society_sims <- rnorm(20000,0,post$sigma_society)
a_society_sims <- matrix(a_society_sims,2000,10)
link.m12.6 <- link( m12.6 , n=2000 , data=d.pred ,
replace=list(a_society=a_society_sims) )
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plot( d$logpop , d$total_tools , col=rangi2 , pch=16 ,
xlab="log population" , ylab="total tools" )
mu.median <- apply( link.m12.6 , 2 , median )
lines( d.pred$logpop , mu.median )
mu.PI <- apply( link.m12.6 , 2 , PI , prob=0.97 )
shade( mu.PI , d.pred$logpop )
mu.PI <- apply( link.m12.6 , 2 , PI , prob=0.89 )
shade( mu.PI , d.pred$logpop )
mu.PI <- apply( link.m12.6 , 2 , PI , prob=0.67 )
shade( mu.PI , d.pred$logpop )
## R code 12.42
sort(unique(d$district))
## R code 12.43
d$district_id <- as.integer(as.factor(d$district))
sort(unique(d$district_id))