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Add ref_interval option to mcmc_rank_* functions. #248

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Add ref_interval option to mcmc_rank_* functions. #248

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67 changes: 65 additions & 2 deletions R/mcmc-traces.R
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Original file line number Diff line number Diff line change
Expand Up @@ -261,6 +261,13 @@ trace_style_np <- function(div_color = "red", div_size = 0.25, div_alpha = 1) {
#' of rank-normalized MCMC samples. Defaults to `20`.
#' @param ref_line For the rank plots, whether to draw a horizontal line at the
#' average number of ranks per bin. Defaults to `FALSE`.
#' @param ref_interval For the rank plots, whether to draw a reference
#' uncertainty interval based on the expected distribution of the rank histogram
#' bins. Defaults to `FALSE`.
#' @param interval_args If `ref_interval = TRUE`, optional arguments controlling
#' the width and alpha of the reference interval. The default is a `95\%`
#' uncertainty interval plotted with an alpha value of `0.2`. This must be a
#' list with elements named `width` and `alpha`.
#' @export
mcmc_rank_overlay <- function(x,
pars = character(),
Expand All @@ -269,7 +276,9 @@ mcmc_rank_overlay <- function(x,
facet_args = list(),
...,
n_bins = 20,
ref_line = FALSE) {
ref_line = FALSE,
ref_interval = FALSE,
interval_args = list(width = 0.95, alpha = 0.2)) {
check_ignored_arguments(...)
data <- mcmc_trace_data(
x,
Expand All @@ -278,6 +287,14 @@ mcmc_rank_overlay <- function(x,
transformations = transformations
)

# mcmc_rank plots make no sense if there aren't multiple chains
# a rank plot of 1 chain is perfectly uniform by construction, and
# has no power as a diagnostic.
if (!(unique(data$n_chains) > 1)){
STOP_need_multiple_chains()
}

n_iter <- unique(data$n_iterations)
n_chains <- unique(data$n_chains)
n_param <- unique(data$n_parameters)

Expand Down Expand Up @@ -316,6 +333,12 @@ mcmc_rank_overlay <- function(x,
} else {
NULL
}

interval_call <- if (ref_interval) {
rank_polygon_geom(n_iter, n_chains, n_bins, interval_args)
} else {
NULL
}

facet_call <- NULL
if (n_param > 1) {
Expand All @@ -329,6 +352,7 @@ mcmc_rank_overlay <- function(x,
geom_step() +
layer_ref_line +
facet_call +
interval_call +
scale_color +
ylim(c(0, NA)) +
bayesplot_theme_get() +
Expand All @@ -345,7 +369,9 @@ mcmc_rank_hist <- function(x,
...,
facet_args = list(),
n_bins = 20,
ref_line = FALSE) {
ref_line = FALSE,
ref_interval = FALSE,
interval_args = list(width = 0.95, alpha = 0.2)) {
check_ignored_arguments(...)
data <- mcmc_trace_data(
x,
Expand All @@ -354,6 +380,10 @@ mcmc_rank_hist <- function(x,
transformations = transformations
)

if (!(unique(data$n_chains) > 1)){
STOP_need_multiple_chains()
}

n_iter <- unique(data$n_iterations)
n_chains <- unique(data$n_chains)
n_param <- unique(data$n_parameters)
Expand Down Expand Up @@ -396,6 +426,11 @@ mcmc_rank_hist <- function(x,
}

facet_call <- do.call(facet_f, facet_args)
interval_call <- if (ref_interval) {
rank_polygon_geom(n_iter, n_chains, n_bins, interval_args)
} else {
NULL
}

ggplot(data) +
aes_(x = ~ value_rank) +
Expand All @@ -409,6 +444,7 @@ mcmc_rank_hist <- function(x,
layer_ref_line +
geom_blank(data = data_boundaries) +
facet_call +
interval_call +
force_x_axis_in_facets() +
dont_expand_y_axis(c(0.005, 0)) +
bayesplot_theme_get() +
Expand Down Expand Up @@ -681,3 +717,30 @@ divergence_rug <- function(np, np_style, n_iter, n_chain) {
alpha = np_style$alpha[["div"]]
)
}

