## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(BH) library(rACMEMEEV) ## ----------------------------------------------------------------------------- x <- rgamma(100, shape = 1, rate = 0.01) y <- rgamma(100, shape = 3, rate = 0.02) z <- rgamma(100, shape = 3, rate = 0.3) ## ----------------------------------------------------------------------------- output <- rlnorm(100, meanlog = 3.5, sdlog = 0.2) ## ----------------------------------------------------------------------------- df <- data.frame( list(x = x, y = y, z = z, output = output) ) head(df, 10) x_v_coef <- generate_coefficient(1000, 0.4, 0.7, 0.95) y_v_coef <- generate_coefficient(1000, 0.5, 0.7, 0.95) z_v_coef <- generate_coefficient(1000, 0.3, 0.6, 0.95) ## ----------------------------------------------------------------------------- jags_output <- acme_model(df, c("x", "y", "z")) ## ----------------------------------------------------------------------------- stan_output <- acme_model(df, c("x", "y", "z"), stan = TRUE) ## ----------------------------------------------------------------------------- jags_output$model ## ----------------------------------------------------------------------------- stan_output$model ## ----------------------------------------------------------------------------- jags_output$covariance_matrix ## ----------------------------------------------------------------------------- stan_output$covariance_matrix ## ----------------------------------------------------------------------------- validity_coefficients <- c(x_v_coef, y_v_coef, z_v_coef) jags_lambda <- attenuation_matrix( jags_output, c("x", "y", "z"), validity_coefficients ) jags_model_output <- multivariate_model( "output ~ x + y + z", data = df, columns = c("x", "y", "z"), a_c_matrix = jags_lambda$matrix, sds = jags_lambda$sds, variances = jags_lambda$variances, univariate = TRUE ) ## ----------------------------------------------------------------------------- validity_coefficients <- c(x_v_coef, y_v_coef, z_v_coef) stan_lambda <- attenuation_matrix( stan_output, c("x", "y", "z"), validity_coefficients, stan = TRUE ) stan_model_output <- multivariate_model( "output ~ x + y + z", data = df, columns = c("x", "y", "z"), a_c_matrix = stan_lambda$matrix, sds = stan_lambda$sds, variances = stan_lambda$variances, univariate = TRUE ) ## ----------------------------------------------------------------------------- jags_plots <- plot_covariates(jags_model_output, c("x", "y", "z")) jags_plots$x jags_plots$y jags_plots$z ## ----------------------------------------------------------------------------- stan_plots <- plot_covariates(stan_model_output, c("x", "y", "z")) stan_plots$x stan_plots$y stan_plots$z ## ----------------------------------------------------------------------------- traceplots(stan_output$samples, c("x", "y", "z"), pre_model = TRUE, stan = TRUE) ## ----------------------------------------------------------------------------- traceplots(jags_output$samples, c("x", "y", "z"), pre_model = TRUE)