estimate_density {bayestestR}

Density Estimation

Description

This function is a wrapper over different methods of density estimation. By default, it uses the base R density with by default uses a different smoothing bandwidth ("SJ") from the legacy default implemented the base R density function ("nrd0"). However, Deng and Wickham suggest that method = "KernSmooth" is the fastest and the most accurate.

Usage

estimate_density(x, ...)

## S3 method for class 'data.frame'
estimate_density(
  x,
  method = "kernel",
  precision = 2^10,
  extend = FALSE,
  extend_scale = 0.1,
  bw = "SJ",
  ci = NULL,
  select = NULL,
  by = NULL,
  at = NULL,
  ...
)

Arguments

x

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.

method

Density estimation method. Can be "kernel" (default), "logspline" or "KernSmooth".

precision

Number of points of density data. See the n parameter in density.

extend

Extend the range of the x axis by a factor of extend_scale.

extend_scale

Ratio of range by which to extend the x axis. A value of 0.1 means that the x axis will be extended by 1/10 of the range of the data.

bw

See the eponymous argument in density. Here, the default has been changed for "SJ", which is recommended.

ci

The confidence interval threshold. Only used when method = "kernel". This feature is experimental, use with caution.

select

Character vector of column names. If NULL (the default), all numeric variables will be selected. Other arguments from datawizard::extract_column_names() (such as exclude) can also be used.

by

Optional character vector. If not NULL and input is a data frame, density estimation is performed for each group (subsets) indicated by by. See examples.

at

Deprecated in favour of by.

Note

There is also a plot()-method implemented in the see-package.

References

Deng, H., & Wickham, H. (2011). Density estimation in R. Electronic publication.

Examples

library(bayestestR)

set.seed(1)
x <- rnorm(250, mean = 1)

# Basic usage
density_kernel <- estimate_density(x) # default method is "kernel"

hist(x, prob = TRUE)
lines(density_kernel$x, density_kernel$y, col = "black", lwd = 2)
lines(density_kernel$x, density_kernel$CI_low, col = "gray", lty = 2)
lines(density_kernel$x, density_kernel$CI_high, col = "gray", lty = 2)
legend("topright",
  legend = c("Estimate", "95% CI"),
  col = c("black", "gray"), lwd = 2, lty = c(1, 2)
)

# Other Methods
density_logspline <- estimate_density(x, method = "logspline")
density_KernSmooth <- estimate_density(x, method = "KernSmooth")
density_mixture <- estimate_density(x, method = "mixture")

hist(x, prob = TRUE)
lines(density_kernel$x, density_kernel$y, col = "black", lwd = 2)
lines(density_logspline$x, density_logspline$y, col = "red", lwd = 2)
lines(density_KernSmooth$x, density_KernSmooth$y, col = "blue", lwd = 2)
lines(density_mixture$x, density_mixture$y, col = "green", lwd = 2)

# Extension
density_extended <- estimate_density(x, extend = TRUE)
density_default <- estimate_density(x, extend = FALSE)

hist(x, prob = TRUE)
lines(density_extended$x, density_extended$y, col = "red", lwd = 3)
lines(density_default$x, density_default$y, col = "black", lwd = 3)

# Multiple columns
head(estimate_density(iris))
head(estimate_density(iris, select = "Sepal.Width"))

# Grouped data
head(estimate_density(iris, by = "Species"))
head(estimate_density(iris$Petal.Width, by = iris$Species))

# rstanarm models
# -----------------------------------------------
library(rstanarm)
model <- suppressWarnings(
  stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
)
head(estimate_density(model))

library(emmeans)
head(estimate_density(emtrends(model, ~1, "wt", data = mtcars)))

# brms models
# -----------------------------------------------
library(brms)
model <- brms::brm(mpg ~ wt + cyl, data = mtcars)
estimate_density(model)