Created
May 19, 2017 18:27
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Plotting posterior predictive density
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library(ggplot2); library(dplyr) | |
aa <- data_frame(a = rnorm(30, 2, .1), b = rnorm(30, .5, .05), sigma = rnorm(30, 1, .1)) | |
g <- ggplot(data.frame(x = c(-1, 5.5)), aes(x)) | |
for(i in 1:nrow(aa)) { | |
g <- g + | |
stat_function(fun = dnorm, args = list(mean = c(aa$a[i] + aa$b[i]), sd = aa$sigma[i]), alpha = 0.3) | |
} | |
g + | |
geom_linerange(data = data.frame(ymin = 0, ymax = max(dnorm(1, aa$a + aa$b, aa$sigma)), x = 1), aes(x= x, ymin = ymin, ymax = ymax)) + | |
geom_point(data= data.frame(x = rep(1, nrow(aa) +1), y = c(0, dnorm(1, aa$a + aa$b, aa$sigma))), aes(x = x, y = y), colour = "red") + | |
xlab("y") + | |
ylab("Density") + | |
ggtitle("We can evaluate at the actual outcome\nover posterior draws", subtitle = "f(y | x, a, b, s)") |
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