adding spike and slab prior distributions (#17)

* adding bernoulli prior distribution * adding spike and slab prior (part I) * adding JAGS code for bernoulli * adding spike and slab prior (part II) * fixing spike and slab * spike and slab JAGS implementation (J * 1st part of the vignette * JAFS_inference_summary and adding posterior summary for spike and slab priors * update the vignette * Update BayesTools_model_tables.Rd * JAGS_diagnostics functions * adding marginal likelihood computation and allowing other types of prior distributions for the indicator * update vignette * removing spike and slab prior computation - as it's impossible with the current bridge sampling right now * changing the default prior for inclusion * changing the spike and slab prior specification again * allowing factor prior distributions in spike and slab priors * JAGS summary functions for factors * news and check * Update REFERENCES.bib * Update R-CMD-check.yaml based on: https://github.com/ropensci/jagstargets
FBartos · Jun 16, 2022 · d6788d5 · d6788d5
1 parent 9e66c03
commit d6788d5
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diff --git a/.github/workflows/R-CMD-check.yaml b/.github/workflows/R-CMD-check.yaml
@@ -1,5 +1,3 @@
-# For help debugging build failures open an issue on the RStudio community with the 'github-actions' tag.
-# https://community.rstudio.com/new-topic?category=Package%20development&tags=github-actions
 on:
   push:
     branches:
@@ -24,64 +22,84 @@ jobs:
       fail-fast: false
       matrix:
         config:
+        #  - {os: macOS-latest,   r: 'release'}
           - {os: windows-latest, r: 'release'}
-          - {os: ubuntu-20.04,   r: 'release', rspm: "https://packagemanager.rstudio.com/cran/__linux__/focal/latest"}
-          - {os: ubuntu-20.04,   r: 'devel',   rspm: "https://packagemanager.rstudio.com/cran/__linux__/focal/latest", http-user-agent: "R/4.1.0 (ubuntu-20.04) R (4.1.0 x86_64-pc-linux-gnu x86_64 linux-gnu) on GitHub Actions" }
-          - {os: macOS-latest,   r: 'release'} 
+          - {os: ubuntu-latest,   r: 'devel', http-user-agent: 'release'}
+          - {os: ubuntu-latest,   r: 'release'}
+        #  - {os: ubuntu-latest,   r: 'oldrel-1'}
 
     env:
-      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
       RSPM: ${{ matrix.config.rspm }}
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+      R_REMOTES_NO_ERRORS_FROM_WARNINGS: false
+      NOT_CRAN: true
 
     steps:
       - uses: actions/checkout@v2
 
-      - uses: r-lib/actions/setup-r@v1
+      - uses: r-lib/actions/setup-r@master
         with:
           r-version: ${{ matrix.config.r }}
 
-      - uses: r-lib/actions/setup-pandoc@v1
+      - uses: r-lib/actions/setup-pandoc@master
 
       - name: Query dependencies
         run: |
           install.packages('remotes')
           saveRDS(remotes::dev_package_deps(dependencies = TRUE), ".github/depends.Rds", version = 2)
-          writeLines(sprintf("R-%i.%i", getRversion()$major, getRversion()$minor), ".github/R-version")
         shell: Rscript {0}
 
-      - name: Restore R package cache
-        uses: actions/cache@v2
+      - name: Cache R packages
+        if: runner.os != 'Windows'
+        uses: actions/cache@v1
         with:
           path: ${{ env.R_LIBS_USER }}
-          key: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-${{ hashFiles('.github/depends.Rds') }}
-          restore-keys: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-
-
-      - name: Install system dependencies
-        if: runner.os == 'Linux'
-        run: |
-          while read -r cmd
-          do
-            eval sudo $cmd
-          done < <(Rscript -e 'writeLines(remotes::system_requirements("ubuntu", "20.04"))')
+          key: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('.github/depends.Rds') }}
+          restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-3-
 
-      - name: Install JAGS (windows-latest)
+      - name: Set path for RTools 4.0
+        if: runner.os == 'Windows'
+        run: echo "C:/rtools40/usr/bin;C:/rtools40/mingw64/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
+
+      - name: Install most Windows system dependencies
         if: runner.os == 'Windows'
         run: |
-          curl.exe -o wjags.exe --url https://deac-fra.dl.sourceforge.net/project/mcmc-jags/JAGS/4.x/Windows/JAGS-4.2.0-Rtools33.exe
-          wjags.exe /S
-          del wjags.exe
+          pacman -Syu mingw-w64-x86_64-make --noconfirm
+          g++ --version
+          Get-Command g++ | Select-Object -ExpandProperty Definition
+          mingw32-make --version
+          Get-Command mingw32-make | Select-Object -ExpandProperty Definition
+          (New-Object System.Net.WebClient).DownloadFile('https://sourceforge.net/projects/mcmc-jags/files/JAGS/4.x/Windows/JAGS-4.3.1.exe', 'C:\JAGS-4.3.1.exe')
+        shell: powershell
+
+      - name: Install JAGS on Windows
+        if: runner.os == 'Windows'
+        run: C:\JAGS-4.3.1.exe /S
         shell: cmd
 
