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June 3, 2018 07:11
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utilities for Harada and Kagaya, https://doi.org/10.1101/330787
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library(tidyverse) | |
library(forcats) | |
library(rstan) | |
library(shinystan) | |
waic <- function(log_likelihood) { | |
# from https://gist.github.com/MatsuuraKentaro/3f6ae5863e700f5039c19e36a9bdf646 | |
training_error <- - mean(log(colMeans(exp(log_likelihood)))) | |
functional_variance_div_N <- mean(colMeans(log_likelihood^2) - colMeans(log_likelihood)^2) | |
waic <- training_error + functional_variance_div_N | |
return(waic) | |
} | |
df_quantile_mcmc <- function(x, y_mcmc, | |
probs=c(2.5, 25, 50, 75, 97.5)/100){ | |
qua <- apply(y_mcmc, 2, quantile, probs=probs) | |
d_pred <- data.frame(X=x, t(qua)) | |
colnames(d_pred) <- c('X', paste0('p', probs*100)) | |
return(d_pred) | |
} | |
check_rhat <- function(fit){ | |
all(summary(fit)$summary[,"Rhat"] <= 1.10, na.rm=T) | |
} | |
add_chosen_col_days <- function(d){ | |
d <- d %>% arrange(id, days_to_choice) | |
x <- paste(d$id, d$days_to_choice, sep="") %>% factor() %>% fct_inorder() | |
xx <- table(x) | |
chosen_ind <- names(xx) | |
chosen_num <- c() | |
for (i in xx){ | |
chosen_num <- c(chosen_num, 1:i) | |
} | |
d$chosen_num <- chosen_num | |
d | |
} | |
add_chosen_col_choice <- function(d){ | |
d <- d %>% arrange(id, choice) | |
x <- paste(d$id, d$choice, sep="") %>% factor() %>% fct_inorder() | |
xx <- table(x) | |
chosen_ind <- names(xx) | |
chosen_num <- c() | |
for (i in xx){ | |
chosen_num <- c(chosen_num, 1:i) | |
} | |
d$chosen_num <- chosen_num | |
d | |
} | |
add_chosen_col_days <- function(d){ | |
d <- d %>% arrange(id, days_to_choice) | |
x <- paste(d$id, d$days_to_choice, sep="") %>% factor() %>% fct_inorder() | |
xx <- table(x) | |
chosen_ind <- names(xx) | |
chosen_num <- c() | |
for (i in xx){ | |
chosen_num <- c(chosen_num, 1:i) | |
} | |
d$chosen_num <- chosen_num | |
d | |
} |
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