Calculate posterior probabilities

This function calculates posterior probabilities and probability densities, cumulative posterior probabilities, and mixtures thereof. It also outputs the variability of such probabilities if more training data were available, and the Monte Carlo Standard Error for the calculated posterior probabilities.

Usage

Pr(
  Y,
  X = NULL,
  learnt,
  tails = NULL,
  priorY = NULL,
  nsamples = "all",
  quantiles = c(0.055, 0.25, 0.75, 0.945),
  parallel = TRUE,
  sep = ",",
  solidus = "|",
  verbose = FALSE,
  keepYX = TRUE
)

Arguments

Y: Matrix or data.table: set of values of variates of which we want the joint probability of. One variate per column, one set of values per row.
X: Matrix or data.table or NULL (default): set of values of variates on which we want to condition the joint probability of Y. If NULL, no conditioning is made (except for conditioning on the learning dataset and prior assumptions). One variate per column, one set of values per row.
learnt: Either a character with the name of a directory or full path for a 'learnt.rds' object, produced by the learn() function, or such an object itself.
tails: Named vector or list, or NULL (default). The names must match some or all of the variates in arguments Y and X. For variates in this list, the probability arguments are understood in a semi-open interval sense: $Y \le y$ or $Y \ge y$, an so on. This is true for Y and X variates (on the left and on the right of the conditional sign $\,\vert\,$). A left-open interval $Y \le y$ is indicated by '<=' or 'left' or -1; a right-open interval $Y \ge y$ is indicated by '>=' or 'right' or +1. Values NULL, '==', 0 indicate that a point value Y = y (not an interval) should be calculated. NB: the semi-open intervals always include the given value; this is important for ordinal or rounded variates. For instance, if $Y$ is an integer variate, then to calculate $\mathrm{Pr}(Y < 3)$ you should require $\mathrm{Pr}(Y \le 2)$; for this reason we also have that $\mathrm{Pr}(Y \le 2)$ and $\mathrm{Pr}(Y \ge 2)$ generally add up to more than 1.
priorY: Numeric vector with the same length as the rows of Y, or TRUE, or NULL (default): prior probabilities or base rates for the Y values. If TRUE, the prior probabilities are assumed to be all equal.
nsamples: Integer or NULL or 'all' (default): desired number of samples of the variability of the probability for Y. If NULL, no samples are reported. If 'all' (or Inf), all samples obtained by the learn() function are used.
quantiles: Numeric vector, between 0 and 1, or NULL: desired quantiles of the variability of the probability for Y. Default c(0.055, 0.25, 0.75, 0.945), that is, the 5.5%, 25%, 75%, 94.5% quantiles. These are typical quantile values in the Bayesian literature: they give 50% and 89% credibility intervals, which correspond to 1 shannons and 0.5 shannons of uncertainty (see doi:10.5281/zenodo.17072199). If NULL, no quantiles are calculated.
parallel: Logical or positive integer or cluster object. TRUE (default): use roughly half of available cores; FALSE: use serial computation; integer: use this many cores. It can also be a cluster object previously created with parallel::makeCluster(); in this case the parallel computation will use this object.
sep: character, default ',': character to separate variate names and values
solidus: character, default '|': character prepended to names of the variates in the conditional (typically the X variates).
verbose: Logical, default FALSE: give messages about parallel processing?
keepYX: Logical, default TRUE: keep a copy of the Y and X arguments in the output? This is used for the plot method.

Value

An object of class "probability", effectively a list consisting of the following elements:

values: a matrix with the probabilities $\mathrm{Pr}(Y = y \vert X = x, \text{data})$, for all joint values $y$ of the $Y$-variates (rows) and all joint values $x$ of the $X$-variates (columns).
quantiles (possibly NULL): an array with the variability quantiles (3rd dimension of the array) for such probabilities.
samples (possibly NULL): an array with the variability samples (3rd dimension of the array) for such probabilities.
values.MCaccuracy, quantiles.MCaccuracy: arrays with the numerical accuracies (roughly speaking a standard deviation) of the Monte Carlo calculations for the values and quantiles elements.
Y, X: copies of the Y and X arguments.

