PPCloo {bayesplot}  R Documentation 
LOO predictive checks
Description
LeaveOneOut (LOO) predictive checks. See the Plot Descriptions section, below, and Gabry et al. (2019) for details.
Usage
ppc_loo_pit_overlay(
y,
yrep,
lw = NULL,
...,
psis_object = NULL,
pit = NULL,
samples = 100,
size = 0.25,
alpha = 0.7,
boundary_correction = TRUE,
grid_len = 512,
bw = "nrd0",
trim = FALSE,
adjust = 1,
kernel = "gaussian",
n_dens = 1024
)
ppc_loo_pit_data(
y,
yrep,
lw = NULL,
...,
psis_object = NULL,
pit = NULL,
samples = 100,
bw = "nrd0",
boundary_correction = TRUE,
grid_len = 512
)
ppc_loo_pit_qq(
y,
yrep,
lw = NULL,
...,
psis_object = NULL,
pit = NULL,
compare = c("uniform", "normal"),
size = 2,
alpha = 1
)
ppc_loo_pit(
y,
yrep,
lw,
pit = NULL,
compare = c("uniform", "normal"),
...,
size = 2,
alpha = 1
)
ppc_loo_intervals(
y,
yrep,
psis_object,
...,
subset = NULL,
intervals = NULL,
prob = 0.5,
prob_outer = 0.9,
alpha = 0.33,
size = 1,
fatten = 2.5,
linewidth = 1,
order = c("index", "median")
)
ppc_loo_ribbon(
y,
yrep,
psis_object,
...,
subset = NULL,
intervals = NULL,
prob = 0.5,
prob_outer = 0.9,
alpha = 0.33,
size = 0.25
)
Arguments
y 
A vector of observations. See Details. 
yrep 
An 
lw 
A matrix of (smoothed) log weights with the same dimensions as

... 
Currently unused. 
psis_object 
If using loo version 
pit 
For 
samples 
For 
alpha , size , fatten , linewidth 
Arguments passed to code geoms to control plot
aesthetics. For 
boundary_correction 
For 
grid_len 
For 
bw , adjust , kernel , n_dens 
Optional arguments passed to

trim 
Passed to 
compare 
For 
subset 
For 
intervals 
For 
prob , prob_outer 
Values between 
order 
For 
Value
A ggplot object that can be further customized using the ggplot2 package.
Plot Descriptions
ppc_loo_pit_overlay()
,ppc_loo_pit_qq()

The calibration of marginal predictions can be assessed using probability integral transformation (PIT) checks. LOO improves the check by avoiding the double use of data. See the section on marginal predictive checks in Gelman et al. (2013, p. 152–153) and section 5 of Gabry et al. (2019) for an example of using bayesplot for these checks.
The LOO PIT values are asymptotically uniform (for continuous data) if the model is calibrated. The
ppc_loo_pit_overlay()
function creates a plot comparing the density of the LOO PITs (thick line) to the density estimates of many simulated data sets from the standard uniform distribution (thin lines). See Gabry et al. (2019) for an example of interpreting the shape of the miscalibration that can be observed in these plots.The
ppc_loo_pit_qq()
function provides an alternative visualization of the miscalibration with a quantilequantile (QQ) plot comparing the LOO PITs to the standard uniform distribution. Comparing to the uniform is not good for extreme probabilities close to 0 and 1, so it can sometimes be useful to set thecompare
argument to"normal"
, which will produce a QQ plot comparing standard normal quantiles calculated from the PIT values to the theoretical standard normal quantiles. This can help see the (mis)calibration better for the extreme values. However, in most cases we have found that the overlaid density plot (ppc_loo_pit_overlay()
) function will provide a clearer picture of calibration problems than the QQ plot. ppc_loo_intervals()
,ppc_loo_ribbon()

Similar to
ppc_intervals()
andppc_ribbon()
but the intervals are for the LOO predictive distribution.
References
Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., and Rubin, D. B. (2013). Bayesian Data Analysis. Chapman & Hall/CRC Press, London, third edition. (p. 152–153)
Gabry, J. , Simpson, D. , Vehtari, A. , Betancourt, M. and Gelman, A. (2019), Visualization in Bayesian workflow. J. R. Stat. Soc. A, 182: 389402. doi:10.1111/rssa.12378. (journal version, arXiv preprint, code on GitHub)
Vehtari, A., Gelman, A., and Gabry, J. (2017). Practical Bayesian model evaluation using leaveoneout crossvalidation and WAIC. Statistics and Computing. 27(5), 1413–1432. doi:10.1007/s1122201696964. arXiv preprint: https://arxiv.org/abs/1507.04544
Boneva, L. I., Kendall, D., & Stefanov, I. (1971). Spline transformations: Three new diagnostic aids for the statistical dataanalyst. J. R. Stat. Soc. B (Methodological), 33(1), 171. https://www.jstor.org/stable/2986005.
See Also
Other PPCs:
PPCcensoring
,
PPCdiscrete
,
PPCdistributions
,
PPCerrors
,
PPCintervals
,
PPCoverview
,
PPCscatterplots
,
PPCteststatistics
Examples
## Not run:
library(rstanarm)
library(loo)
head(radon)
fit < stan_lmer(
log_radon ~ floor + log_uranium + floor:log_uranium
+ (1 + floor  county),
data = radon,
iter = 100,
chains = 2,
cores = 2
)
y < radon$log_radon
yrep < posterior_predict(fit)
loo1 < loo(fit, save_psis = TRUE, cores = 4)
psis1 < loo1$psis_object
lw < weights(psis1) # normalized log weights
# marginal predictive check using LOO probability integral transform
color_scheme_set("orange")
ppc_loo_pit_overlay(y, yrep, lw = lw)
ppc_loo_pit_qq(y, yrep, lw = lw)
ppc_loo_pit_qq(y, yrep, lw = lw, compare = "normal")
# can use the psis object instead of lw
ppc_loo_pit_qq(y, yrep, psis_object = psis1)
# loo predictive intervals vs observations
keep_obs < 1:50
ppc_loo_intervals(y, yrep, psis_object = psis1, subset = keep_obs)
color_scheme_set("gray")
ppc_loo_intervals(y, yrep, psis_object = psis1, subset = keep_obs,
order = "median")
## End(Not run)