File: methods-BFprobability.R

package info (click to toggle)
r-cran-bayesfactor 0.9.12-4.7%2Bdfsg-1
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 1,492 kB
  • sloc: cpp: 1,555; sh: 16; makefile: 7
file content (290 lines) | stat: -rw-r--r-- 9,065 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
# constructor
BFprobability <- function(odds, normalize = 0){
  ## Add denominator

  if(getOption('BFcheckProbabilityList', TRUE)){
    ## eliminate redundant models
    if( length(odds) > 1 ){
      odds = c( odds, (1/odds[1]) / (1/odds[1]) )
      duplicates = 1:length(odds)
      for(i in 2:length(odds)){
        for(j in 1:(i-1)){
          if( odds@numerator[[i]] %same% odds@numerator[[j]] ){
            duplicates[i] = j
            break
          }
        }
      }
      which.denom = duplicates[length(odds)]
      not.duplicate = duplicates == (1:length(odds))
      not.duplicate[ which.denom ] = FALSE

      # get rid of redundant models (this could be done better)
      odds = odds[not.duplicate]
    }
  }
  new("BFprobability", odds = odds,
      normalize = normalize,
      version = BFInfo(FALSE))
}


setValidity("BFprobability", function(object){
  if( !is.numeric(object@normalize) )
    return("Normalization constant must be numeric.")
  if( object@normalize > 0 )
    return("Normalization constant must be a valid probability.")
  odds = object@odds
  ## Add denominator

  if(getOption('BFcheckProbabilityList', TRUE)){
    if( length(odds) > 1 ){
      odds = c( odds, (1/odds[1]) / (1/odds[1]) )
      duplicates = 1:length(odds)
      for(i in 2:length(odds)){
        for(j in 1:(i-1)){
          if( odds@numerator[[i]] %same% odds@numerator[[j]] ){
            return("Duplicate models not allowed in probability objects.")
          }
        }
      }
    }
  }
  return(TRUE)
})

setMethod('show', "BFprobability", function(object){
  odds = object@odds
  is.prior = is.null(object@odds@bayesFactor)
  if(is.prior){
    cat("Prior probabilities\n--------------\n")
  }else{
    cat("Posterior probabilities\n--------------\n")
  }
  logprobs = extractProbabilities(object, logprobs = TRUE)
  logprobs$probs = sapply(logprobs$probs, expString)

  indices = paste("[",1:length(object),"]",sep="")

  # pad model names
  nms = paste(indices,rownames(logprobs),sep=" ")
  maxwidth = max(nchar(nms))
  nms = str_pad(nms,maxwidth,side="right",pad=" ")

  # pad Bayes factors
  maxwidth = max(nchar(logprobs$probs))
  probString = str_pad(logprobs$probs,maxwidth,side="right",pad=" ")

  for(i in 1:nrow(logprobs)){
    if(is.prior){
      cat(nms[i]," : ",probString[i],"\n",sep="")
    }else{
      cat(nms[i]," : ",probString[i]," \u00B1",round(logprobs$error[i]*100,2),"%\n",sep="")
    }
  }

  cat("\nNormalized probability: ", expString(object@normalize), " \n")
  cat("---\nModel type: ",class(object@odds@denominator)[1],", ",object@odds@denominator@type,"\n\n",sep="")

})

setMethod('summary', "BFprobability", function(object){
  show(object)
})

#' @rdname extractProbabilities-methods
#' @aliases extractProbabilities,BFprobability-method
setMethod("extractProbabilities", "BFprobability", function(x, logprobs = FALSE, onlyprobs = FALSE){
  norm = x@normalize
  odds = x@odds
  if( (length(odds) > 1 ) | !( odds@numerator[[1]] %same% odds@denominator ) ){
    odds = c(odds, (1/odds[1])/(1/odds[1]))
    x = extractOdds(odds, logodds = TRUE)
    logsumodds = logMeanExpLogs(x$odds) + log(length(x$odds))
    logp = x$odds - logsumodds + norm
    z = data.frame(probs = logp, error = NA)
  }else{ # numerator and denominator are the same
    x = extractOdds(odds, logodds = TRUE)
    z = data.frame(probs = norm, error = NA)
  }
  rownames(z) = rownames(x)
  if(!logprobs) z$probs = exp(z$probs)
  if(onlyprobs) z = z$probs
  return(z)
})

#' @rdname BFprobability-class
#' @name /,BFprobability,numeric-method
#' @param e1 BFprobability object
#' @param e2 new normalization constant
setMethod('/', signature("BFprobability", "numeric"), function(e1, e2){
  if(e2 > 1 | e2 <= 0)
    stop("Normalization constant must be >0 and not >1")
  return(e1 - log(e2))
}
)

#' @rdname BFprobability-class
#' @name -,BFprobability,numeric-method
setMethod('-', signature("BFprobability", "numeric"), function(e1, e2){
  if(length(e2)>1) stop("Normalization constant must be a scalar.")
  if(e2 > 0 | e2 == -Inf)
    stop("Normalization constant must be >0 and not >1")
  e1@normalize = e2
  return(e1)
}
)

