## ----setup, include=FALSE----------------------------------------------------- knitr::opts_chunk$set( fig.width = 5, fig.height = 3, dpi = 72 ) ## ----eval=FALSE--------------------------------------------------------------- # install.packages("badp") ## ----------------------------------------------------------------------------- library(badp) ## ----------------------------------------------------------------------------- economic_growth[1:12,1:10] ## ----------------------------------------------------------------------------- original_economic_growth[1:12,1:10] ## ----------------------------------------------------------------------------- economic_growth <- join_lagged_col( df = original_economic_growth, col = gdp, col_lagged = lag_gdp, timestamp_col = year, entity_col = country, timestep = 10 ) ## ----------------------------------------------------------------------------- data_standardized_features <- feature_standardization( df = economic_growth, excluded_cols = c(country, year, gdp) ) ## ----------------------------------------------------------------------------- data_prepared <- feature_standardization( df = data_standardized_features, group_by_col = year, excluded_cols = country, scale = FALSE ) ## ----eval=FALSE--------------------------------------------------------------- # full_model_space <- optim_model_space( # df = data_prepared, # dep_var_col = gdp, # timestamp_col = year, # entity_col = country, # init_value = 0.5 # ) ## ----eval=FALSE--------------------------------------------------------------- # model_space_nonnested <- optim_model_space( # df = data_prepared, # dep_var_col = gdp, # timestamp_col = year, # entity_col = country, # init_value = 0.5, # nested = FALSE # ) ## ----------------------------------------------------------------------------- full_model_space$params[1:10, 1:5] ## ----------------------------------------------------------------------------- full_model_space$stats[, 1:5] ## ----eval=FALSE--------------------------------------------------------------- # model_space <- optim_model_space( # df = data_prepared, # dep_var_col = gdp, # timestamp_col = year, # entity_col = country, # init_value = 0.5 # ) ## ----eval=FALSE--------------------------------------------------------------- # library(parallel) # # Here we try to use all available cores on the system. # # You might want to lower the number of cores depending on your needs. # cores <- detectCores() # cl <- makeCluster(cores) # setDefaultCluster(cl) ## ----eval=FALSE--------------------------------------------------------------- # model_space <- optim_model_space( # df = data_prepared, # dep_var_col = gdp, # timestamp_col = year, # entity_col = country, # init_value = 0.5, # cl = cl # ) ## ----------------------------------------------------------------------------- bma_results <- bma(full_model_space, round = 3) ## ----------------------------------------------------------------------------- bma_results[[1]] ## ----------------------------------------------------------------------------- bma_results[[2]] ## ----------------------------------------------------------------------------- bma_results[[16]] ## ----fig=TRUE----------------------------------------------------------------- for_models <- model_pmp(bma_results) ## ----fig=TRUE----------------------------------------------------------------- for_models <- model_pmp(bma_results, top = 10) ## ----fig=TRUE----------------------------------------------------------------- size_graphs <- model_sizes(bma_results) ## ----------------------------------------------------------------------------- best_8_models <- best_models(bma_results, criterion = 1, best = 8) best_8_models[[1]] ## ----------------------------------------------------------------------------- best_3_models <- best_models(bma_results, criterion = 2, best = 3) best_3_models[[5]] ## ----fig=TRUE----------------------------------------------------------------- best_3_models <- best_models(bma_results, criterion = 2, best = 3) best_3_models[[9]] ## ----------------------------------------------------------------------------- jointness(bma_results) ## ----------------------------------------------------------------------------- jointness(bma_results, measure = "LS") ## ----------------------------------------------------------------------------- jointness(bma_results, measure = "DW") ## ----fig=TRUE----------------------------------------------------------------- coef_plots <- coef_hist(bma_results) coef_plots[[1]] ## ----fig=TRUE----------------------------------------------------------------- coef_plots2 <- coef_hist(bma_results, kernel = 1) coef_plots2[[1]] ## ----fig=TRUE----------------------------------------------------------------- library(gridExtra) grid.arrange(coef_plots[[1]], coef_plots[[2]], coef_plots2[[1]], coef_plots2[[2]], nrow = 2, ncol = 2) ## ----fig=TRUE----------------------------------------------------------------- coef_plots3 <- coef_hist(bma_results, weight = "beta") coef_plots3[[1]] ## ----fig=TRUE----------------------------------------------------------------- distPlots <- posterior_dens(bma_results, prior = "binomial", SE = "standard") grid.arrange(distPlots[[2]], distPlots[[3]], nrow = 2, ncol = 1) ## ----------------------------------------------------------------------------- bma_results2 <- bma(full_model_space, round = 3, EMS = 2) ## ----------------------------------------------------------------------------- bma_results2[[16]] ## ----fig=TRUE----------------------------------------------------------------- size_graphs2 <- model_sizes(bma_results2) ## ----fig=TRUE----------------------------------------------------------------- model_graphs2 <- model_pmp(bma_results2) ## ----------------------------------------------------------------------------- bma_results2[[1]] ## ----------------------------------------------------------------------------- bma_results2[[2]] ## ----------------------------------------------------------------------------- jointness(bma_results2, measure = "HCGHM", rho = 0.5, round = 3) ## ----------------------------------------------------------------------------- bma_results8 <- bma(full_model_space, round = 3, EMS = 8) bma_results8[[16]] ## ----fig=TRUE----------------------------------------------------------------- size_graphs8 <- model_sizes(bma_results8) ## ----fig=TRUE----------------------------------------------------------------- model_graphs8 <- model_pmp(bma_results8) ## ----------------------------------------------------------------------------- bma_results8[[1]] ## ----------------------------------------------------------------------------- bma_results8[[2]] ## ----------------------------------------------------------------------------- jointness(bma_results8, measure = "HCGHM", rho = 0.5, round = 3) ## ----------------------------------------------------------------------------- bma_results_dil <- bma( model_space = full_model_space, round = 3, dilution = 1 ) ## ----fig=TRUE----------------------------------------------------------------- size_graphs_dil <- model_sizes(bma_results_dil) ## ----fig=TRUE----------------------------------------------------------------- bma_results_dil01 <- bma( model_space = full_model_space, round = 3, dilution = 1, dil.Par = 0.1 ) size_graphs_dil01 <- model_sizes(bma_results_dil01) ## ----fig=TRUE----------------------------------------------------------------- bma_results_dil2 <- bma( model_space = full_model_space, round = 3, dilution = 1, dil.Par = 2 ) size_graphs_dil2 <- model_sizes(bma_results_dil2) ## ----------------------------------------------------------------------------- bma_results_dil2[[2]]