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waspr

CRAN_Status_Badge DOI

The goal of waspr is to compute Wasserstein barycenters of subset posteriors.

Installation

The R-package waspr can be installed from CRAN as follows:

install.packages("waspr")

You can install a beta-version of waspr from github with:

install.packages("devtools")
devtools::install_github("joliencremers/waspr")

Citation

To cite the package ‘waspr’ in publications use:

Jolien Cremers (2020). waspr: Wasserstein Barycenters of Subset Posteriors. R package version 1.0.1. https://CRAN.R-project.org/package=waspr

or

Jolien Cremers (2020). waspr: Wasserstein Barycenters of Subset Posteriors. Zenodo, doi: 10.5281/zenodo.3971910

Example

This is a basic example which shows you how to compute the Wasserstein barycenter from a set of MCMC outputs for several data subsets. A more extensive explanation of the usage of the package can be found in the Tutorial vignette.

library(waspr)
#> 
#> Attaching package: 'waspr'
#> The following object is masked from 'package:base':
#> 
#>     summary

wasp(pois_logistic,
     par.names = c("beta_s", "alpha_l", "beta_l",
                   "baseline_sigma", "baseline_mu",
                   "correlation", "sigma_s", "sigma_l"))
#> 
#> 
#> WASP 
#> 
#> Call: 
#> wasp(mcmc = pois_logistic, par.names = c("beta_s", "alpha_l", 
#>     "beta_l", "baseline_sigma", "baseline_mu", "correlation", 
#>     "sigma_s", "sigma_l"))
#> 
#> Swapping algorithm: 
#> iter = 10
#> acc = 0.001
#> 
#> MCMC: 
#> subsets = 8
#> parameters = 8
#> samples = 450
#> 
#> Posterior summary of the Wasserstein Barycenter: 
#>                      mean       mode         sd      LB HPD     UB HPD
#> beta_s          0.5527601  0.5518034 0.10988949  0.36598187  0.7896041
#> alpha_l         2.6811079  2.6959176 0.19199304  2.30380675  3.0295802
#> beta_l          0.7508520  0.7339988 0.21631011  0.37281283  1.1740767
#> baseline_sigma  0.3563222  0.3811609 0.06859910  0.21910807  0.4870079
#> baseline_mu    -0.8008872 -0.7516167 0.10867533 -1.01168299 -0.5944583
#> correlation     0.1732170  0.1392670 0.07437737  0.02824474  0.3059979
#> sigma_s         1.7225455  1.7535499 0.17920847  1.40126462  2.0610585
#> sigma_l         1.2190297  1.2612822 0.07558163  1.06768047  1.3569757

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.