-      - name: Install JAGS (macOS-latest)
+      - name: Install Linux system dependencies
+        if: runner.os == 'Linux'
+        env:
+          RHUB_PLATFORM: linux-x86_64-ubuntu-gcc
+        run: |
+          sudo apt-get install -y libglpk-dev
+          Rscript -e "remotes::install_github('r-hub/sysreqs')"
+          sysreqs=$(Rscript -e "cat(sysreqs::sysreq_commands('DESCRIPTION'))")
+          sudo -s eval "$sysreqs"
+          sudo -s apt-get install jags
+          sudo -s apt-get install libv8-dev
+          sudo -s apt-get install libnode-dev
+          sudo -s apt-get install libcurl4-openssl-dev
+
+      - name: Install Mac system dependencies
         if: runner.os == 'macOS'
-        run : |
-          rm '/usr/local/bin/gfortran'
-          brew install automake jags
-
+        run: |
+          brew install jags
+          brew install libgit2
+          
       - name: Install dependencies
         run: |
-          remotes::install_deps(dependencies = TRUE)
+          remotes::install_deps(dependencies = TRUE, type = ifelse(tolower(Sys.info()["sysname"]) == "linux", "source", "binary"))
           remotes::install_cran("rcmdcheck")
         shell: Rscript {0}
 
@@ -90,7 +108,6 @@ jobs:
         env:
           _R_CHECK_CRAN_INCOMING_REMOTE_: false
         run: |
-          options(crayon.enabled = TRUE)
           rcmdcheck::rcmdcheck(
             args        = c("--no-manual", "--as-cran", "--ignore-vignettes"),
             build_args  = c("--no-build-vignettes"),
@@ -102,17 +119,15 @@ jobs:
         if: runner.os == 'Windows'
         env:
           _R_CHECK_CRAN_INCOMING_REMOTE_: false
-          JAGS_ROOT: "/c/progra~1/JAGS/JAGS-4.2.0"
+          JAGS_ROOT: "/c/progra~1/JAGS/JAGS-4.3.1"
           JAGS_MAJOR_VERSION: 4
         run: |
-          options(crayon.enabled = TRUE)
           rcmdcheck::rcmdcheck(
             args        = c("--no-manual", "--as-cran", "--ignore-vignettes"),
             build_args  = c("--no-build-vignettes"),
             error_on    = "warning",
             check_dir   = "check")
-        shell: Rscript {0}
-
+        shell: Rscript {0}"
 
       - name: Upload check results
         if: failure()

diff --git a/.github/workflows/test-coverage.yaml b/.github/workflows/test-coverage.yaml
@@ -20,49 +20,85 @@ jobs:
       fail-fast: false
       matrix:
         config:
+        #  - {os: macOS-latest,   r: 'release'}
           - {os: windows-latest, r: 'release'}
+        #  - {os: ubuntu-latest,   r: 'devel', http-user-agent: 'release'}
+        #  - {os: ubuntu-latest,   r: 'release'}
+        #  - {os: ubuntu-latest,   r: 'oldrel-1'}
 
     env:
+      RSPM: ${{ matrix.config.rspm }}
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+      R_REMOTES_NO_ERRORS_FROM_WARNINGS: false
+      NOT_CRAN: true
+
     steps:
       - uses: actions/checkout@v2
 
-      - uses: r-lib/actions/setup-r@v1
-
-      - uses: r-lib/actions/setup-pandoc@v1
-
-      - name: Install JAGS (windows-latest)
-        if: runner.os == 'Windows'
-        run: |
-          curl.exe -o wjags.exe --url https://deac-fra.dl.sourceforge.net/project/mcmc-jags/JAGS/4.x/Windows/JAGS-4.2.0-Rtools33.exe
-          wjags.exe /S
-          del wjags.exe
-        shell: cmd
+      - uses: r-lib/actions/setup-r@master
+        with:
+          r-version: ${{ matrix.config.r }}
 
