BayesianTools Package

For today’s lab, we’ll use the BayesianTools package, which has a bunch of different methods built in.

set.seed(7)
library(BayesianTools)
library(deSolve)
library(ggplot2)

Methods Overview

Methods marked in italics are included in the BayesianTools package, but I’ve included a couple of other ones for us to talk over since they’re in commonly used packages like Stan or POMP.

Intro to the BayesianTools Package

As a simple example to get to know the BayesianTools package, let’s set up a similar normal distribution model to the one we built last time. We’ll suppose the data comes from a normal distribution with unknown \(\mu\), and known \(\sigma = 30\).

Let’s simulate some basic data to run our example:

data = rnorm(50,0,30) # here we're supposing the true mean is zero, and sampling 55 data points

The likelihood is just a normal distribution evaluated for our data set and whatever value of \(\mu\) we’re considering using:

loglike = function(par){
  sum(dnorm(data, par, 30, log = T))
}

Now, we create a BayesianSetup—this is an object that has the prior and likelihood information that BayesianTools needs.

We can set a prior using a distribution, or if we want to assume a uniform distribution with a given range, we can just provide the upper and lower limits. Note that if we don’t specify a prior, BayesianTools will use an infinite uniform prior (basically equivalent to just using the likelihood).

We’ll also set the total number of iterations to run. We can set the starting values for the parameters, but if we don’t, BayesianTools will default to sampling them from the prior, which is often a good idea anyhow.

setup = createBayesianSetup(likelihood = loglike, lower = -20, upper = 20)
settings = list(iterations = 10000, message=F)

Now, let’s run the MCMC! We’ll use the default algorithm for now (a form of differential evolution). Let’s also spit out some summary statistics and plots.

res = runMCMC(bayesianSetup = setup, settings = settings)
summary(res)
## # # # # # # # # # # # # # # # # # # # # # # # # # 
## ## MCMC chain summary ## 
## # # # # # # # # # # # # # # # # # # # # # # # # # 
##  
## # MCMC sampler:  DEzs 
## # Nr. Chains:  3 
## # Iterations per chain:  3334 
## # Rejection rate:  0.531 
## # Effective sample size:  2276 
## # Runtime:  0.922  sec. 
##  
## # Parameter       MAP      2.5%    median   97.5% 
## #  par 1 :       7.161   -1.034    6.984   15.223 
## 
## ## DIC:  483.869 
## ## Convergence 
##  Gelman Rubin multivariate psrf:   
##  
## ## Correlations 
##       par 1
## par 1     1
marginalPlot(res)
## Package 'sm', version 2.2-5.4: type help(sm) for summary information

plot(res)