NEWS.md

bayestestR 0.15.0

Changes

• Support for posterior::rvar-type column in data frames. For example, a data frame df with an rvar column ".pred" can now be called directly via p_direction(df, rvar_col = ".pred").

• Added support for {marginaleffects}

• The ROPE or threshold ranges in rope(), describe_posterior(), p_significance() and equivalence_test() can now be specified as a list. This allows for different ranges for different parameters.

• Results from objects generated by {emmeans} (emmGrid/emm_list) now return results with appended grid-data.

• Usability improvements for p_direction():

  • Results from p_direction() can directly be used in pd_to_p().

  • p_direction() gets an as_p argument, to directly convert pd-values into frequentist p-values.

  • p_direction() gets a remove_na argument, which defaults to TRUE, to remove NA values from the input before calculating the pd-values.

  • Besides the existing as.numeric() method, p_direction() now also has an as.vector() method.

• p_significance() now accepts non-symmetric ranges for the threshold argument.

• p_to_pd() now also works with data frames returned by p_direction(). If a data frame contains a pd, p_direction or PD column name, this is assumed to be the pd-values, which are then converted to p-values.

• p_to_pd() for data frame inputs gets a as.numeric() and as.vector() method.

Bug fixes

• Fixed warning in CRAN check results.

bayestestR 0.14.0

Breaking Changes

• Arguments named group, at, group_by and split_by will be deprecated in future releases of easystats packages. Please use by instead. This affects following functions in bayestestR: estimate_density().

Changes

• bayesian_as_frequentist() now supports more model families from Bayesian models that can be successfully converted to their frequentists counterparts.

• bayesfactor_models() now throws an informative error when Bayes factors for comparisons could not be calculated.

Bug fixes

• Fixed issue in bayesian_as_frequentist() for brms models with 0 + Intercept specification in the model formula.

bayestestR 0.13.2

Breaking Changes

• pd_to_p() now returns 1 and a warning for values smaller than 0.5.

• map_estimate(), p_direction(), p_map(), and p_significance() now return a data-frame when the input is a numeric vector. (making the output consistently a data frame for all inputs.)

• Argument posteriors was renamed into posterior. Before, there were a mix of both spellings, now it is consistently posterior.

Changes

• Retrieving models from the environment was improved.

Bug fixes

• Fixed issues in various format() methods, which did not work properly for some few functions (like p_direction()).

• Fixed issue in estimate_density() for double vectors that also had other class attributes.

• Fixed several minor issues and tests.

bayestestR 0.13.1

Changes

• Improved speed performance when functions are called using do.call().

• Improved speed performance to bayesfactor_models() for brmsfit objects that already included a marglik element in the model object.

New functionality

• as.logical() for bayesfactor_restricted() results, extracts the boolean vector(s) the mark which draws are part of the order restriction.

Bug fixes

• p_map() gains a new null argument to specify any non-0 nulls.

• Fixed non-working examples for ci(method = "SI").

• Fixed wrong calculation of rope range for model objects in describe_posterior().

• Some smaller bug fixes.

bayestestR 0.13.0

Breaking

• The minimum needed R version has been bumped to 3.6.

• contr.equalprior(contrasts = FALSE) (previously contr.orthonorm) no longer returns an identity matrix, but a shifted diag(n) - 1/n, for consistency.

New functionality

• p_to_bf(), to convert p-values into Bayes factors. For more accurate approximate Bayes factors, use bic_to_bf().
• bayestestR now supports objects of class rvar from package posterior.
• contr.equalprior (previously contr.orthonorm) gains two new functions: contr.equalprior_pairs and contr.equalprior_deviations to aide in setting more intuitive priors.

Changes

• has been renamed contr.equalprior to be more explicit about its function.
• p_direction() now accepts objects of class parameters_model() (from parameters::model_parameters()), to compute probability of direction for parameters of frequentist models.

bayestestR 0.12.1

Breaking

• Bayesfactor_models() for frequentist models now relies on the updated insight::get_loglikelihood(). This might change some results for REML based models. See documentation.

