fbst-package {fbst} | R Documentation |
The Full Bayesian Evidence Test, Full Bayesian Significance Test and the e-Value
Description
Provides access to a range of functions for computing and visualizing the Full Bayesian Significance Test (FBST) and the e-value for testing a sharp hypothesis against its alternative, and the Full Bayesian Evidence Test (FBET) and the (generalized) Bayesian evidence value for testing a composite (or interval) hypothesis against its alternative. The methods are widely applicable as long as a posterior MCMC sample is available.
Details
Package for conducting the Full Bayesian Evidence Test (FBET) and the Full Bayesian Significance Test (FBST). The FBST is a Bayesian hypothesis test for testing a sharp hypothesis against its alternative by calculating the e-value, the Bayesian evidence against the null hypothesis. The FBET is a generalization of the underlying Pereira-Stern theory of the FBST and allows for testing interval hypotheses. It provides the Bayesian evidence value, or generalized e-value, which includes the e-value of the FBST as a special case. The Bayesian evidence value is based on the relative surprise function to a reference function. In the FBST, the tangential set corresponding to a sharp null hypothesis serves for quantifying the Bayesian evidence. In the FBET, the Bayesian evidence interval serves for quantifying the Bayesian evidence, which has a strong analogy to the Bayes factor. Next to the core functions, helper functions and visualizations of the results of a FBST and FBET are provided in the package.
Package: | fbst |
Type: | Package |
Title: | The Full Bayesian Evidence Test, Full Bayesian Significance Test and the e-Value |
Version: | 2.2 |
Date: | 2024-02-14 |
Author: | Riko Kelter |
Maintainer: | Riko Kelter <riko_k@gmx.de> |
Description: | Provides access to a range of functions for computing and visualizing the Full Bayesian Significance Test (FBST) and the e-value for testing a sharp hypothesis against its alternative, and the Full Bayesian Evidence Test (FBET) and the (generalized) Bayesian evidence value for testing a composite (or interval) hypothesis against its alternative. The methods are widely applicable as long as a posterior MCMC sample is available. |
Imports: | bayestestR, methods |
Depends: | cubature, ks, viridis, rstanarm |
Suggests: | BayesFactor, knitr, rmarkdown |
License: | GPL-3 |
VignetteBuilder: | knitr |
Index of help topics:
$,fbet-method Returns an object from an object of class 'fbet'. $,fbst-method Returns an object from an object of class 'fbst'. bdm bdm fbet fbet fbet-class Class '"fbet-class"' fbst fbst fbst-class Class '"fbst-class"' fbst-package The Full Bayesian Evidence Test, Full Bayesian Significance Test and the e-Value names.fbet names.fbet names.fbst names.fbst plot.fbet plot.fbet plot.fbst plot.fbst show.fbet show.fbet show.fbst show.fbst summary.fbet summary.fbet summary.fbst summary.fbst
Author(s)
Riko Kelter
Maintainer: Riko Kelter <riko_k@gmx.de>
References
For a details, see: https://arxiv.org/abs/2001.10577 and https://arxiv.org/pdf/2001.10577.pdf.