Details

This function calculates the posterior probability $\mathrm{Pr}(Y = y \vert X = x, \text{data})$, where $Y = y$ and $X = x$ are two (non overlapping) sets of joint variate values, inputted as data frame arguments Y and X. It is somewhat analogous to the d-variants and p-variantes of R distribution functions, such as stats::dnorm() and stats::pnorm(). If X is omitted or NULL, then the posterior probability $\mathrm{Pr}(Y = y \vert \text{data})$ is calculated.

For some variates in Y or X, tail values can also be prescribed, so that this function calculates mixed probabilities such as $$\mathrm{Pr}(Y_1 = y_1, Y_2 \le y_2, \dotsc \vert X_1 = x_1, X_2 \ge x_2, \dotsc, \text{data})\ .$$ Tail values are inputted via the 'tails' argument; see "Usage".

This function also outputs the variability of the posterior probabilities above, that is, probabilities such as $\mathrm{Pr}(Y = y \vert X = x, \text{new\,data}, \text{data})$ that we could have if more learning data were provided, as well as a number of samples of the possible values of such probability. This variability can be outputted in two ways; the user can choose either, or both, or none:

As samples (default 3600 samples, depending on the 'nsamples' argument given to the learn() function) of the alternative values that the posterior probability could have.
As quantiles (default 5.5%, 25%, 75%, 94.5%) of the possible variability.

If several joint values are given for Y or X, the function will create a 2D grid of results for all possible combinations of the given Y and X values.

This function also allows for base-rate or other prior-probability corrections: If a prior (for instance, a base rate) for Y is given, the function will calculate the probability $\mathrm{Pr}(Y = y \vert X = x, \text{data}, \text{prior})$ from $\mathrm{Pr}(X = x \vert Y = y, \text{data})$ and the prior, by means of Bayes's theorem.

Each variate in each argument Y, X can be specified either as a point-value $Y = y$ or as a left-open interval $Y \le y$ or as a right-open interval $Y \ge y$, through the argument tails.

See vignette('intro') for example uses.

References

Lindley, Novick (1981): The role of exchangeability in inference, doi:10.1214/aos/1176345331.
Bernardo, Smith (2000): Bayesian Theory. Wiley doi:10.1002/9780470316870.
Jaynes (2003): Probability Theory: The Logic of Science. Cambridge University Press doi:10.1017/CBO9780511790423.
MacKay (2005): Information Theory, Inference, and Learning Algorithms. Cambridge University Press https://www.inference.org.uk/itila/book.html.
Porta Mana (2025): What's special about 89% credibility intervals? doi:10.5281/zenodo.17072199.

Examples

## Load the example `learnt` object calculated from the "penguins" dataset;
## variates: 'species' and 'bill_len'
learnt <- learntExample

## ## Example 1:
## Calculate the probability that an unknown penguin from this population
## is of species 'Adelie'

probs <- Pr(
  Y = data.frame(species = 'Adelie'),
  learnt = learnt, parallel = 1
)

## display the probability value
probs$values
#>         
#> species      [,1]
#>   Adelie 0.440685

## the full-population frequency of 'Adelie' penguins is unknown;
## display the 5.5%- and 94.5%-probability values
## for such frequency
probs$quantiles[, , c('5.5%', '94.5%')]
#>      5.5%     94.5% 
#> 0.3988210 0.4829919 

## we can also plot the probability distribution for this full-population frequency
hist(probs, legend = 'topright')



## ## Example 2:
## Calculate the 3 probabilities that an unknown penguin from this population
## is of species 'Adelie', 'Chinstrap', 'Gentoo'

probs <- Pr(
  Y = data.frame(species = c('Adelie', 'Chinstrap', 'Gentoo')),
  learnt = learnt, parallel = 1
)

## display the 3 probability values
probs$values
#>            
#> species          [,1]
#>   Adelie    0.4406850
#>   Chinstrap 0.1984161
#>   Gentoo    0.3608989

## the full-population frequencies of the three species are unknown;
## display the 5.5%- and 94.5%-probability values
## for such frequencies
probs$quantiles[, , c('5.5%', '94.5%')]
#>            Q
#> species          5.5%     94.5%
#>   Adelie    0.3988210 0.4829919
#>   Chinstrap 0.1623616 0.2357522
#>   Gentoo    0.3237028 0.4017671

