Bernoulli model, data cloning
{r, echo=FALSE}
inputPanel(
sliderInput("p", label = "Probability (true)",
min = 0, max = 1, value = 0.3, step = 0.05),
sliderInput("n", label = "Sample size",
min = 1, max = 50, value = 10, step = 5),
sliderInput("a", label = "Beta prior shape parameter a",
min = 0, max = 2, value = 1, step = 0.1),
sliderInput("b", label = "Beta prior shape parameter b",
min = 0, max = 2, value = 1, step = 0.1),
sliderInput("K", label = "Number of clones",
min = 1, max = 100, value = 1, step = 10),
radioButtons("scale", label="Scale",
c("Probability (0, 1)" = "prob",
"Logit (-Inf, Inf)" = "logit")),
sliderInput("seed", label = "Random seed",
min = 0, max = 100, value = 0, step = 10)
)
renderPlot({
par(las = 1)
set.seed(input$seed)
y <- rbinom(n = input$n, size = 1, p = input$p)
yk <- rep(y, input$K)
BY <- 0.0005
pval <- seq(0.001, 0.999, by = BY)
fLik <- function(p, y)
sum(dbinom(y, size = 1, prob = p, log=TRUE))
Lik <- exp(sapply(pval, fLik, y=yk))
if (all(Lik <= 0)) {
est <- optimize(fLik, c(0.001, 0.999), y=yk, maximum=TRUE)$maximum
Lik[which.min(abs(pval - est))] <- 1
}
if (input$scale == "prob") {
p <- input$p
fPri <- function(p, shape1=0.5, shape2=0.5)
dbeta(p, shape1, shape2)
Pri <- sapply(pval, fPri, input$a, input$b)
} else {
p <- qlogis(input$p)
N <- 10^5
x <- rbeta(N, input$a, input$b)
br <- c(0.001, seq(0.001+BY/2, 0.999-BY/2, by = BY), 0.999)
d <- as.numeric(table(cut(x, breaks=br))) / N
pval <- qlogis(pval)
g <- diff(qlogis(br))
gy <- d / g
Pri <- smooth.spline(pval, gy)$y
}
Pos <- Lik * Pri
M <- cbind(Pri=Pri/max(Pri),
Lik=Lik/max(Lik),
Pos=Pos/max(Pos))
Col <- c("#cccccc", "#3498db", "#f39c12")
matplot(pval, M, type = "l",
col=Col, lwd=2, lty=1,
ylab = "Density", xlab="p",
sub=paste0("Mean = ", round(mean(y[1:input$n]), 2), " (",
sum(1-y[1:input$n]), " 0s & ", sum(y[1:input$n]), " 1s)"),
main = paste0("True value = ", round(p, 2),
", Posterior mode = ", round(pval[which.max(Pos)], 2)))
abline(v = p, lwd = 2, col = "#c7254e")
abline(v = pval[which.max(Pos)], lwd = 2, col = "#18bc9c")
legend("topleft",lty=1, lwd=2, col=Col, bty="n",
legend=c("Prior","Likelihood","Posterior"))
})