cov.pi {abctools} | R Documentation |

These functions produce diagnostic statistics for an ABC analysis to judge when the tolerance level is small enough to produce roughly no approximation error. This is done by running analyses for many pseudo-observed test data sets and assessing whether the results satisfy the "coverage property" (roughly speaking: credible intervals have the claimed coverage levels).

cov.pi(param, sumstat, testsets, tol, eps, diagnostics = c(), multicore = FALSE, cores, method = "rejection", nacc.min=20, ...) cov.mc(index, sumstat, testsets, tol, eps, diagnostics = c(), multicore = FALSE, cores, method = "rejection", nacc.min=20, ...) covstats.pi(raw, diagnostics = c("KS", "CGR"), nacc.min = 20) covstats.mc(raw, index, diagnostics = c("freq", "loglik.binary", "loglik.multi"), nacc.min = 20)

`param` |
A data frame of parameter values. It must have the same number of
rows as |

`index` |
A vector of model indices. Any value which can be converted to
factor is ok (e.g. character or numeric entries). It must have the
same length as |

`sumstat` |
A data frame of summary statistic values whose the ith row has been
simulated using |

`testsets` |
A numeric vector giving the rows of |

`tol` |
A vector of proportions of ABC acceptances which will be investigated. |

`eps` |
A vector of ABC thresholds which will be investigated. These are
used when |

`diagnostics` |
A character vector containing diagnostics to be calculated.
Allowable values for parameter inference are "KL" (Kullback-Leibler
based test) or "CGR" (Cook, Gelman and Rubin test). Allowable values
for model choice are "freq" (a separate frequency-based test for
each model), "loglik.binary" (a separate |

`multicore` |
Whether to use the |

`cores` |
Number of cores to use when |

`method` |
Method used for ABC analysis. The default is "rejection". For
alternatives see |

`nacc.min` |
Minimum number of ABC acceptances required to compute diagnostics. See Values for details of how this is used. |

`...` |
Extra arguments to be supplied to the function performing abc
analysis i.e. |

`raw` |
Raw output component from |

These functions are intended to be applied as follows (i) random
models/parameters are generated, data sets simulated for each and
summary statistics calculated (ii) these are input to `cov.pi`

(parameter inference) or `cov.mc`

(model choice) which outputs raw
results and diagnostics (see below) (iii) the output can be passed to
`covstats.pi`

or `covstats.mc`

if further diagnostics are
required later (or to find diagnostics for a subset of the pseudo-observed
data).

The `cov.pi`

and `cov.mc`

functions operate by performing
many ABC analyses. The user specifies which datasets amongst those
simulated will used as pseudo-observed "test" data to be analysed.
The results of each analysis are compared to the known
model/parameters which produced the data to see whether they are
consistent in a particular sense (i.e. if the coverage property is
satisfied). Various diagnostics are provided to judge this easily, and
determine what happens as the ABC threshold is varied. Raw results
are also returned which can be investigated in more detail.

All ABC analyses use a rejection sampling algorithm implemented by the
`abc`

package. The user may specify regression
post-processing as part of this analysis.

Output of `cov.pi`

or `cov.mc`

is a list of two data frames,
`raw`

and `diag`

. The `covstats.pi`

and
`covstats.mc`

functions just return the latter data frame.

For parameter inference, `raw`

contains estimated cdfs (referred
to as p0 estimates in Prangle et al 2013) of the true parameter values
for each input configuration (i.e. for every tol/eps value at every
test dataset). `diag`

is a data frame of tol/eps value,
parameter name, diagnostic name and p-value. Here the p-value relates
to the test statistic used as a diagnostic. It is NA if any analyses
had fewer than `nacc.min`

acceptances (Diagnostics based on a
small number of acceptances can be misleading.)

For model choice, `raw`

contains estimated model weights for each input
configuration, and `diag`

is a data frame of tol/eps value, model,
diagnostic name and p-value (NA under the same conditions as before.)

In both cases, `raw`

also reports the number of acceptances. Note that
`raw`

contains p0 estimates/weights of NA if regression correction is
requested but there are too few acceptances to compute it.

Dennis Prangle

Nunes, M. A. and Prangle, D. (2016) abctools: an R package for tuning
approximate Bayesian computation analyses. *The R Journal*
**7**, Issue 2, 189–205.

Prangle D., Blum M. G. B., Popovic G., Sisson S. A. (2014) Diagnostic
tools of approximate Bayesian computation using the coverage
property. *Australian and New Zealand Journal of Statistics*
**56**, Issue 4, 309–329.

`mc.ci`

for a diagnostic plot of raw model choice results

`abc`

and `postpr`

to perform ABC for a given dataset

##The examples below are chosen to run relatively quickly (<5 mins) ##and do not represent recommended tuning choices. ## Not run: data(musigma2) library(ggplot2) ##Parameter inference example parameters <- data.frame(par.sim) sumstats <- data.frame(stat.sim) covdiag <- cov.pi(param=parameters, sumstat=sumstats, testsets=1:100, tol=seq(0.1,1,by=0.1), diagnostics=c("KS")) #Plot of diagnostic results qplot(x=tol, y=pvalue, facets=.~parameter, data=covdiag$diag) #Plot of raw results for tol=0.5 qplot(x=mu, data=subset(covdiag$raw, tol==0.5)) #Plot of raw results for tol=0.5 qplot(x=sigma2, data=subset(covdiag$raw, tol==0.5)) #Compute CGR statistic and plot cgrout <- covstats.pi(covdiag$raw, diagnostics="CGR") qplot(x=tol, y=pvalue, facets=.~parameter, data=cgrout) ##Model choice example, based on simple simulated data index <- sample(1:2, 1E4, replace=TRUE) sumstat <- ifelse(index==1, rnorm(1E4,0,1), rnorm(1E4,0,rexp(1E4,1))) sumstat <- data.frame(ss=sumstat) covdiag <- cov.mc(index=index, sumstat=sumstat, testsets=1:100, tol=seq(0.1,1,by=0.1), diagnostics=c("freq")) qplot(x=tol, y=pvalue, data=covdiag$diag) llout <- covstats.mc(covdiag$raw, index=index, diagnostics="loglik.binary") qplot(x=tol, y=pvalue, data=llout) mc.ci(covdiag$raw, tol=0.5, modname=1, modtrue=index[1:200]) ## End(Not run)

[Package *abctools* version 1.1.3 Index]