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.


[Package fbst version 2.2 Index]