rank_polygon_geom <- function(n_iter, n_chains, n_bins, interval_args) {
validate_interval_args(interval_args)
polygon_y_vals <- qbinom(
c((1 - interval_args$width) / 2, (1 + interval_args$width) / 2),
size = n_iter,
prob = (n_bins)^(-1)
)

polygon_df <- data.frame(
x = rep(c(0, n_iter * n_chains), each = 2),
y = c(polygon_y_vals, rev(polygon_y_vals))
)

geom_polygon(
mapping = aes(x = x, y = y),
data = polygon_df,
inherit.aes = FALSE,
alpha = interval_args$alpha
)
}

validate_interval_args <- function(interval_args) {
stopifnot(all(names(interval_args) %in% c("width", "alpha")))
stopifnot(interval_args$width %>% dplyr::between(0, 1))
stopifnot(interval_args$alpha %>% dplyr::between(0, 1))
}
17 changes: 15 additions & 2 deletions man/MCMC-traces.Rd
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61 changes: 61 additions & 0 deletions tests/testthat/test-mcmc-traces.R
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Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,30 @@ test_that("mcmc_trace_highlight throws error if highlight > number of chains", {
expect_error(mcmc_trace_highlight(arr, pars = "sigma", highlight = 7), "'highlight' is 7")
})

test_that("mcmc_rank_hist returns a ggplot object", {
expect_gg(mcmc_rank_hist(arr, pars = "beta[1]", regex_pars = "x\\:"))
expect_gg(mcmc_rank_hist(dframe_multiple_chains))
expect_gg(mcmc_rank_hist(chainlist))
})

test_that("mcmc_rank_overlay returns a ggplot object", {
expect_gg(mcmc_rank_overlay(arr, pars = "beta[1]", regex_pars = "x\\:"))
expect_gg(mcmc_rank_overlay(dframe_multiple_chains))
expect_gg(mcmc_rank_overlay(chainlist))
})

test_that("mcmc_rank_hist errors if there is only 1 chain", {
expect_error(mcmc_rank_hist(mat), "requires multiple")
expect_error(mcmc_rank_hist(dframe), "requires multiple chains")
expect_error(mcmc_rank_hist(arr1chain), "requires multiple chains")
})

test_that("mcmc_rank_overlay errors if there is only 1 chain", {
expect_error(mcmc_rank_overlay(mat), "requires multiple")
expect_error(mcmc_rank_overlay(dframe), "requires multiple chains")
expect_error(mcmc_rank_overlay(arr1chain), "requires multiple chains")
})

# options -----------------------------------------------------------------
test_that("mcmc_trace options work", {
expect_gg(g1 <- mcmc_trace(arr, regex_pars = "beta", window = c(5, 10)))
Expand All @@ -47,6 +71,43 @@ test_that("mcmc_trace options work", {
expect_error(mcmc_trace(arr, n_warmup = 50, iter1 = 20))
})

test_that("mcmc_rank_hist options work", {
expect_gg(mcmc_rank_hist(arr, regex_pars = "beta", ref_interval = TRUE))
expect_gg(
mcmc_rank_hist(arr,
regex_pars = "beta",
n_bins = 15,
ref_line = TRUE,
ref_interval = TRUE,
interval_args = list(width = 0.8, alpha = 0.1))
)
})

test_that("mcmc_rank_overlay options work", {
expect_gg(mcmc_rank_overlay(arr, regex_pars = "beta", ref_interval = TRUE))
expect_gg(
mcmc_rank_overlay(arr,
regex_pars = "beta",
n_bins = 15,
ref_line = TRUE,
ref_interval = TRUE,
interval_args = list(width = 0.8, alpha = 0.1))
)
})

test_that("mcmc_rank_* interval_args get validated", {
expect_error(
mcmc_rank_overlay(arr,
regex_pars = "beta",
n_bins = 15,
ref_line = TRUE,
ref_interval = TRUE,
interval_args = list(with = 0.8, alpha = 0.1)), # intended typo
"is not TRUE"
)
})



# displaying divergences in traceplot -------------------------------------
test_that("mcmc_trace 'np' argument works", {
Expand Down