Recent Releases of posterior: Tools for Working with Posterior Distributions in R

posterior: Tools for Working with Posterior Distributions in R - posterior 1.7.1

  • Minor release to accommodate the JOSS paper.

- R
Published by paul-buerkner 20 days ago

posterior: Tools for Working with Posterior Distributions in R - posterior 1.7.0

Bug Fixes

  • Fix several minor issues occurring in edge cases.

Enhancements

  • Extend and export several functions related to the generalized Pareto distribution for use in other packages. (#408)
  • Support Pareto PIT functionality via pareto_pit. (#435)
  • Allow more warnings to be turned off via option posterior.warn_on_merge_chains.
  • Improve documentation in many places.
  • Improve tests by checking for edge cases.

- R
Published by paul-buerkner 2 months ago

posterior: Tools for Working with Posterior Distributions in R - posterior 1.6.1

Bug Fixes

  • Fix a test issue that led to an R CMD check failure on R devel.

Enhancements

  • Convert lists of matrices to draws_array objects.
  • Improve the documentation in various places.
  • Implement pit() for draws and rvar objects. LOO-PIT can be computed using weights.

- R
Published by paul-buerkner 9 months ago

posterior: Tools for Working with Posterior Distributions in R - posterior 1.6.0

Enhancements

  • Add exclude option to subset_draws(), which can be used to exclude the matched selection.
  • Add are_log_weights option to pareto_smooth(), which is necessary for correct Pareto smoothing computation if the input vector consists of log weights.
  • Add pareto_smooth option to weight_draws(), to Pareto smooth weights before adding to a draws object.
  • Add individual Pareto diagnostic functions (pareto_khat(), pareto_khat_threshold(), pareto_min_ss(), pareto_convergence_rate())
  • thin_draws() now automatically thins draws based on ESS by default, and non-integer thinning is possible.
  • Matrix multiplication of rvars can now be done with the base matrix multiplication operator (%*%) instead of %**% in R >= 4.3.
  • variables(), variables<-(), set_variables(), and nvariables() now support a with_indices argument, which determines whether variable names are retrieved/set with ("x[1]", "x[2]" ...) or without ("x") indices (#208).
  • Add extract_variable_array() function to extract variables with indices into arrays of iterations x chains x any remaining dimensions (#340).
  • For types that support factor variables (draws_df, draws_list, and draws_rvars), extract_variable() and extract_variable_matrix() can now return factors.

- R
Published by paul-buerkner over 1 year ago

posterior: Tools for Working with Posterior Distributions in R - posterior 1.5.0

Enhancements

  • Added support for nested-Rhat via rhat_nested (#256)
  • Added support for indexing draws in rvars using rvars (#282):
    • x[i] or x[i] <- y where i is a scalar logical rvar slices (or updates) x by its draws. Thus, if y <- x[i], then y is the same shape as x but with sum(i) draws.
    • x[[i]] or x[[i]] <- y where i is a scalar numeric rvar slices (or updates) x by selecting the ith element within each corresponding draw. Thus, if y <- x[[i]], then y is an rvar of length 1.
  • Added rvar_ifelse(), which is a variant of ifelse() that accepts (and returns) rvars (#282).
  • Array broadcasting for rvars has been made faster.

Bug Fixes

  • Ensure rfun() works with primitive functions (#290) and dots arguments (#291).
  • Provide implementations of vctrs::vec_proxy_equal(), vctrs::vec_proxy_compare(), and vctrs::vec_proxy_order().
  • Minor future-proofing of cbind(<rvar>), rbind(<rvar>), and chol(<rvar>) for R 4.4 (#304).
  • Ensure that bind_draws(<draws_rvars>) regenerates draw ids when binding along chains or draws; this also fixes a bug in split_chains(<draws_rvars>) (#300).

- R
Published by paul-buerkner over 2 years ago

posterior: Tools for Working with Posterior Distributions in R - posterior 1.4.0

Enhancements

  • Added new rvar_factor() and rvar_ordered() subtypes of rvar() that work analogously to factor() and ordered() (#149). See the new section on rvar_factors in vignette("rvar").
  • The draws_df(), draws_list(), and draws_rvars() formats now support discrete variables stored as factors / ordereds (or rvar_factors / rvar_ordereds). If converted to formats that do not support discrete variables with named levels (draws_matrix() and draws_array()), factor-like variables are converted to numerics.
  • Made match() and %in% generic and added support for rvars to both functions.
  • Added modal_category(), entropy(), and dissent() functions for summarizing discrete draws.
  • Allow lists of draws objects to be passed as the first argument to bind_draws() (#253).
  • Improving formatting of summarise_draws output via tibble::num.
  • print.rvar() and format.rvar() now default to a smaller number of significant digits in more cases, including when printing in data frames. This is controlled by the new "posterior.digits" option (see help("posterior-package")).
  • Implemented faster vec_proxy.rvar() and vec_restore.rvar(), improving performance of rvars in tibbles (and elsewhere vctrs is used).

Bug Fixes

  • Ensure that as_draws_rvars() preserves dimensions of length-1 arrays (#265).
  • Fix some minor compatibility issues with rvar, vctrs, dplyr, and ggplot2 (#267, #269).

- R
Published by paul-buerkner over 3 years ago

posterior: Tools for Working with Posterior Distributions in R - posterior 1.2.0

Enhancements

  • support casting to/from rvar and distributional::dist_sample (#109)

Bug Fixes

  • fix hidden variables in bind_draws.draws_df when binding more than two objects thanks to Jouni Helske (#204)
  • fix output of pillar::glimpse() when used on a data frame containing rvars (#210)
  • drop "draws" and "draws_df" classes from draws_df objects if meta data columns are removed by a dplyr operation (#202)
  • fix output of print.draws_df() on objects with unrepaired draws (#217)
  • ensure variance() works properly with summarise_draws() (#219)

- R
Published by paul-buerkner over 4 years ago

posterior: Tools for Working with Posterior Distributions in R - v1.0.0 (initial CRAN release)

This is the initial CRAN release version.

- R
Published by paul-buerkner almost 5 years ago

posterior: Tools for Working with Posterior Distributions in R - v0.1.4 (rvar format added)

This version adds support for the random variables (rvar) format, thanks to @mjskay (#106).

- R
Published by paul-buerkner over 5 years ago

posterior: Tools for Working with Posterior Distributions in R - v0.1.0 (beta release)

All major features for the first CRAN release should be there already and the interfaces should be mostly stable. More details on the Stan discourse forums: https://discourse.mc-stan.org/t/beta-release-of-our-posterior-r-package/15949

- R
Published by paul-buerkner about 6 years ago

posterior: Tools for Working with Posterior Distributions in R - v0.0.1 (alpha release)

More details on the Stan Forums: https://discourse.mc-stan.org/t/alpha-release-of-our-new-posterior-r-package/11864

- R
Published by jgabry over 6 years ago