• estimate_density() argument group_by is renamed at.

• All distribution_*(random = FALSE) functions now rely on ppoints(), which will result in slightly different results, especially with small ns.

• Uncertainty estimation now defaults to "eti" (formerly was "hdi").

Changes

• bayestestR functions now support draws objects from package posterior.

• rope_range() now handles log(normal)-families and models with log-transformed outcomes.

• New function spi(), to compute shortest probability intervals. Furthermore, the "spi" option was added as new method to compute uncertainty intervals.

Bug fixes

• bci() for some objects incorrectly returned the equal-tailed intervals.

bayestestR 0.11.5

• Fixes failing tests in CRAN checks.

bayestestR 0.11.1

New functions

• describe_posterior() gains a plot() method, which is a short cut for plot(estimate_density(describe_posterior())).

bayestestR 0.11

Bug fixes

• Fixed issues related to last brms update.

• Fixed bug in describe_posterior.BFBayesFactor() where Bayes factors were missing from out put ( #442 ).

bayestestR 0.10.0

Breaking

• All Bayes factors are now returned as log(BF) (column name log_BF). Printing is unaffected. To retrieve the raw BFs, you can run exp(result$log_BF).

New functions

• bci() (and its alias bcai()) to compute bias-corrected and accelerated bootstrap intervals. Along with this new function, ci() and describe_posterior() gain a new ci_method type, "bci".

Changes

• contr.bayes has been renamed contr.orthonorm to be more explicit about its function.

bayestestR 0.9.0

Breaking

• The default ci width has been changed to 0.95 instead of 0.89 (see here). This should not come as a surprise to the long-time users of bayestestR as we have been warning about this impending change for a while now :)

• Column names for bayesfactor_restricted() are now p_prior and p_posterior (was Prior_prob and Posterior_prob), to be consistent with bayesfactor_inclusion() output.

• Removed the experimental function mhdior.

General

• Support for blavaan models.

• Support for blrm models (rmsb).

• Support for BGGM models (BGGM).

• check_prior() and describe_prior() should now also work for more ways of prior definition in models from rstanarm or brms.

Bug fixes

• Fixed bug in print() method for the mediation() function.

• Fixed remaining inconsistencies with CI values, which were not reported as fraction for rope().

• Fixed issues with special prior definitions in check_prior(), describe_prior() and simulate_prior().

bayestestR 0.8.2

General

• Support for bamlss models.

• Roll-back R dependency to R >= 3.4.

Changes to functions

• All .stanreg methods gain a component argument, to also include auxiliary parameters.

Bug fixes

• bayesfactor_parameters() no longer errors for no reason when computing extremely un/likely direction hypotheses.

• bayesfactor_pointull() / bf_pointull() are now bayesfactor_pointnull() / bf_pointnull() (can you spot the difference? #363 ).

bayestestR 0.8.0

New functions

• sexit(), a function for sequential effect existence and significance testing (SEXIT).

General

• Added startup-message to warn users that default ci-width might change in a future update.

• Added support for mcmc.list objects.

Bug fixes

• unupdate() gains a newdata argument to work with brmsfit_multiple models.

• Fixed issue in Bayes factor vignette (don't evaluate code chunks if packages not available).

bayestestR 0.7.5

New functions

• Added as.matrix() function for bayesfactor_model arrays.

• unupdate(), a utility function to get Bayesian models un-fitted from the data, representing the priors only.

Changes to functions

• ci() supports emmeans - both Bayesian and frequentist ( #312 - cross fix with parameters)

Bug fixes

• Fixed issue with default rope range for BayesFactor models.

• Fixed issue in collinearity-check for rope() for models with less than two parameters.

• Fixed issue in print-method for mediation() with stanmvreg-models, which displays the wrong name for the response-value.

• Fixed issue in effective_sample() for models with only one parameter.

