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Documentation for the Stan language and CmdStan
https://mc-stan.org/docs/
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missing R code to generate plots in users guide #32

Open mitzimorris opened 5 years ago

mitzimorris commented 5 years ago

Summary:

markdown code includes png (speeds up build), but we don't have the R code checked in which generates these images.

Description:

following files include pngs - need code which creates these

./stan-users-guide/simple-examples.Rmd
14:    dev = "png",
209:![Golf diagram](img/golfpicture.png)
./stan-users-guide/problematic-posteriors.Rmd
250:![Two intercepts with improper prior](img/non-identified.png)
254:![Two intercepts with proper prior](img/non-identified-plus-prior.png)
258:![Single intercepts with improper prior](img/one-param-identified.png)
./stan-users-guide/efficiency-tuning.Rmd
268:![Neal's funnel density](img/funnel.png)
297:![](img/funnel-fit.png)

Additional Information:

Provide any additional information here.

Current Version:

v2.18.0

mitzimorris commented 5 years ago

was file stan-dev/stan/src/docs/users-guide/R/funnel-fit.R:

funnel_fit <- stan(file='../../../models/misc/funnel/funnel_reparam.stan')
funnel_samples <- extract(funnel_fit,permuted=TRUE,inc_warmup=FALSE);
funnel_df <- data.frame(x1=funnel_samples$x[,1],y=funnel_samples$y[])
ggp <- 
  ggplot(funnel_df,aes(x=x1,y=y)) +
  coord_cartesian(xlim=c(-20,20), ylim=c(-9,9)) + 
  scale_x_continuous("x[1]", expand=c(0,0), breaks=c(-20,-10,0,10,20)) + 
  scale_y_continuous("y", expand=c(0,0), breaks=c(-9,-6,-3,0,3,6,9)) +
  labs(title="Funnel Samples (transformed model)\n") +
  geom_point(shape='.', alpha=1, color="black")

png(filename="funnel-fit.png", width=1200,height=1200,res=300);
print(ggp);
dev.off();
mitzimorris commented 5 years ago

was file stan-dev/stan/src/docs/users-guide/R/funnel-plot.R:

library("ggplot2");

p_funnel <- function(x1,y) {
  return(dnorm(y,0.0,3.0,log=TRUE) + dnorm(x1,0.0,exp(y/2),log=TRUE));
}

K = 200;

x1 <- rep(0,(K+1)^2);
y <- rep(0,(K+1)^2);
log_p_y_x1 <- rep(0,(K+1)^2);
pos <- 1;
for (m in 1:(K+1)) {
  for (n in 1:(K+1)) {
    y[pos] <- -9.0 + 18.0 * (m - 1) / K;    
    x1[pos] <- -20.0 + 40.0 * (n - 1) / K;
    log_p_y_x1[pos] <- p_funnel(x1[pos],y[pos]);
    pos <- pos + 1;
  }
}

library("scales");

df <- data.frame(x1=x1,
                y=y,
                log_p_y_x1=log_p_y_x1);
funnel_plot <-
     ggplot(df, aes(x1,y,fill = log_p_y_x1)) +
     labs(title = "Funnel Density (log scale)\n") +
     geom_tile() +
     scale_x_continuous("x[1]",expand=c(0,0),limits=c(-20,20), breaks=c(-20,-10,0,10,20)) +
     scale_y_continuous(expand=c(0,0),limits=c(-9,9), breaks=c(-9,-6,-3,0,3,6,9)) +
     scale_fill_gradient2("log p(y,x[1])\n",
                          limits=c(-18,2),   
                          midpoint=-6.75, mid="lightyellow",
                          low="gray95", high="darkblue", na.value="transparent",
                          breaks=c(0,-8,-16),
                          labels=c("0","-8","-16"));

png(filename="funnel.png", width=1500,height=1200,res=300);
print(funnel_plot);
dev.off();
mitzimorris commented 5 years ago

was stan-dev/stan/src/docs/users-guide/R/non-identified-plot.R:

library(ggplot2);
library(grid);

