DHARMa (version 0.1.6)

createDHARMa: Convert simulated residuals or posterior predictive simulations to a DHARMa object

Description

Convert simulated residuals or posterior predictive simulations to a DHARMa object

Usage

createDHARMa(scaledResiduals = NULL, simulatedResponse = NULL,
  observedResponse = NULL, fittedPredictedResponse = NULL,
  integerResponse = F)

Arguments

scaledResiduals

optional scaled residuals from a simulation, e.g. Bayesian p-values. If those are not provided, simulated and true observations have to be provided.

simulatedResponse

matrix of observations simulated from the fitted model - row index for observations and colum index for simulations

observedResponse

true observations

fittedPredictedResponse

fitted predicted response. Optional, but will be neccessary for some plots. If scaled residuals are Bayesian p-values, using the median posterior prediction as fittedPredictedResponse is recommended.

integerResponse

if T, noise will be added at to the residuals to maintain a uniform expectations for integer responses (such as Poisson or Binomial). Unlike in simulateResiduals, the nature of the data is not automatically detected, so this MUST be set by the user appropriately

Details

The use of this function is to convert simulated residuals (e.g. from a point estimate, or Bayesian p-values) to a DHARMa object, to make use of the plotting / test functions in DHARMa

Examples

# NOT RUN {
  
  # This example shows how to check the residuals for a 
  # Bayesian fit of a process-based vegetation model, using
  # THe BayesianTools package
  
  library(BayesianTools)
  
  # Create input data for the model
  PAR <- VSEMcreatePAR(1:1000)
  plotTimeSeries(observed = PAR)
  
  # load reference parameter definition (upper, lower prior)
  refPars <- VSEMgetDefaults()
  # this adds one additional parameter for the likelihood standard deviation (see below)
  refPars[12,] <- c(2, 0.1, 4) 
  rownames(refPars)[12] <- "error-sd"
  
  # create some simulated test data 
  # generally recommended to start with simulated data before moving to real data
  referenceData <- VSEM(refPars$best[1:11], PAR) # model predictions with reference parameters  
  referenceData[,1] = 1000 * referenceData[,1] 
  # this adds the error - needs to conform to the error definition in the likelihood
  obs <- referenceData + rnorm(length(referenceData), sd = refPars$best[12])
  
  parSel = c(1:6, 12) # parameters to calibrate
  
  # here is the likelihood 
  likelihood <- function(par, sum = TRUE){
    # set parameters that are not calibrated on default values 
    x = refPars$best
    x[parSel] = par
    predicted <- VSEM(x[1:11], PAR) # replace here VSEM with your model 
    predicted[,1] = 1000 * predicted[,1] # this is just rescaling
    diff <- c(predicted[,1:4] - obs[,1:4]) # difference betweeno observed and predicted
    # univariate normal likelihood. Note that there is a parameter involved here that is fit
    llValues <- dnorm(diff, sd = x[12], log = TRUE)  
    if (sum == FALSE) return(llValues)
    else return(sum(llValues))
  }
  
  # optional, you can also directly provide lower, upper in the createBayesianSetup, see help
  prior <- createUniformPrior(lower = refPars$lower[parSel], 
                              upper = refPars$upper[parSel], best = refPars$best[parSel])
  
  bayesianSetup <- createBayesianSetup(likelihood, prior, names = rownames(refPars)[parSel])
  
  # settings for the sampler, iterations should be increased for real applicatoin
  settings <- list(iterations = 10000, nrChains = 2)
  
  out <- runMCMC(bayesianSetup = bayesianSetup, sampler = "DEzs", settings = settings)
  
  plot(out)
  summary(out)
  gelmanDiagnostics(out) # should be below 1.05 for all parameters to demonstrate convergence 
  
  # Posterior predictive simulations
  
  # Create a function to create posterior predictive simulations
  createPredictions <- function(par){
    # set the parameters that are not calibrated on default values 
    x = refPars$best
    x[parSel] = par
    predicted <- VSEM(x[1:11], PAR) * 1000 
    out = rnorm(length(predicted), mean = predicted, sd = par[7])
    return(out)
  }
  
  posteriorSample = getSample(out, numSamples = 1000)
  posteriorPredictiveSims = apply(posteriorSample, 1, createPredictions)
    
  dim(posteriorPredictiveSims)
  library(DHARMa)
  x = createDHARMa(t(posteriorPredictiveSims))
  plot(x)
# }