File: as.matrix.projection.Rd

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r-cran-projpred 2.3.0%2Bdfsg-1
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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/methods.R
\name{as.matrix.projection}
\alias{as.matrix.projection}
\title{Extract projected parameter draws}
\usage{
\method{as.matrix}{projection}(x, nm_scheme = "auto", ...)
}
\arguments{
\item{x}{An object of class \code{projection} (returned by \code{\link[=project]{project()}}, possibly
as elements of a \code{list}).}

\item{nm_scheme}{The naming scheme for the columns of the output matrix.
Either \code{"auto"}, \code{"rstanarm"}, or \code{"brms"}, where \code{"auto"} chooses
\code{"rstanarm"} or \code{"brms"} based on the class of the reference model fit (and
uses \code{"rstanarm"} if the reference model fit is of an unknown class).}

\item{...}{Currently ignored.}
}
\value{
An \eqn{S_{\mathrm{prj}} \times Q}{S_prj x Q} matrix of projected
draws, with \eqn{S_{\mathrm{prj}}}{S_prj} denoting the number of projected
draws and \eqn{Q} the number of parameters.
}
\description{
This is the \code{\link[=as.matrix]{as.matrix()}} method for \code{projection} objects (returned by
\code{\link[=project]{project()}}, possibly as elements of a \code{list}). It extracts the projected
parameter draws and returns them as a matrix.
}
\examples{
if (requireNamespace("rstanarm", quietly = TRUE)) {
  # Data:
  dat_gauss <- data.frame(y = df_gaussian$y, df_gaussian$x)

  # The "stanreg" fit which will be used as the reference model (with small
  # values for `chains` and `iter`, but only for technical reasons in this
  # example; this is not recommended in general):
  fit <- rstanarm::stan_glm(
    y ~ X1 + X2 + X3 + X4 + X5, family = gaussian(), data = dat_gauss,
    QR = TRUE, chains = 2, iter = 500, refresh = 0, seed = 9876
  )

  # Projection onto an arbitrary combination of predictor terms (with a small
  # value for `nclusters`, but only for the sake of speed in this example;
  # this is not recommended in general):
  prj <- project(fit, solution_terms = c("X1", "X3", "X5"), nclusters = 10,
                 seed = 9182)
  prjmat <- as.matrix(prj)
  ### For further post-processing (e.g., via packages `bayesplot` and
  ### `posterior`), we will here ignore the fact that clustering was used
  ### (due to argument `nclusters` above). CAUTION: Ignoring the clustering
  ### is not recommended and only shown here for demonstrative purposes. A
  ### better solution for the clustering case is explained below.
  # If the `bayesplot` package is installed, the output from
  # as.matrix.projection() can be used there. For example:
  if (requireNamespace("bayesplot", quietly = TRUE)) {
    print(bayesplot::mcmc_intervals(prjmat))
  }
  # If the `posterior` package is installed, the output from
  # as.matrix.projection() can be used there. For example:
  if (requireNamespace("posterior", quietly = TRUE)) {
    prjdrws <- posterior::as_draws_matrix(prjmat)
    print(posterior::summarize_draws(
      prjdrws,
      "median", "mad", function(x) quantile(x, probs = c(0.025, 0.975))
    ))
  }
  ### Better solution for post-processing clustered draws (e.g., via
  ### `bayesplot` or `posterior`): Don't ignore the fact that clustering was
  ### used. Instead, resample the clusters according to their weights (e.g.,
  ### via posterior::resample_draws()). However, this requires access to the
  ### cluster weights which is not implemented in `projpred` yet. This
  ### example will be extended as soon as those weights are accessible.
}

}