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library(bellreg)
data(faults)
# ML approach:
mle <- bellreg(nf ~ lroll, data = faults, approach = "mle")
summary(mle)
#> Call:
#> bellreg(formula = nf ~ lroll, data = faults, approach = "mle")
#>
#> Coefficients:
#> Estimate StdErr z.value p.value
#> (Intercept) 0.98524443 0.33219412 2.9659 0.003018 **
#> lroll 0.00190935 0.00049003 3.8964 9.765e-05 ***
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> logLik = -88.96139 AIC = 181.9228
# Bayesian approach:
bayes <- bellreg(nf ~ lroll, data = faults, approach = "bayes", refresh = FALSE)
summary(bayes)
#>
#> bellreg(formula = nf ~ lroll, data = faults, approach = "bayes",
#> refresh = FALSE)
#>
#> mean se_mean sd 2.5% 25% 50% 75% 97.5% n_eff Rhat
#> (Intercept) 0.991 0.007 0.331 0.329 0.767 1.000 1.212 1.625 2103.403 1.000
#> lroll 0.002 0.000 0.000 0.001 0.002 0.002 0.002 0.003 2394.623 0.999
#>
#> Inference for Stan model: bellreg.
#> 4 chains, each with iter=2000; warmup=1000; thin=1;
#> post-warmup draws per chain=1000, total post-warmup draws=4000.
log_lik <- loo::extract_log_lik(bayes$fit)
loo::loo(log_lik)
#>
#> Computed from 4000 by 32 log-likelihood matrix.
#>
#> Estimate SE
#> elpd_loo -91.0 3.9
#> p_loo 2.0 0.6
#> looic 182.1 7.9
#> ------
#> MCSE of elpd_loo is 0.0.
#> MCSE and ESS estimates assume independent draws (r_eff=1).
#>
#> All Pareto k estimates are good (k < 0.7).
#> See help('pareto-k-diagnostic') for details.
loo::waic(log_lik)
#> Warning:
#> 1 (3.1%) p_waic estimates greater than 0.4. We recommend trying loo instead.
#>
#> Computed from 4000 by 32 log-likelihood matrix.
#>
#> Estimate SE
#> elpd_waic -91.0 3.9
#> p_waic 1.9 0.6
#> waic 182.0 7.9
#>
#> 1 (3.1%) p_waic estimates greater than 0.4. We recommend trying loo instead.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.