Closed spsanderson closed 2 years ago
Here is the code:
util_beta_param_estimate <- function(.x, .auto_gen_with_empirical = TRUE){ # Tidyeval ---- x_term <- as.numeric(.x) minx <- min(x_term) maxx <- max(x_term) # Checks ---- if (!is.numeric(x_term)){ rlang::abort( "The '.x' parameter must be numeric." ) } if (minx < 0 | maxx > 1){ rlang::inform( message = "For the beta distribution, its mean 'mu' should be 0 < mu < 1. The data will therefore be scaled to enforce this.", use_cli_format = TRUE ) x_term <- healthyR.ai::hai_scale_zero_one_vec(x_term) scaled <- TRUE } else { rlang::inform( message = "There was no need to scale the data.", use_cli_format = TRUE ) x_term <- x_term scaled <- FALSE } # Get params ---- n <- length(x_term) m <- mean(x_term, na.rm = TRUE) s2 <- var(x_term, na.rm = TRUE) # wikipedia generic alpha <- m * n beta <- sqrt(((1- m) * n)^2) # https://itl.nist.gov/div898/handbook/eda/section3/eda366h.htm p <- m * (((m * (1- m))/s2) - 1) q <- (1 - m) * (((m * (1 - m))/s2) - 1) if (p < 0){ p <- sqrt((p)^2) } if (q < 0){ q <- sqrt((q)^2) } # EnvStats term <- ((m * (1 - m))/(((n - 1)/n) * s2)) - 1 esshape1 <- m * term esshape2 <- (1 - m) * term # Return Tibble ---- if (.auto_gen_with_empirical){ te <- tidy_empirical(.x = x_term) td <- tidy_beta(.n = n, .shape1 = p, .shape2 = q) combined_tbl <- tidy_combine_distributions(te, td) } ret <- dplyr::tibble( dist_type = rep('Beta', 3), samp_size = rep(n, 3), min = rep(minx, 3), max = rep(maxx, 3), mean = rep(m, 3), variance = rep(s2, 3), method = c("Bayes", "NIST_MME", "EnvStats_MME"), shape1 = c(alpha, p, esshape1), shape2 = c(beta, q, esshape2), shape_ratio = c(alpha/beta, p/q, esshape1/esshape2) ) # Return ---- attr(ret, "tibble_typle") <- "beta_parameter_estimation" attr(ret, "x_term") <- .x attr(ret, "scaled") <- scaled attr(ret, "n") <- n if (.auto_gen_with_empirical){ output <- list( combined_tbl, ret ) } else { output <- ret } return(output) }
Here is a working example:
alpha <- 2.5 beta <- 0.5 tb <- tidy_beta(.n = 32, .shape1 = alpha, .shape2 = beta, .num_sims = 1) %>% group_by(x) %>% # groups by each observation, if sim_number then takes mean of the sim summarise(y = mean(y)) %>% ungroup() %>% pull(y) > params <- util_beta_param_estimate(tb) There was no need to scale the data. > params # A tibble: 3 x 10 dist_type samp_size min max mean variance method shape1 shape2 shape_ratio <chr> <int> <dbl> <dbl> <dbl> <dbl> <chr> <dbl> <dbl> <dbl> 1 Beta 32 0.212 1.00 0.798 0.0539 Bayes 25.5 6.48 3.94 2 Beta 32 0.212 1.00 0.798 0.0539 NIST_MME 1.59 0.404 3.94 3 Beta 32 0.212 1.00 0.798 0.0539 EnvStats_MME 1.67 0.424 3.94 > attributes(params) $class [1] "tbl_df" "tbl" "data.frame" $row.names [1] 1 2 3 $names [1] "dist_type" "samp_size" "min" "max" "mean" "variance" [7] "method" "shape1" "shape2" "shape_ratio" $tibble_typle [1] "beta_parameter_estimation" $x_term [1] 0.9935692 0.5702770 0.9768198 0.9835949 0.9743270 0.9933977 0.8366687 0.9911934 0.2116736 [10] 0.9996197 0.6960581 0.8134849 0.9998215 0.7535200 0.5729446 0.9466399 0.9934446 0.9822580 [19] 0.4181436 0.5219418 0.9457714 0.4061314 0.6482816 0.9421323 0.9943604 0.7716284 0.7928856 [28] 0.7834011 0.9999155 0.8963023 0.8547636 0.2587532 $scaled [1] FALSE $n [1] 32
Here is the code:
Here is a working example: