Density Estimation

This function is a wrapper over different methods of density estimation. By default, it uses the base R density with by default uses a different smoothing bandwidth ("SJ") from the legacy default implemented the base R density function ("nrd0"). However, Deng \& Wickham suggest that method = "KernSmooth" is the fastest and the most accurate.

Usage

estimate_density(x, ...)

# S3 method for data.frame
estimate_density(
  x,
  method = "kernel",
  precision = 2^10,
  extend = FALSE,
  extend_scale = 0.1,
  bw = "SJ",
  ci = NULL,
  select = NULL,
  at = NULL,
  group_by = NULL,
  ...
)

Arguments

x

Vector representing a posterior distribution, or a data frame of such vectors. Can also be a Bayesian model. bayestestR supports a wide range of models (see, for example, methods("hdi")) and not all of those are documented in the 'Usage' section, because methods for other classes mostly resemble the arguments of the .numeric or .data.framemethods.

...

Currently not used.

method

Density estimation method. Can be "kernel" (default), "logspline" or "KernSmooth".

precision

Number of points of density data. See the n parameter in density.

extend

Extend the range of the x axis by a factor of extend_scale.

extend_scale

Ratio of range by which to extend the x axis. A value of 0.1 means that the x axis will be extended by 1/10 of the range of the data.

bw

See the eponymous argument in density. Here, the default has been changed for "SJ", which is recommended.

ci

The confidence interval threshold. Only used when method = "kernel". This feature is experimental, use with caution.

select

Character vector of column names. If NULL (the default), all numeric variables will be selected. Other arguments from datawizard::find_columns() (such as exclude) can also be used.

at

Optional character vector. If not NULL and input is a data frame, density estimation is performed for each group (subsets) indicated by at. See examples.

group_by

Deprecated in favour of at.

Note

There is also a plot()-method implemented in the see-package.

References

Deng, H., & Wickham, H. (2011). Density estimation in R. Electronic publication.

Examples

library(bayestestR)

set.seed(1)
x <- rnorm(250, mean = 1)

# Basic usage
density_kernel <- estimate_density(x) # default method is "kernel"

hist(x, prob = TRUE)
lines(density_kernel$x, density_kernel$y, col = "black", lwd = 2)
lines(density_kernel$x, density_kernel$CI_low, col = "gray", lty = 2)
lines(density_kernel$x, density_kernel$CI_high, col = "gray", lty = 2)
legend("topright",
  legend = c("Estimate", "95% CI"),
  col = c("black", "gray"), lwd = 2, lty = c(1, 2)
)


# Other Methods
density_logspline <- estimate_density(x, method = "logspline")
density_KernSmooth <- estimate_density(x, method = "KernSmooth")
density_mixture <- estimate_density(x, method = "mixture")


hist(x, prob = TRUE)
lines(density_kernel$x, density_kernel$y, col = "black", lwd = 2)
lines(density_logspline$x, density_logspline$y, col = "red", lwd = 2)
lines(density_KernSmooth$x, density_KernSmooth$y, col = "blue", lwd = 2)
lines(density_mixture$x, density_mixture$y, col = "green", lwd = 2)


# Extension
density_extended <- estimate_density(x, extend = TRUE)
density_default <- estimate_density(x, extend = FALSE)

hist(x, prob = TRUE)
lines(density_extended$x, density_extended$y, col = "red", lwd = 3)
lines(density_default$x, density_default$y, col = "black", lwd = 3)


# Multiple columns
head(estimate_density(iris))
#>      Parameter        x          y
#> 1 Sepal.Length 4.300000 0.09650527
#> 2 Sepal.Length 4.303519 0.09766644
#> 3 Sepal.Length 4.307038 0.09883222
#> 4 Sepal.Length 4.310557 0.10001063
#> 5 Sepal.Length 4.314076 0.10119336
#> 6 Sepal.Length 4.317595 0.10238484
head(estimate_density(iris, select = "Sepal.Width"))
#>     Parameter        x          y
#> 1 Sepal.Width 2.000000 0.04651972
#> 2 Sepal.Width 2.002346 0.04733324
#> 3 Sepal.Width 2.004692 0.04816144
#> 4 Sepal.Width 2.007038 0.04899919
#> 5 Sepal.Width 2.009384 0.04984690
#> 6 Sepal.Width 2.011730 0.05071174

# Grouped data
head(estimate_density(iris, at = "Species"))
#>      Parameter        x         y Species
#> 1 Sepal.Length 4.300000 0.2355986  setosa
#> 2 Sepal.Length 4.301466 0.2375879  setosa
#> 3 Sepal.Length 4.302933 0.2395766  setosa
#> 4 Sepal.Length 4.304399 0.2415640  setosa
#> 5 Sepal.Length 4.305865 0.2435508  setosa
#> 6 Sepal.Length 4.307331 0.2455353  setosa
head(estimate_density(iris$Petal.Width, at = iris$Species))
#>           x        y  Group
#> 1 0.1000000 9.011872 setosa
#> 2 0.1004888 8.955399 setosa
#> 3 0.1009775 8.792239 setosa
#> 4 0.1014663 8.528268 setosa
#> 5 0.1019550 8.172719 setosa
#> 6 0.1024438 7.737660 setosa
if (FALSE) {
# rstanarm models
# -----------------------------------------------
library(rstanarm)
model <- stan_glm(mpg ~ wt + gear, data = mtcars, chains = 2, iter = 200, refresh = 0)
head(estimate_density(model))

library(emmeans)
head(estimate_density(emtrends(model, ~1, "wt")))

# brms models
# -----------------------------------------------
library(brms)
model <- brms::brm(mpg ~ wt + cyl, data = mtcars)
estimate_density(model)
}