• rope_range() for BayesFactor models returns non-NA values ( #343 )

bayestestR 0.7.2

New functions

• mediation(), to compute average direct and average causal mediation effects of multivariate response models (brmsfit, stanmvreg).

Bug fixes

• bayesfactor_parameters() works with R<3.6.0.

bayestestR 0.7.0

General

• Preliminary support for stanfit objects.

• Added support for bayesQR objects.

Changes to functions

• weighted_posteriors() can now be used with data frames.

• Revised print() for describe_posterior().

• Improved value formatting for Bayesfactor functions.

Bug fixes

• Link transformation are now taken into account for emmeans objets. E.g., in describe_posterior().

• Fix diagnostic_posterior() when algorithm is not "sampling".

• Minor revisions to some documentations.

• Fix CRAN check issues for win-old-release.

bayestestR 0.6.0

Changes to functions

• describe_posterior() now also works on effectsize::standardize_posteriors().

• p_significance() now also works on parameters::simulate_model().

• rope_range() supports more (frequentis) models.

Bug fixes

• Fixed issue with plot() data.frame-methods of p_direction() and equivalence_test().

• Fix check issues for forthcoming insight-update.

bayestestR 0.5.3

General

• Support for bcplm objects (package cplm)

Changes to functions

• estimate_density() now also works on grouped data frames.

Bug fixes

• Fixed bug in weighted_posteriors() to properly weight Intercept-only BFBayesFactor models.

• Fixed bug in weighted_posteriors() when models have very low posterior probability ( #286 ).

• Fixed bug in describe_posterior(), rope() and equivalence_test() for brmsfit models with monotonic effect.

• Fixed issues related to latest changes in as.data.frame.brmsfit() from the brms package.

bayestestR 0.5.0

General

• Added p_pointnull() as an alias to p_MAP().

• Added si() function to compute support intervals.

• Added weighted_posteriors() for generating posterior samples averaged across models.

• Added plot()-method for p_significance().

• p_significance() now also works for brmsfit-objects.

• estimate_density() now also works for MCMCglmm-objects.

• equivalence_test() gets effects and component arguments for stanreg and brmsfit models, to print specific model components.

• Support for mcmc objects (package coda)

• Provide more distributions via distribution().

• Added distribution_tweedie().

• Better handling of stanmvreg models for describe_posterior(), diagnostic_posterior() and describe_prior().

Breaking changes

• point_estimate(): argument centrality default value changed from 'median' to 'all'.

• p_rope(), previously as exploratory index, was renamed as mhdior() (for Max HDI inside/outside ROPE), as p_rope() will refer to rope(..., ci = 1) ( #258 )

Bug fixes

• Fixed mistake in description of p_significance().

• Fixed error when computing BFs with emmGrid based on some non-linear models ( #260 ).

• Fixed wrong output for percentage-values in print.equivalence_test().

• Fixed issue in describe_posterior() for BFBayesFactor-objects with more than one model.

bayestestR 0.4.0

New functions / features

• convert_bayesian_to_frequentist() Convert (refit) Bayesian model as frequentist

• distribution_binomial() for perfect binomial distributions

• simulate_ttest() Simulate data with a mean difference

• simulate_correlation() Simulate correlated datasets

• p_significance() Compute the probability of Practical Significance (ps)

• overlap() Compute overlap between two empirical distributions

• estimate_density(): method = "mixture" argument added for mixture density estimation

Bug fixes

• Fixed bug in simulate_prior() for stanreg-models when autoscale was set to FALSE

bayestestR 0.3.0

General

• revised print()-methods for functions like rope(), p_direction(), describe_posterior() etc., in particular for model objects with random effects and/or zero-inflation component

New functions / features

• check_prior() to check if prior is informative

• simulate_prior() to simulate model's priors as distributions

• distribution_gamma() to generate a (near-perfect or random) Gamma distribution

• contr.bayes function for orthogonal factor coding (implementation from Singmann & Gronau's bfrms, used for proper prior estimation when factor have 3 levels or more. See Bayes factor vignette ## Changes to functions

• Added support for sim, sim.merMod (from arm::sim()) and MCMCglmm-objects to many functions (like hdi(), ci(), eti(), rope(), p_direction(), point_estimate(), ...)

