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#------------------------------------------------------------------------------
#Process output master function
#To generate backwards-compatible jagsUI output
process_output <- function(mcmc_list, coda_only=NULL, DIC, quiet=FALSE){
if(!quiet){cat('Calculating statistics.......','\n')}
tryCatch({
if(DIC == -999) stop("Throwing error for testing purposes", call.=FALSE)
# Get the sims.list
sims <- list(sims.list = sims_list(mcmc_list))
# Calculate all stats
stats <- calc_stats(mcmc_list, coda_only)
# Convert them into stat arrays
stats_list <- all_stat_arrays(stats, coda_only)
# Get final summary table
sum_list <- list(summary = stat_summary_table(stats, coda_only))
# DIC stuff
dic_list <- calc_DIC(mcmc_list, DIC)
# Bind it all together
if(!quiet){cat('\nDone.','\n')}
c(sims, stats_list, dic_list, sum_list)
}, error = function(e) {
message(paste0("Processing output failed with this error:\n",e,"\n"))
NULL
})
}
#------------------------------------------------------------------------------
#Fill an array from vector using matching array indices
fill_array <- function(data_vector, indices){
out <- array(NA, dim=apply(indices,2,max))
out[indices] <- data_vector
out
}
#------------------------------------------------------------------------------
#Extract the posterior of a parameter and organize it into an array
get_posterior_array <- function(parameter, samples){
tryCatch({
#Subset output columns matching parameter
col_inds <- which_params(parameter, param_names(samples))
posterior_raw <- do.call(rbind, samples[,col_inds,drop=FALSE])
#If parameter is scalar, return it now
if( ncol(posterior_raw) == 1 ){ return(as.vector(posterior_raw)) }
#If parameter is array, get indices
ind_raw <- get_inds(parameter, colnames(posterior_raw))
ndraws <- nrow(posterior_raw)
ind_array <- cbind(1:ndraws, ind_raw[rep(1:nrow(ind_raw), each=ndraws),])
#Create, fill, return output object
fill_array(as.vector(posterior_raw), ind_array)
}, error = function(e) {
message(paste0("Caught error when creating sims.list array for '",
parameter,"':\n",e,"\n"))
NA
})
}
#------------------------------------------------------------------------------
#Get sims list
sims_list <- function(samples){
params <- param_names(samples)
sapply(strip_params(params, unique=TRUE), get_posterior_array,
samples, simplify=FALSE)
}
#------------------------------------------------------------------------------
#Extract stats for a parameter and organize into appropriately-sized array
get_stat_array <- function(parameter, stat, model_summary){
tryCatch({
#Subset vector of stats for parameter
row_ind <- which_params(parameter, rownames(model_summary))
stat_vector <- model_summary[row_ind, stat]
#If parameter is scalar, return it now
if( length(stat_vector) == 1 ) return(stat_vector)
#If parameter is array, get indices
ind_array <- get_inds(parameter, names(stat_vector))
#Create, fill, return output object
fill_array(stat_vector, ind_array)
}, error = function(e) {
message(paste0("Caught error when creating stat array for '",
parameter,"':\n",e,"\n"))
NA
})
}
#------------------------------------------------------------------------------
#Compile all stats for all parameters into list of lists
all_stat_arrays <- function(summary_stats, coda_only){
stat_array_list <- function(stat, summary_stats){
params <- strip_params(rownames(summary_stats), unique=TRUE)
sapply(params, function(x){
# If the parameter is in coda_only and the stat is not the mean, return NA
if(x %in% coda_only & stat != "mean") return(NA)
# Otherwise return the stat array for that parameter and stat
get_stat_array(x, stat, summary_stats)
}, simplify=FALSE)
}
# Do this for all stats
out <- sapply(colnames(summary_stats), stat_array_list, summary_stats,
simplify=FALSE)
# Convert overlap0 to logical to match old jagsUI code
out$overlap0 <- lapply(out$overlap0, function(x) x == 1)
out
}