#' @rdname BFprobability-class
#' @name [,BFprobability,index,missing,missing-method
#' @param x BFprobability object
#' @param i indices indicating elements to extract
#' @param j unused for BFprobability objects
#' @param drop unused
#' @param ... further arguments passed to related methods
setMethod("[", signature(x = "BFprobability", i = "index", j = "missing",
                         drop = "missing"),
          function (x, i, j, ..., drop) {
            if((na <- nargs()) == 2){
              if(is.logical(i)){
                if(any(i)){
                  i = (1:length(i))[i]
                }else{
                  return(NULL)
                }
              }
              i = unique(i)
              norm = x@normalize
              logprobs = extractProbabilities(x, logprobs = TRUE)[i, ,drop=FALSE]
              sumlogprobs = logMeanExpLogs(logprobs$probs) + log(nrow(logprobs))
              if(length(x) == length(i) ){
                newnorm = norm
              }else if( length(i) == 1){
                newnorm = sumlogprobs
              }else{
                newnorm = norm + sumlogprobs
              }
              whichnum = i[1:max(1, length(i)-1)]
              whichdenom = i[length(i)]
              newodds = c(x@odds, (1/x@odds[1])/(1/x@odds[1]))
              newodds = newodds[whichnum] / newodds[whichdenom]
              x = BFprobability( newodds,  newnorm )
            }else stop("invalid nargs()= ",na)
            return(x)
          })

#' @rdname BFprobability-class
#' @name filterBF,BFprobability,character-method
#' @param name regular expression to search name
#' @param perl logical. Should perl-compatible regexps be used? See ?grepl for details.
#' @param fixed logical. If TRUE, pattern is a string to be matched as is. See ?grepl for details.
setMethod("filterBF", signature(x = "BFprobability", name = "character"),
          function (x, name, perl, fixed, ...) {
            my.names = names(x)
            matches = sapply(name, function(el){
              grepl(el, my.names, fixed = fixed, perl = perl)
            })
            any.matches = apply(matches, 1, any)
            x[any.matches]
          }
)



######
# S3
######

##' This function coerces objects to the BFprobability class
##'
##' Function to coerce objects to the BFprobability class
##'
##' Currently, this function will only work with objects of class
##' \code{BFOdds}.
##' @title Function to coerce objects to the BFprobability class
##' @param object an object of appropriate class (BFodds)
##' @param normalize the sum of the probabilities for all models in the object (1 by default)
##' @param lognormalize alternative to \code{normalize}; the
##' logarithm of the normalization constant (0 by default)
##' @return An object of class \code{BFprobability}
##' @author Richard D. Morey (\email{richarddmorey@@gmail.com})
##' @export
##' @keywords misc
as.BFprobability <- function(object, normalize = NULL, lognormalize = NULL)
  UseMethod("as.BFprobability")


length.BFprobability <- function(x)
  nrow(extractProbabilities(x))

names.BFprobability <- function(x) {
  rownames(extractProbabilities(x))
}

# See https://www-stat.stanford.edu/~jmc4/classInheritance.pdf
sort.BFprobability <- function(x, decreasing = FALSE, ...){
  ord = order(extractProbabilities(x, logprobs=TRUE)$probs, decreasing = decreasing)
  return(x[ord])
}

max.BFprobability <- function(..., na.rm=FALSE){
  if(nargs()>2) stop("Cannot concatenate probability objects.")
  el <- head(list(...)[[1]], n=1)
  return(el)
}

min.BFprobability <- function(..., na.rm=FALSE){
  if(nargs()>2) stop("Cannot concatenate probability objects.")
  el <- tail(list(...)[[1]], n=1)
  return(el)
}

which.max.BFprobability <- function(x){
  index = which.max(extractProbabilities(x, logprobs=TRUE)$probs)
  names(index) = names(x)[index]
  return(index)
}

which.min.BFprobability <- function(x){
  index = which.min(extractProbabilities(x, logprobs=TRUE)$probs)
  names(index) = names(x)[index]
  return(index)

}

head.BFprobability <- function(x, n=6L, ...){
  n = ifelse(n>length(x),length(x),n)
  x = sort(x, decreasing=TRUE)
  return(x[1:n])
}

tail.BFprobability <- function(x, n=6L, ...){
  n = ifelse(n>length(x),length(x),n)
  x = sort(x)
  return(x[n:1])}

as.data.frame.BFprobability <- function(x, row.names = NULL, optional=FALSE,...){
  df = extractProbabilities(x)
  return(df)
}

as.vector.BFprobability <- function(x, mode = "any"){
  if( !(mode %in% c("any", "numeric"))) stop("Cannot coerce to mode ", mode)
  v = extractProbabilities(x)$probs
  names(v) = names(x)
  return(v)
}

sum.BFprobability <-
  function(..., na.rm = FALSE)
  {
    if(na.rm) warning("na.rm argument not used for BFprobability objects.")
    sapply(list(...), function(el){
      if(is(el, "BFprobability")){
        return(exp(el@normalize))
      }else{
        return(NA)
      }
    }, USE.NAMES = FALSE)
  }