Compute the Bias Corrected and Accelerated Interval (BCa) of posterior distributions.
bci(x, ...)bcai(x, ...)
# S3 method for numeric
bci(x, ci = 0.95, verbose = TRUE, ...)
# S3 method for data.frame
bci(x, ci = 0.95, rvar_col = NULL, verbose = TRUE, ...)
# S3 method for MCMCglmm
bci(x, ci = 0.95, verbose = TRUE, ...)
# S3 method for sim.merMod
bci(
x,
ci = 0.95,
effects = c("fixed", "random", "all"),
parameters = NULL,
verbose = TRUE,
...
)
# S3 method for sim
bci(x, ci = 0.95, parameters = NULL, verbose = TRUE, ...)
# S3 method for emmGrid
bci(x, ci = 0.95, verbose = TRUE, ...)
# S3 method for slopes
bci(x, ci = 0.95, verbose = TRUE, ...)
# S3 method for stanreg
bci(
x,
ci = 0.95,
effects = c("fixed", "random", "all"),
component = c("location", "all", "conditional", "smooth_terms", "sigma",
"distributional", "auxiliary"),
parameters = NULL,
verbose = TRUE,
...
)
# S3 method for brmsfit
bci(
x,
ci = 0.95,
effects = c("fixed", "random", "all"),
component = c("conditional", "zi", "zero_inflated", "all"),
parameters = NULL,
verbose = TRUE,
...
)
# S3 method for BFBayesFactor
bci(x, ci = 0.95, verbose = TRUE, ...)
# S3 method for get_predicted
bci(x, ci = 0.95, use_iterations = FALSE, verbose = TRUE, ...)
A data frame with following columns:
Parameter The model parameter(s), if x is a model-object. If x is a
vector, this column is missing.
CI The probability of the credible interval.
CI_low, CI_high The lower and upper credible interval limits for the parameters.
Vector representing a posterior distribution, or a data frame of such
vectors. Can also be a Bayesian model. bayestestR supports a wide range
of models (see, for example, methods("hdi")) and not all of those are
documented in the 'Usage' section, because methods for other classes mostly
resemble the arguments of the .numeric or .data.framemethods.
Currently not used.
Value or vector of probability of the (credible) interval - CI
(between 0 and 1) to be estimated. Default to .95 (95%).
Toggle off warnings.
A single character - the name of an rvar column in the data
frame to be processed. See example in p_direction().
Should results for fixed effects, random effects or both be returned? Only applies to mixed models. May be abbreviated.
Regular expression pattern that describes the parameters
that should be returned. Meta-parameters (like lp__ or prior_) are
filtered by default, so only parameters that typically appear in the
summary() are returned. Use parameters to select specific parameters
for the output.
Should results for all parameters, parameters for the conditional model or the zero-inflated part of the model be returned? May be abbreviated. Only applies to brms-models.
Logical, if TRUE and x is a get_predicted object,
(returned by insight::get_predicted()), the function is applied to the
iterations instead of the predictions. This only applies to models that return
iterations for predicted values (e.g., brmsfit models).
Unlike equal-tailed intervals (see eti()) that typically exclude 2.5%
from each tail of the distribution and always include the median, the HDI is
not equal-tailed and therefore always includes the mode(s) of posterior
distributions. While this can be useful to better represent the credibility
mass of a distribution, the HDI also has some limitations. See spi() for
details.
The 95% or 89% Credible Intervals (CI)
are two reasonable ranges to characterize the uncertainty related to the
estimation (see here
for a discussion about the differences between these two values).
The 89% intervals (ci = 0.89) are deemed to be more stable than, for
instance, 95% intervals (Kruschke, 2014). An effective sample size
of at least 10.000 is recommended if one wants to estimate 95% intervals
with high precision (Kruschke, 2014, p. 183ff). Unfortunately, the
default number of posterior samples for most Bayes packages (e.g., rstanarm
or brms) is only 4.000 (thus, you might want to increase it when fitting
your model). Moreover, 89 indicates the arbitrariness of interval limits -
its only remarkable property is being the highest prime number that does not
exceed the already unstable 95% threshold (McElreath, 2015).
However, 95% has some advantages too. For instance, it
shares (in the case of a normal posterior distribution) an intuitive
relationship with the standard deviation and it conveys a more accurate image
of the (artificial) bounds of the distribution. Also, because it is wider, it
makes analyses more conservative (i.e., the probability of covering 0 is
larger for the 95% CI than for lower ranges such as 89%), which is a good
thing in the context of the reproducibility crisis.
A 95% equal-tailed interval (ETI) has 2.5% of the distribution on either
side of its limits. It indicates the 2.5th percentile and the 97.5h
percentile. In symmetric distributions, the two methods of computing credible
intervals, the ETI and the HDI, return similar results.
This is not the case for skewed distributions. Indeed, it is possible that parameter values in the ETI have lower credibility (are less probable) than parameter values outside the ETI. This property seems undesirable as a summary of the credible values in a distribution.
On the other hand, the ETI range does change when transformations are applied to the distribution (for instance, for a log odds scale to probabilities): the lower and higher bounds of the transformed distribution will correspond to the transformed lower and higher bounds of the original distribution. On the contrary, applying transformations to the distribution will change the resulting HDI.
DiCiccio, T. J. and B. Efron. (1996). Bootstrap Confidence Intervals. Statistical Science. 11(3): 189–212. 10.1214/ss/1032280214
Other ci:
ci(),
eti(),
hdi(),
si(),
spi()
posterior <- rnorm(1000)
bci(posterior)
bci(posterior, ci = c(0.80, 0.89, 0.95))
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