-      - name: Install JAGS (macOS-latest)
-        if: runner.os == 'macOS'
-        run : |
-          rm '/usr/local/bin/gfortran'
-          brew install jags
+      - uses: r-lib/actions/setup-pandoc@master
 
       - name: Query dependencies
         run: |
           install.packages('remotes')
           saveRDS(remotes::dev_package_deps(dependencies = TRUE), ".github/depends.Rds", version = 2)
-          writeLines(sprintf("R-%i.%i", getRversion()$major, getRversion()$minor), ".github/R-version")
         shell: Rscript {0}
 
-      - name: Restore R package cache
-        uses: actions/cache@v2
+      - name: Cache R packages
+        if: runner.os != 'Windows'
+        uses: actions/cache@v1
         with:
           path: ${{ env.R_LIBS_USER }}
-          key: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-${{ hashFiles('.github/depends.Rds') }}
-          restore-keys: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-
+          key: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('.github/depends.Rds') }}
+          restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-3-
 
+      - name: Set path for RTools 4.0
+        if: runner.os == 'Windows'
+        run: echo "C:/rtools40/usr/bin;C:/rtools40/mingw64/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
+
+      - name: Install most Windows system dependencies
+        if: runner.os == 'Windows'
+        run: |
+          pacman -Syu mingw-w64-x86_64-make --noconfirm
+          g++ --version
+          Get-Command g++ | Select-Object -ExpandProperty Definition
+          mingw32-make --version
+          Get-Command mingw32-make | Select-Object -ExpandProperty Definition
+          (New-Object System.Net.WebClient).DownloadFile('https://sourceforge.net/projects/mcmc-jags/files/JAGS/4.x/Windows/JAGS-4.3.1.exe', 'C:\JAGS-4.3.1.exe')
+        shell: powershell
+
+      - name: Install JAGS on Windows
+        if: runner.os == 'Windows'
+        run: C:\JAGS-4.3.1.exe /S
+        shell: cmd
+
+      - name: Install Linux system dependencies
+        if: runner.os == 'Linux'
+        env:
+          RHUB_PLATFORM: linux-x86_64-ubuntu-gcc
+        run: |
+          sudo apt-get install -y libglpk-dev
+          Rscript -e "remotes::install_github('r-hub/sysreqs')"
+          sysreqs=$(Rscript -e "cat(sysreqs::sysreq_commands('DESCRIPTION'))")
+          sudo -s eval "$sysreqs"
+          sudo -s apt-get install jags
+          sudo -s apt-get install libv8-dev
+          sudo -s apt-get install libnode-dev
+          sudo -s apt-get install libcurl4-openssl-dev
+
+      - name: Install Mac system dependencies
+        if: runner.os == 'macOS'
+        run: |
+          brew install jags
+          brew install libgit2
+          
       - name: Install dependencies
         run: |
-          install.packages(c("remotes"))
-          remotes::install_deps(dependencies = TRUE)
+          remotes::install_deps(dependencies = TRUE, type = ifelse(tolower(Sys.info()["sysname"]) == "linux", "source", "binary"))
+          remotes::install_cran("rcmdcheck")
           remotes::install_cran("covr")
         shell: Rscript {0}
 

diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: BayesTools
 Title: Tools for Bayesian Analyses
-Version: 0.2.10
+Version: 0.2.11
 Description: Provides tools for conducting Bayesian analyses. The package contains 
     functions for creating a wide range of prior distribution objects, mixing posterior 
     samples from 'JAGS' and 'Stan' models, plotting posterior distributions, and etc...

diff --git a/NAMESPACE b/NAMESPACE
@@ -33,15 +33,18 @@ export(JAGS_diagnostics)
 export(JAGS_diagnostics_autocorrelation)
 export(JAGS_diagnostics_density)
 export(JAGS_diagnostics_trace)
+export(JAGS_estimates_table)
 export(JAGS_evaluate_formula)
 export(JAGS_fit)
 export(JAGS_formula)
 export(JAGS_get_inits)
+export(JAGS_inference_table)
 export(JAGS_marglik_parameters)
 export(JAGS_marglik_parameters_formula)
 export(JAGS_marglik_priors)
 export(JAGS_marglik_priors_formula)
 export(JAGS_parameter_names)
+export(JAGS_summary_table)
 export(JAGS_to_monitor)
 export(add_column)
 export(ccdf)
@@ -68,12 +71,14 @@ export(interpret)
 export(is.prior)
 export(is.prior.PEESE)
 export(is.prior.PET)
+export(is.prior.discrete)
 export(is.prior.dummy)
 export(is.prior.factor)
 export(is.prior.none)
 export(is.prior.orthonormal)
 export(is.prior.point)
 export(is.prior.simple)
+export(is.prior.spike_and_slab)
 export(is.prior.vector)
 export(is.prior.weightfunction)
 export(lines_prior_list)
@@ -110,6 +115,7 @@ export(prior_factor)
 export(prior_informed)
 export(prior_informed_medicine_names)
 export(prior_none)
+export(prior_spike_and_slab)
 export(prior_weightfunction)
 export(qpoint)
 export(quant)
@@ -121,6 +127,8 @@ export(rtwo.sided)
 export(rtwo.sided_fixed)
 export(runjags_estimates_empty_table)
 export(runjags_estimates_table)
+export(runjags_inference_empty_table)
+export(runjags_inference_table)
 export(sd)
 export(transform_orthonormal_samples)
 export(var)

