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rstan

stanfit-method-pairs

Create a matrix of output plots from a stanfit object

Description

A pairs method that is customized for MCMC output

Usage

## S3 method for class 'stanfit'
pairs(x, labels = NULL, panel = NULL, ..., 
    lower.panel = NULL, 
    upper.panel = NULL, diag.panel = NULL, text.panel = NULL, 
    label.pos = 0.5 + 1/3, cex.labels = NULL, font.labels = 1, 
    row1attop = TRUE, gap = 1, log = "", pars = NULL, include = TRUE,
    condition = "accept_stat__")

Arguments

x

An object of S4 class stanfit
labels, panel, ..., lower.panel, upper.panel, diag.panel

Same as in pairs syntactically but see the Details section for different default arguments
text.panel, label.pos, cex.labels, font.labels, row1attop, gap

Same as in pairs.default
log

Same as in pairs.default, which makes it possible to utilize logarithmic axes and additionally accepts log = TRUE. See the Details section.
pars

If not NULL, a character vector indicating which quantities to include in the plots, which is passed to extract. Thus, by default, all unknown quantities are included, which may be far too many to visualize on a small computer screen. If include = FALSE, then the named parameters are excluded from the plot.
condition

If NULL, it will plot roughly half of the chains in the lower panel and the rest in the upper panel. An integer vector can be passed to select some subset of the chains, of which roughly half will be plotted in the lower panel and the rest in the upper panel. A list of two integer vectors can be passed, each specifying a subset of the chains to be plotted in the lower and upper panels respectively.

A single number between zero and one exclusive can be passed, which is interpreted as the proportion of realizations (among all chains) to plot in the lower panel starting with the first realization in each chain, with the complement (from the end of each chain) plotted in the upper panel.

A (possibly abbreviated) character vector of length one can be passed among "accept_stat__", "stepsize__", "treedepth__", "n_leapfrog__", "divergent__",, "energy__", or "lp__", which are the variables produced by get_sampler_params and get_logposterior. In that case the lower panel will plot realizations that are below the median of the indicated variable (or are zero in the case of "divergent__") and the upper panel will plot realizations that are greater than or equal to the median of the indicated variable (or are one in the case of "divergent__"). Finally, any logical vector whose length is equal to the product of the number of iterations and the number of chains can be passed, in which case realizations corresponding to FALSE and TRUE will be plotted in the lower and upper panel respectively. The default is "accept_stat__".
include

Logical scalar indicating whether to include (the default) or exclude the parameters named in the pars argument from the plot.

Details

This method differs from the default pairs method in the following ways. If unspecified, the smoothScatter function is used for the off-diagonal plots, rather than points, since the former is more appropriate for visualizing thousands of draws from a posterior distribution. Also, if unspecified, histograms of the marginal distribution of each quantity are placed on the diagonal of the plot, after pooling all of the chains specified by the chain\_id argument.

The draws from the warmup phase are always discarded before plotting.

By default, the lower (upper) triangle of the plot contains draws with below (above) median acceptance probability. Also, if condition is not "divergent__", red points will be superimposed onto the smoothed density plots indicating which (if any) iterations encountered a divergent transition. Otherwise, yellow points indicate a transition that hit the maximum treedepth rather than terminated its evolution normally.

You may very well want to specify the log argument for non-negative parameters. However, the pairs function will drop (with a message) parameters that are either constant or duplicative with previous parameters. For example, if a correlation matrix is included among pars, then neither its diagonal elements (which are always 1) nor its upper triangular elements (which are the same as the corresponding lower triangular elements) will be included. Thus, if log is an integer vector, it needs to pertain to the parameters after constant and duplicative ones are dropped. It is perhaps easiest to specify log = TRUE, which will utilize logarithmic axes for all non-negative parameters, except lp__ and any integer valued quantities.

See Also

S4 class stanfit and its method extract as well as the pairs generic function. Also, see get_sampler_params and get_logposterior.

Examples

example(read_stan_csv)
pairs(fit, pars = c("mu", "sigma", "alpha", "lp__"), log = TRUE, las = 1)
# sigma and alpha will have logarithmic axes
rstan

R Interface to Stan

v2.21.2
GPL (>= 3)
Authors
Jiqiang Guo [aut], Jonah Gabry [aut], Ben Goodrich [cre, aut], Sebastian Weber [aut], Daniel Lee [ctb], Krzysztof Sakrejda [ctb], Modrak Martin [ctb], Trustees of Columbia University [cph], Oleg Sklyar [cph] (R/cxxfunplus.R), The R Core Team [cph] (R/pairs.R, R/dynGet.R), Jens Oehlschlaegel-Akiyoshi [cph] (R/pairs.R), John Maddock [cph] (gamma.hpp), Paul Bristow [cph] (gamma.hpp), Nikhar Agrawal [cph] (gamma.hpp), Christopher Kormanyos [cph] (gamma.hpp), Bronder Steve [ctb]
Initial release
2020-07-27

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