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bayesplot

Plotting Bayesian models


bayesplot is an R package providing an extensive library of plotting functions for use after fitting Bayesian models (typically with MCMC). The plots created by bayesplot are ggplot objects, which means that after a plot is created it can be further customized using various functions from the ggplot2 package.

Currently bayesplot offers a variety of plots of posterior draws, visual MCMC diagnostics, and graphical posterior (or prior) predictive checking. Additional functionality (e.g. for forecasting/out-of-sample prediction and other inference-related tasks) will be added in future releases.

The idea behind bayesplot is not only to provide convenient functionality for users, but also a common set of functions that can be easily used by developers working on a variety of packages for Bayesian modeling, particularly (but not necessarily) those powered by RStan.

Getting Started

If you are just getting started with bayesplot we recommend starting with the tutorial vignettes, the examples throughout the package documentation, and the paper Visualization in Bayesian workflow:

Installation

Install the latest release from CRAN:

install.packages("bayesplot")

Install the latest development version from GitHub:

if (!require("devtools")) {
  install.packages("devtools")
}
devtools::install_github("stan-dev/bayesplot")

Installation from GitHub does not include the vignettes by default because they take some time to build, but the vignettes can always be accessed online anytime at mc-stan.org/bayesplot/articles).

Examples

Some quick examples using MCMC draws obtained from our rstanarm and rstan packages.

library("bayesplot")
library("rstanarm")
library("ggplot2")

fit <- stan_glm(mpg ~ ., data = mtcars)
posterior <- as.matrix(fit)

plot_title <- ggtitle("Posterior distributions",
                      "with medians and 80% intervals")
mcmc_areas(posterior,
           pars = c("cyl", "drat", "am", "wt"),
           prob = 0.8) + plot_title
# with rstan demo model
library("rstan")
fit2 <- stan_demo("eight_schools", warmup = 300, iter = 700)
posterior2 <- extract(fit2, inc_warmup = TRUE, permuted = FALSE)

color_scheme_set("mix-blue-pink")
p <- mcmc_trace(posterior2,  pars = c("mu", "tau"), n_warmup = 300,
                facet_args = list(nrow = 2, labeller = label_parsed))
p + facet_text(size = 15)
# scatter plot also showing divergences
color_scheme_set("darkgray")
mcmc_scatter(
  as.matrix(fit2),
  pars = c("tau", "theta[1]"), 
  np = nuts_params(fit2), 
  np_style = scatter_style_np(div_color = "green", div_alpha = 0.8)
)
color_scheme_set("red")
np <- nuts_params(fit2)
mcmc_nuts_energy(np) + ggtitle("NUTS Energy Diagnostic")