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,15 @@
+## version 0.2.11
+### Features
+- adding Bernoulli prior distribution
+- adding spike and slab type of prior distributions (without marginal likelihood computations/model-averaging capabilities)
+- new vignette comparing Bayes factor computation via marginal likelihood and spike and slab priors
+
+### Fixes
+- when a transformation is applied, JAGS summary tables now produce the mean of the transformed variable (previous versions incorrectly returned transformation of the mean) 
+
+### Changes
+- runjags_XXX_table functions are now also exported as JAGS_XXX_functions for consistency with the rest of the code
+
 ## version 0.2.10
 ### Features
 - trace, density, and autocorrelation diagnostic plots for JAGS models

diff --git a/R/JAGS-diagnostics.R b/R/JAGS-diagnostics.R
@@ -221,6 +221,20 @@ JAGS_diagnostics_autocorrelation <- function(fit, parameter, plot_type = "base",
 
 
   # extract the relevant parameters
+  if(is.prior.spike_and_slab(prior_list[[parameter]])){
+
+    if(sum(model_samples[,colnames(model_samples) == paste0(parameter, "_indicator")] != 0) < 10)
+      stop("The parameter with a spike and slab prior did not result in enough samples under the slab for producing a diagnostic figure.")
+
+    # change the samples between conditional
+    model_samples[
+      model_samples[,colnames(model_samples) == paste0(parameter, "_indicator")] == 0,
+      colnames(model_samples) == parameter] <- NA
+
+    # modify the parameter list
+    prior_list[[parameter]] <- prior_list[[parameter]]$variable
+  }
+
   if(is.prior.factor(prior_list[[parameter]])){
     if(attr(prior_list[[parameter]], "levels") > 2){
       model_samples <- model_samples[,paste0(parameter, "[", 1:(attr(prior_list[[parameter]], "levels")-1), "]"),drop = FALSE]
@@ -339,14 +353,14 @@ JAGS_diagnostics_autocorrelation <- function(fit, parameter, plot_type = "base",
   for(i in 1:ncol(plot_data)){
 
     if(is.null(xlim)){
-      x_range <- range(plot_data[,i])
+      x_range <- range(plot_data[,i], na.rm = TRUE)
     }else{
       x_range <- xlim
     }
 
     for(j in seq_along(unique(chain))){
 
-      temp_args    <- list(x = plot_data[chain == j,i], n = n_points, from = x_range[1], to = x_range[2])
+      temp_args    <- list(x = plot_data[chain == j,i], n = n_points, from = x_range[1], to = x_range[2], na.rm = TRUE)
       temp_density <- do.call(stats::density, temp_args)
 
       x_den    <- temp_density$x
@@ -404,7 +418,7 @@ JAGS_diagnostics_autocorrelation <- function(fit, parameter, plot_type = "base",
   for(i in 1:ncol(plot_data)){
 
     if(is.null(ylim)){
-      y_range <- range(plot_data[,i])
+      y_range <- range(plot_data[,i], na.rm = TRUE)
     }else{
       y_range <- ylim
     }
@@ -458,7 +472,7 @@ JAGS_diagnostics_autocorrelation <- function(fit, parameter, plot_type = "base",
     for(j in seq_along(unique(chain))){
 
       temp_x  <- 0:lags
-      temp_y  <- stats::acf(plot_data[chain == j,i], lag.max = lags, plot = FALSE)$acf[, , 1L]
+      temp_y  <- stats::acf(plot_data[chain == j,i], lag.max = lags, plot = FALSE, na.action = stats::na.pass)$acf[, , 1L]
 
 
       temp_autocor <- list(