Tidying methods for MCMC (Stan, JAGS, etc.) fits

# S3 method for MCMCglmm
tidy(x, effects = c("fixed", "ran_pars"), scales = NULL, ...)

tidyMCMC(
  x,
  pars,
  robust = FALSE,
  conf.int = FALSE,
  conf.level = 0.95,
  conf.method = c("quantile", "HPDinterval"),
  drop.pars = c("lp__", "deviance"),
  rhat = FALSE,
  ess = FALSE,
  index = FALSE,
  ...
)

# S3 method for rjags
tidy(
  x,
  robust = FALSE,
  conf.int = FALSE,
  conf.level = 0.95,
  conf.method = "quantile",
  ...
)

# S3 method for stanfit
tidy(
  x,
  pars,
  robust = FALSE,
  conf.int = FALSE,
  conf.level = 0.95,
  conf.method = c("quantile", "HPDinterval"),
  drop.pars = c("lp__", "deviance"),
  rhat = FALSE,
  ess = FALSE,
  index = FALSE,
  ...
)

# S3 method for mcmc
tidy(
  x,
  pars,
  robust = FALSE,
  conf.int = FALSE,
  conf.level = 0.95,
  conf.method = c("quantile", "HPDinterval"),
  drop.pars = c("lp__", "deviance"),
  rhat = FALSE,
  ess = FALSE,
  index = FALSE,
  ...
)

# S3 method for mcmc.list
tidy(
  x,
  pars,
  robust = FALSE,
  conf.int = FALSE,
  conf.level = 0.95,
  conf.method = c("quantile", "HPDinterval"),
  drop.pars = c("lp__", "deviance"),
  rhat = FALSE,
  ess = FALSE,
  index = FALSE,
  ...
)

Arguments

x: a model fit to be converted to a data frame
effects: which effects (fixed, random, etc.) to return
scales: scales on which to report results
...: mostly unused; for tidy.MCMCglmm, these represent options passed through to tidy.mcmc (e.g. robust, conf.int, conf.method, ...)
pars: (character) specification of which parameters to include
robust: use mean and standard deviation (if FALSE) or median and mean absolute deviation (if TRUE) to compute point estimates and uncertainty?
conf.int: (logical) include confidence interval?
conf.level: probability level for CI
conf.method: method for computing confidence intervals ("quantile" or "HPDinterval")
drop.pars: Parameters not to include in the output (such as log-probability information)
rhat, ess: (logical) include Rhat and/or effective sample size estimates?
index: Add index column, remove index from term. For example, term a[13] becomes term a and index 13.

Examples

if (require("MCMCglmm")) {
  ## original model
  if (FALSE) {
      mm0 <- MCMCglmm(Reaction ~ Days,
                 random = ~Subject, data = sleepstudy,
                 nitt=4000,
                 pr = TRUE
             )
   }
   ## load stored object
   load(system.file("extdata","MCMCglmm_example.rda",
                                     package="broom.mixed"))
   tidy(mm0)
   tidy(mm1)
   tidy(mm2)
   tail(tidy(mm0,effects="ran_vals"))
}
#> Loading required package: MCMCglmm
#> Warning: there is no package called ‘MCMCglmm’

# Using example from "RStan Getting Started"
# https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started

model_file <- system.file("extdata", "8schools.stan", package = "broom.mixed")
schools_dat <- list(J = 8,
                    y = c(28,  8, -3,  7, -1,  1, 18, 12),
                    sigma = c(15, 10, 16, 11,  9, 11, 10, 18))
## original model
if (FALSE) {
    set.seed(2015)
    rstan_example <- rstan::stan(file = model_file, data = schools_dat,
                         iter = 1000, chains = 2, save_dso = FALSE)
}
if (require(rstan)) {
   ## load stored object
   rstan_example <- readRDS(system.file("extdata", "rstan_example.rds", package = "broom.mixed"))
   tidy(rstan_example)
   tidy(rstan_example, conf.int = TRUE, pars = "theta")
   td_mean <- tidy(rstan_example, conf.int = TRUE)
   td_median <- tidy(rstan_example, conf.int = TRUE, robust = TRUE)
   
   if (require(dplyr) && require(ggplot2)) {
       tds <- (dplyr::bind_rows(list(mean=td_mean, median=td_median), .id="method")
          %>% mutate(type=ifelse(grepl("^theta",term),"theta",
            ifelse(grepl("^eta",term),"eta",
                  "other")))
      )

     ggplot(tds, aes(estimate, term)) +
      geom_errorbarh(aes(xmin = conf.low, xmax = conf.high),height=0) +
      geom_point(aes(color = method))+
      facet_wrap(~type,scale="free",ncol=1)
 } ## require(dplyr,ggplot2)
} ## require(rstan)
#> Loading required package: rstan
#> Warning: there is no package called ‘rstan’
if (require(R2jags)) {
   ## see help("jags",package="R2jags")
   ## and  example("jags",package="R2jags")
   ## for details
   ## load stored object
   R2jags_example <- readRDS(system.file("extdata", "R2jags_example.rds", package = "broom.mixed"))
   tidy(R2jags_example)
   tidy(R2jags_example, conf.int=TRUE, conf.method="quantile")
}
#> Loading required package: R2jags
#> Warning: there is no package called ‘R2jags’