N <- 100;
y <- rnorm(N);

loc_sum <- function(lambda1,lambda2) {
  sum(dnorm(y,lambda1 + lambda2, 1, log=TRUE));
}

loc_sum_prior <- function(lambda1,lambda2) {
  sum(dnorm(y,lambda1 + lambda2, 1, log=TRUE)) + 
  sum(dnorm(c(lambda1,lambda2),0,1,log=TRUE));
}

one_param <- function(xs) {  
  dta <- rnorm(100,0,1);
  result <- rep(NA, length(xs));
  i <- 1;
  for (x in xs) {
    result[i] <- sum(dnorm(dta,xs[i],1,log=TRUE));
    i <- i + 1;
  } 
  return(result);
}
p_one_param <-
  ggplot(data.frame(mu=c(-20, 20)), aes(mu)) +
  labs(title = "Proper Posterior (without Prior)\n") + 
  stat_function(fun=one_param) +
  labs(x=expression(mu), y="log p") +
  theme(aspect.ratio=1,
        panel.border=element_blank(),
        plot.margin=unit(c(0,0,0,0),"cm"),
        text=element_text(size=28),
        axis.title=element_text(size=32));
png(res=100,height=800,width=900,file="one_param_identified.png");
print(p_one_param);
dev.off();

K <- 500;
ub <- 25;
lambda_1 <- seq(-ub,ub,len=K);
lambda_2 <- seq(-ub,ub,len=K);

v_lambda_1 <- rep(NA,K^2);
v_lambda_2 <- rep(NA,K^2);
v_density <- rep(NA,K^2);

# use prior (loc_sum_prior)
pos <- 1;
for (m in 1:K) {
  for (n in 1:K) {
    v_lambda_1[pos] <- lambda_1[m];
    v_lambda_2[pos] <- lambda_2[n];
    v_density[pos] <- loc_sum_prior(lambda_1[m], lambda_2[n]);
    pos <- pos + 1;
  }
}
df_vals <- list(lambda_1=v_lambda_1,lambda_2=v_lambda_2,log_density=v_density);
df_prior <- as.data.frame(df_vals);

# plot and save as png

p_prior <- 
 ggplot(df_prior,aes(x=lambda_1,y=lambda_2,fill=log_density)) +
 labs(title = "Proper Posterior (with Prior)\n") + 
 geom_tile() +
 labs(x=expression(lambda[1]), y=expression(lambda[2])) + 
 scale_fill_gradient2("log p",
                      limits=c(-600,-120),
                      midpoint=-400, low="gray95", high="darkblue",
                      mid="lightyellow", na.value="transparent",      
                      breaks=c(-200, -400, -600),   
                      labels=c("-200", "-400", "-600")) +
  scale_x_continuous(expand = c(0, 0)) +
  scale_y_continuous(expand = c(0, 0)) +
  theme(aspect.ratio=1,
        panel.border=element_blank(),
        plot.margin=unit(c(0,0,0,0),"cm"),
        text=element_text(size=28),
        axis.title=element_text(size=32),
        legend.title=element_text(size=30,face="plain",color="gray25"), 
        legend.text=element_text(size=20,color="gray40"),
        legend.margin=unit(0.3,"cm") )

png(res=100,height=800,width=900,file="non-identified-plus-prior.png");
plot(p_prior)
dev.off();
plot(p_prior)

# no prior (loc_sum)
pos <- 1;
for (m in 1:K) {
  for (n in 1:K) {
    v_density[pos] <- loc_sum(lambda_1[m], lambda_2[n]);
    pos <- pos + 1;
  }
}
df_vals <- list(lambda_1=v_lambda_1,lambda_2=v_lambda_2,log_density=v_density);
df_no_prior <- as.data.frame(df_vals);

# plot and save as png

p_no_prior <- 
 ggplot(df_no_prior,aes(x=lambda_1,y=lambda_2,fill=log_density)) +
 labs(title = "Improper Posterior (without Prior)\n") + 
 geom_tile() +
 labs(x=expression(lambda[1]), y=expression(lambda[2])) +
 scale_x_continuous(expand = c(0, 0)) +
 scale_y_continuous(expand = c(0, 0)) +
 scale_fill_gradient2("log p",
                      limits=c(-600,-120),
                      midpoint=-400, low="gray95", high="darkblue",
                      mid="lightyellow", na.value="transparent",
                      breaks=c(-200, -400, -600),   
                      labels=c("-200", "-400", "-600") ) +
 theme(aspect.ratio=1,
        panel.border=element_blank(),
        plot.margin=unit(c(0,0,0,0),"cm"),
        text=element_text(size=28),
        axis.title=element_text(size=32),
        legend.title=element_text(size=30,face="plain",color="gray25"), 
        legend.text=element_text(size=20,color="gray40"),
        legend.margin=unit(0.3,"cm") )

  theme(aspect.ratio=1,text=element_text(size=28),
        axis.title=element_text(size=32),
        legend.margin=unit(0.3,"cm"));

png(res=100,height=800,width=900,file="non-identified.png")
print(p_no_prior)
dev.off();