rstanarm (version 2.26.1)

pairs.stanreg: Pairs method for stanreg objects

Description

Interface to bayesplot's mcmc_pairs function for use with rstanarm models. Be careful not to specify too many parameters to include or the plot will be both hard to read and slow to render.

Usage

# S3 method for stanreg
pairs(
  x,
  pars = NULL,
  regex_pars = NULL,
  condition = pairs_condition(nuts = "accept_stat__"),
  ...
)

Arguments

x

A fitted model object returned by one of the rstanarm modeling functions. See stanreg-objects.

pars

An optional character vector of parameter names. All parameters are included by default, but for models with more than just a few parameters it may be far too many to visualize on a small computer screen and also may require substantial computing time.

regex_pars

An optional character vector of regular expressions to use for parameter selection. regex_pars can be used in place of pars or in addition to pars. Currently, all functions that accept a regex_pars argument ignore it for models fit using optimization.

condition

Same as the condition argument to mcmc_pairs except the default is different for rstanarm models. By default, the mcmc_pairs function in the bayesplot package plots some of the Markov chains (half, in the case of an even number of chains) in the panels above the diagonal and the other half in the panels below the diagonal. However since we know that rstanarm models were fit using Stan (which bayesplot doesn't assume) we can make the default more useful by splitting the draws according to the accept_stat__ diagnostic. The plots below the diagonal will contain realizations that are below the median accept_stat__ and the plots above the diagonal will contain realizations that are above the median accept_stat__. To change this behavior see the documentation of the condition argument at mcmc_pairs.

...

Optional arguments passed to mcmc_pairs. The np, lp, and max_treedepth arguments to mcmc_pairs are handled automatically by rstanarm and do not need to be specified by the user in .... The arguments that can be specified in ... include transformations, diag_fun, off_diag_fun, diag_args, off_diag_args, and np_style. These arguments are documented thoroughly on the help page for mcmc_pairs.

Examples

if (.Platform$OS.type != "windows" || .Platform$r_arch != "i386") {
# \donttest{
if (!exists("example_model")) example(example_model)

bayesplot::color_scheme_set("purple")

# see 'condition' argument above for details on the plots below and 
# above the diagonal. default is to split by accept_stat__.
pairs(example_model, pars = c("(Intercept)", "log-posterior"))

# for demonstration purposes, intentionally fit a model that
# will (almost certainly) have some divergences
fit <- stan_glm(
  mpg ~ ., data = mtcars,
  iter = 1000,
  # this combo of prior and adapt_delta should lead to some divergences
  prior = hs(),
  adapt_delta = 0.9,
  refresh = 0
)

pairs(fit, pars = c("wt", "sigma", "log-posterior"))

# requires hexbin package
# pairs(
# fit, 
#   pars = c("wt", "sigma", "log-posterior"), 
#   transformations = list(sigma = "log"), # show log(sigma) instead of sigma
#  off_diag_fun = "hex" # use hexagonal heatmaps instead of scatterplots
# )

bayesplot::color_scheme_set("brightblue")
pairs(
  fit, 
  pars = c("(Intercept)", "wt", "sigma", "log-posterior"), 
  transformations = list(sigma = "log"), 
  off_diag_args = list(size = 3/4, alpha = 1/3), # size and transparency of scatterplot points
  np_style = pairs_style_np(div_color = "black", div_shape = 2) # color and shape of the divergences
)

# Using the condition argument to show divergences above the diagonal 
pairs(
  fit, 
  pars = c("(Intercept)", "wt", "log-posterior"), 
  condition = pairs_condition(nuts = "divergent__")
)

# }
}