#------------------------------------------------------------------------------
# Convert stats into summary table in original jagsUI format
# For backwards compatibility
stat_summary_table <- function(stats, coda_only){
# Move overlap 0 and f to the end of the table
stats <- stats[,c("mean", "sd", "q2.5", "q25", "q50", "q75", "q97.5",
"Rhat", "n.eff", "overlap0", "f"), drop=FALSE]
# Rename the quantile columns
colnames(stats)[3:7] <- c("2.5%", "25%", "50%", "75%", "97.5%")
# Remove rows marked as coda_only
keep_rows <- ! strip_params(rownames(stats)) %in% coda_only
stats[keep_rows,,drop=FALSE]
}
#------------------------------------------------------------------------------
#Determine if 95% credible interval of parameter overlaps 0
overlap_0 <- function(lower, upper){
as.numeric(!(lower <= 0) == (upper < 0))
}
#Calculate proportion of posterior with same sign as mean
calc_f <- function(values, mn){
if(mn >= 0) return(mean(values>=0,na.rm=TRUE))
mean(values<0, na.rm=TRUE)
}
calc_Rhat <- function(mcmc_list){
stopifnot(has_one_parameter(mcmc_list))
if(length(mcmc_list) == 1) return(NA)
out <- try(coda::gelman.diag(mcmc_list,
autoburnin=FALSE, multivariate=FALSE)$psrf[1])
if(inherits(out, "try-error") || !is.finite(out)) out <- NA
out
}
mcmc_to_mat <- function(mcmc_list){
stopifnot(has_one_parameter(mcmc_list))
matrix(unlist(mcmc_list),
nrow=coda::niter(mcmc_list), ncol=coda::nchain(mcmc_list))
}
# Based on R2WinBUGS code
calc_neff <- function(mcmc_list){
niter <- coda::niter(mcmc_list)
nchain <- coda::nchain(mcmc_list)
mcmc_mat <- mcmc_to_mat(mcmc_list)
xdot <- apply(mcmc_mat, 2, mean, na.rm=TRUE)
s2 <- apply(mcmc_mat, 2, var, na.rm=TRUE)
W <- mean(s2)
#Non-degenerate case
if(is.na(W)){
n_eff <- NA
} else if ((W > 1.e-8) && (nchain > 1)) {
B <- niter * var(xdot)
sig2hat <- ((niter-1)*W + B)/ niter
n_eff <- round(nchain * niter * min(sig2hat/B,1),0)
} else {
#Degenerate case
n_eff <- 1
}
n_eff
}
#Calculate series of statistics for one parameter
#Takes an mcmc.list as input
calc_param_stats <- function(mcmc_list, coda_only){
stopifnot(has_one_parameter(mcmc_list))
values <- unlist(mcmc_list)
stat_names <- c('mean','sd','q2.5','q25','q50','q75','q97.5',
'overlap0','f','Rhat','n.eff')
fallback <- sapply(stat_names, function(x) NA)
if(any(is.infinite(values)) | all(is.na(values))){
return(fallback)
}
#Handle any unexpected errors during calculation
tryCatch({
# If the parameter is in codaOnly, return only the mean
mn <- mean(values, na.rm=TRUE)
if(coda_only){
fallback['mean'] <- mn
return(fallback)
}
# Otherwise calculate all stats
quants <- stats::quantile(values, c(0.025, 0.25, 0.5, 0.75, 0.975), na.rm=TRUE)
out <- c(mn,
stats::sd(values,na.rm=TRUE),
quants,
overlap0 = overlap_0(quants[1], quants[5]),
calc_f(values, mn),
calc_Rhat(mcmc_list),
calc_neff(mcmc_list))
names(out) <- stat_names
out
}, error = function(e) {
message(paste0('Caught error when calculating stats:\n',e,'\n'))
fallback
})
}
#------------------------------------------------------------------------------
#Calculate statistics for all parameters in posterior and organize into matrix
#Takes mcmc.list as input
calc_stats <- function(mcmc_list, coda_only=NULL){
params <- param_names(mcmc_list)
coda_only <- strip_params(params) %in% coda_only
out <- sapply(1:length(params), function(i){
calc_param_stats(mcmc_list[,i], coda_only[i])
})
colnames(out) <- params
t(out)
}
#------------------------------------------------------------------------------
#Calculate pD and DIC from deviance if it exists in output samples
calc_DIC <- function(samples, DIC){
if(!DIC | !("deviance" %in% param_names(samples))){
return(NULL)
}
dev <- mcmc_to_mat(samples[,'deviance'])
#if(any(is.na(dev)) || any(is.infinite(dev))) return(c(pD=NA, DIC=NA))
if(any(is.na(dev)) || any(is.infinite(dev))) return(NULL)
pd <- apply(dev,2,FUN=function(x) stats::var(x)/2)
dic <- apply(dev,2,mean) + pd
c(pD=mean(pd),DIC=mean(dic))
}
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