## plot the probabilities and quantiles
plot(probs)


## plot the probability distribution for the full-population frequency
## of each species
hist(probs)


## ## Example 3:
## Calculate the probability that an unknown penguin is of species 'Adelie'
## GIVEN that its bill length is 43 mm

probs <- Pr(
  Y = data.frame(species = 'Adelie'),
  X = data.frame(bill_len = 43),
  learnt = learnt, parallel = 1
)

## display the probability value
probs$values
#>         |bill_len
#> species         43
#>   Adelie 0.4647433

## the full-subpopulation frequency of 'Adelie' penguins,
## among penguins having bill length of 43 mm, is unknown;
## display the 5.5%- and 94.5%-probability values
## for such conditional frequency
probs$quantiles[, , c('5.5%', '94.5%')]
#>      5.5%     94.5% 
#> 0.3669249 0.5678666 


## ## Example 4:
## Calculate the probability that
## an unknown penguin is of species 'Adelie' AND its bill length is 43 mm

probs <- Pr(
  Y = data.frame(species = 'Adelie', bill_len = 43),
  learnt = learnt, parallel = 1
)

## display the probability value
probs$values
#>                 
#> species,bill_len        [,1]
#>        Adelie,43 0.001819114

## display the 5.5%- and 94.5%-probability values
## for the full-population frequency of 'Adelie' penguins with 43 mm bills
probs$quantiles[, , c('5.5%', '94.5%')]
#>        5.5%       94.5% 
#> 0.001245039 0.002371801 


## ## Example 5:
## Calculate the 3 x 2 probabilities for the 3 species
## GIVEN bill-lengths of 43 mm and 44 mm

Y <- data.frame(species = c('Adelie', 'Chinstrap', 'Gentoo'))

X <- data.frame(bill_len = c(43, 44))

probs <- Pr(Y = Y, X = X, learnt = learnt, parallel = 1)

## display the 3 x 2 probability values
probs$values
#>            |bill_len
#> species            43        44
#>   Adelie    0.4647433 0.2223224
#>   Chinstrap 0.1458345 0.2054491
#>   Gentoo    0.3894222 0.5722285

## display the 5.5%- and 94.5%-probability values
## for the full-population joint frequencies
probs$quantiles[, , c('5.5%', '94.5%')]
#> , , Q = 5.5%
#> 
#>            |bill_len
#> species             43        44
#>   Adelie    0.36692485 0.1447719
#>   Chinstrap 0.08096214 0.1197566
#>   Gentoo    0.29852092 0.4671262
#> 
#> , , Q = 94.5%
#> 
#>            |bill_len
#> species            43        44
#>   Adelie    0.5678666 0.3069388
#>   Chinstrap 0.2190872 0.2965559
#>   Gentoo    0.4811995 0.6718201
#> 

## plot the probabilities and quantiles
plot(probs)



## ## Example 6:
## Calculate the 3 x 2 joint probabilities for the 3 species
## AND bill-lengths of 43 mm and 44 mm

Y <- expand.grid(
  species = c('Adelie', 'Chinstrap', 'Gentoo'),
  bill_len = c(43, 44)
)

probs <- Pr(Y = Y, learnt = learnt, parallel = 1)

## display the 6 joint-probability values
probs$values
#>                 
#> species,bill_len         [,1]
#>     Adelie,43    0.0018191137
#>     Chinstrap,43 0.0005712174
#>     Gentoo,43    0.0015231253
#>     Adelie,44    0.0009554396
#>     Chinstrap,44 0.0008826070
#>     Gentoo,44    0.0024593339

## display the 5.5%- and 94.5%-probability values
## for the full-population joint frequencies
probs$quantiles[, , c('5.5%', '94.5%')]
#>                 Q
#> species,bill_len         5.5%       94.5%
#>     Adelie,43    0.0012450391 0.002371801
#>     Chinstrap,43 0.0003027243 0.000897585
#>     Gentoo,43    0.0010682562 0.002025675
#>     Adelie,44    0.0005600381 0.001361621
#>     Chinstrap,44 0.0004820964 0.001288832
#>     Gentoo,44    0.0017899847 0.003151722