MCMCrecover.Rd
Plots comparing MCMC estimates to "true" parameter values. Before fitting a model to real data it is useful to simulate data according to the model using known (fixed) parameter values and to check that these "true" parameter values are (approximately) recovered by fitting the model to the simulated data. See the Plot Descriptions section, below, for details on the available plots.
mcmc_recover_intervals(x, true, batch = rep(1, length(true)), ..., facet_args = list(), prob = 0.5, prob_outer = 0.9, point_est = c("median", "mean", "none"), size = 4, alpha = 1) mcmc_recover_scatter(x, true, batch = rep(1, length(true)), ..., facet_args = list(), point_est = c("median", "mean"), size = 3, alpha = 1) mcmc_recover_hist(x, true, ..., facet_args = list(), binwidth = NULL, breaks = NULL)
x  A 3D array, matrix, list of matrices, or data frame of MCMC draws.
The MCMCoverview page provides details on how to specify each these
allowed inputs. It is also possible to use an object with an


true  A numeric vector of "true" values of the parameters in 
batch  Optionally, a vectorlike object (numeric, character, integer,
factor) used to split the parameters into batches. If 
...  Currently unused. 
facet_args  A named list of arguments (other than 
prob  The probability mass to include in the inner interval. The
default is 
prob_outer  The probability mass to include in the outer interval. The
default is 
point_est  The point estimate to show. Either 
size, alpha  Passed to 
binwidth  Passed to 
breaks  Passed to 
A ggplot object that can be further customized using the ggplot2 package.
mcmc_recover_intervals()
Central intervals and point estimates computed from MCMC draws, with "true" values plotted using a different shape.
mcmc_recover_scatter()
Scatterplot of posterior means (or medians) against "true" values.
mcmc_recover_hist()
Histograms of the draws for each parameter with the "true" value overlaid as a vertical line.
Other MCMC: MCMCcombos
,
MCMCdiagnostics
,
MCMCdistributions
,
MCMCintervals
, MCMCnuts
,
MCMCoverview
, MCMCparcoord
,
MCMCscatterplots
,
MCMCtraces
library(rstanarm) alpha < 1; beta < rnorm(10, 0, 3); sigma < 2 X < matrix(rnorm(1000), 100, 10) y < rnorm(100, mean = c(alpha + X %*% beta), sd = sigma) fit < stan_glm(y ~ ., data = data.frame(y, X), refresh = 0) draws < as.matrix(fit) print(colnames(draws))#> [1] "(Intercept)" "X1" "X2" "X3" "X4" #> [6] "X5" "X6" "X7" "X8" "X9" #> [11] "X10" "sigma"# put the coefficients on X into the same batch mcmc_recover_intervals(draws, true, batch = c(1, rep(2, 10), 1))# same but facets stacked vertically mcmc_recover_intervals(draws, true, batch = grepl("X", colnames(draws)), facet_args = list(ncol = 1), size = 3)# present as bias by centering with true values mcmc_recover_intervals(sweep(draws, 2, true), rep(0, ncol(draws))) + hline_0()# scatterplot of posterior means vs true values mcmc_recover_scatter(draws, true, point_est = "mean")# histograms of parameter draws with true value added as vertical line color_scheme_set("brightblue") mcmc_recover_hist(draws[, 1:4], true[1:4])#>