• describe_posterior() gets an effects and component argument, to include the description of posterior samples from random effects and/or zero-inflation component.

• More user-friendly warning for non-supported models in bayesfactor()-methods

Bug fixes

• Fixed bug in bayesfactor_inclusion() where the same interaction sometimes appeared more than once (#223)

• Fixed bug in describe_posterior() for stanreg models fitted with fullrank-algorithm

bayestestR 0.2.5

Breaking changes

• rope_range() for binomial model has now a different default (-.18; .18 ; instead of -.055; .055)

• rope(): returns a proportion (between 0 and 1) instead of a value between 0 and 100

• p_direction(): returns a proportion (between 0.5 and 1) instead of a value between 50 and 100 (#168)

• bayesfactor_savagedickey(): hypothesis argument replaced by null as part of the new bayesfactor_parameters() function

New functions / features

• density_at(), p_map() and map_estimate(): method argument added

• rope(): ci_method argument added

• eti(): Computes equal-tailed intervals

• reshape_ci(): Reshape CIs between wide/long

• bayesfactor_parameters(): New function, replacing bayesfactor_savagedickey(), allows for computing Bayes factors against a point-null or an interval-null

• bayesfactor_restricted(): Function for computing Bayes factors for order restricted models

Minor changes

Bug fixes

• bayesfactor_inclusion() now works with R < 3.6.

bayestestR 0.2.2

Breaking changes

• equivalence_test(): returns capitalized output (e.g., Rejected instead of rejected)

• describe_posterior.numeric(): dispersion defaults to FALSE for consistency with the other methods

New functions / features

• pd_to_p() and p_to_pd(): Functions to convert between probability of direction (pd) and p-value

• Support of emmGrid objects: ci(), rope(), bayesfactor_savagedickey(), describe_posterior(), ...

Minor changes

• Improved tutorial 2

Bug fixes

• describe_posterior(): Fixed column order restoration

• bayesfactor_inclusion(): Inclusion BFs for matched models are more inline with JASP results.

bayestestR 0.2.0

Breaking changes

• plotting functions now require the installation of the see package

• estimate argument name in describe_posterior() and point_estimate() changed to centrality

• hdi(), ci(), rope() and equivalence_test() default ci to 0.89

• rnorm_perfect() deprecated in favour of distribution_normal()

• map_estimate() now returns a single value instead of a dataframe and the density parameter has been removed. The MAP density value is now accessible via attributes(map_output)$MAP_density

New functions / features

• describe_posterior(), describe_prior(), diagnostic_posterior(): added wrapper function

• point_estimate() added function to compute point estimates

• p_direction(): new argument method to compute pd based on AUC

• area_under_curve(): compute AUC

• distribution() functions have been added

• bayesfactor_savagedickey(), bayesfactor_models() and bayesfactor_inclusion() functions has been added

• Started adding plotting methods (currently in the see package) for p_direction() and hdi()

• probability_at() as alias for density_at()

• effective_sample() to return the effective sample size of Stan-models

• mcse() to return the Monte Carlo standard error of Stan-models

Minor changes

• Improved documentation

• Improved testing

• p_direction(): improved printing

• rope() for model-objects now returns the HDI values for all parameters as attribute in a consistent way

• Changes legend-labels in plot.equivalence_test() to align plots with the output of the print()-method (#78)

Bug fixes

• hdi() returned multiple class attributes (#72)

• Printing results from hdi() failed when ci-argument had fractional parts for percentage values (e.g. ci = 0.995).

• plot.equivalence_test() did not work properly for brms-models (#76).

bayestestR 0.1.0

• CRAN initial publication and 0.1.0 release

• Added a NEWS.md file to track changes to the package