stan-dev / stan-dev/bayesplot

Feature request/suggestion - point estimate with interval labels to aid in plotting

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feature
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R
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442
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Description

I've found it very useful to have easy access to a 'label' providing a chosen point estimate and density interval, which can be added for example to graphs as a means of providing extra, concise information about a parameter or effect that is depicted. E.g., adding label with the median and 95% HDI from the posterior, or whatever other point estimate/interval you choose, in the form: 5.67 [4.33 - 6.01].

The following R code takes a posterior distribution in the form of a vector and returns a summary. You can ignore most of the probably very inelegant coding, but the function inside of this function called 'point.uncertainty' could be a useful place to begin if you think this feature may be useful.

This requires dplyr and hdinterval packages to run.

summarise.me <- function(posterior, name = "summary", interval = .95, p.e = "median", u.e = "hdi") {
  
  hdi.bounds <- hdi(posterior, credMass = interval)
  hdi.lower <- hdi.bounds["lower"]
  hdi.upper <- hdi.bounds["upper"]
  
  eti.upper <- quantile(posterior, probs = interval + ((1 - interval) / 2) )
  eti.lower <- quantile(posterior, probs = (1 - interval) / 2)
    
  mean <- mean(posterior)
  median <- median(posterior)
  mode <- (density(as.numeric(posterior))
           $x[which.max(density(as.numeric(posterior))$y)])
  
  hdi.width <- hdi.upper - hdi.lower
  eti.width <- eti.upper - eti.lower
  
  posterior.summary <- 
    tibble(name = name,
           mean = mean,
           median = median,
           mode = mode,
           hdi.lower = hdi.lower,
           hdi.upper = hdi.upper,
           hdi.width = hdi.width,
           eti.lower = eti.lower,
           eti.upper = eti.upper,
           eti.width = eti.width,
           interval = interval)
  
  point.uncertainty <- function(summary, point.estimate = "mean", uncertainty = "hdi") {
    if (point.estimate == "mean" & uncertainty == "hdi")
    {
      paste(sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$mean)), 
            " [", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$hdi.lower)), 
            "-", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$hdi.upper)), 
            "]" , 
            sep = "")
    } else if (point.estimate == "mode" & uncertainty == "hdi")
    {
      paste(sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$mode)), 
            " [", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$hdi.lower)), 
            "-", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$hdi.upper)), 
            "]" , 
            sep = "")
    } else if (point.estimate == "median" & uncertainty == "hdi")
    {
      paste(sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$median)), 
            " [", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$hdi.lower)), 
            "-", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$hdi.upper)), 
            "]" , 
            sep = "")
    } else if (point.estimate == "mean" & uncertainty == "eti")
    {
      paste(sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$mean)), 
            " [", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$eti.lower)), 
            "-", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$eti.upper)), 
            "]" , 
            sep = "")
    } else if (point.estimate == "mode" & uncertainty == "eti")
    {
      paste(sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$mode)), 
            " [", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$eti.lower)), 
            "-", 
            sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$eti.upper)), 
            "]" , 
            sep = "")
    }else if (point.estimate == "median" & uncertainty == "eti")
  {
    paste(sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$median)), 
          " [", 
          sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$eti.lower)), 
          "-", 
          sub("^(-?)0.", "\\1.", sprintf("%.2f", summary$eti.upper)), 
          "]" , 
          sep = "")
  }

  }
  posterior.summary <- posterior.summary %>%
    mutate(label = point.uncertainty(posterior.summary, point.estimate = p.e, uncertainty = u.e))
  
  return(posterior.summary)
}

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Review the requested point-estimate and interval-label behavior, including the supplied R example and its supported mean, median, mode, HDI, and ETI combinations. Determine the appropriate bayesplot entry point and API, then define tests or examples that verify the formatting and make clear when the feature is complete.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data-visualization
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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