About SBC function rstan::sbc - rstan

Question

Here I use the notations from the following example codes of SBC.
I have two questions about rstan:sbc.
Is it possible to extract the samples y described in y = binomial_rng(N, pi_); in the transformed data block ?
Is it possible to plot the rank statistics of user specified parameters only?.
If multiple parameter such as;
parameters {
real<lower = 0, upper = 1> pi;
real<lower = 0, upper = 1> ppi;
real<lower = 0, upper = 1> pppi;
}
then I want to plot the rank statistics specified parameter only.
E.g., the following manner
plot(output, pars =c("pi","ppi"))
where output is an return value of rstan::sbc.
Example of SBC
data {
int<lower = 1> N;
real<lower = 0> a;
real<lower = 0> b;
}
transformed data { // these adhere to the conventions above
real pi_ = beta_rng(a, b);
int y = binomial_rng(N, pi_);
}
parameters {
real<lower = 0, upper = 1> pi;
}
model {
target += beta_lpdf(pi | a, b);
target += binomial_lpmf(y | N, pi);
}
generated quantities { // these adhere to the conventions above
int y_ = y;
vector[1] pars_;
int ranks_[1] = {pi > pi_};
vector[N] log_lik;
pars_[1] = pi_;
for (n in 1:y) log_lik[n] = bernoulli_lpmf(1 | pi);
for (n in (y + 1):N) log_lik[n] = bernoulli_lpmf(0 | pi);
}
Edit for comments
Let output be a return value of rstan::sbc, then
output$Y is the following:
:
:
:
[[496]]
named numeric(0)
[[497]]
named numeric(0)
[[498]]
named numeric(0)
[[499]]
named numeric(0)
[[500]]
named numeric(0)
Edit for comments 2
Let stanmodel be an object of class stanmodel for the following .stan file. Then the following object output$Y is not functional.
output <- rstan::sbc(stanmodel,
data = list(
ww=-0.81,www =0.001,
mm=0.65,mmm=0.001,
vv=5.31,vvv=0.001,
zz= 1.55,zzz=0.001,
NL = 259, NI = 57,C=3,c=3:1,N=3
), M = 500, refresh = 0)
Stan file
data{ // SBC
//This is not prior truth data, but somedata to run
int <lower=0>N; //This is exactly same as C
int <lower=0>NL; //Number of Binomial trials
int <lower=0>NI; //This is redandunt
int <lower=0>C; // Number of Confidence level
int <lower=0>c[N]; //Each component means confidence level
//Prior which shold be specified
real www;
real mmm;
real vvv;
real zzz;
real zz;
real ww;
real vv;
real mm;
}
transformed data {
int h[C];
int f[C];
real w_ ;
real <lower=0>dz_[C-1] ;
real m_;
real <lower =0> v_;
real <lower=0,upper=1>p_[C];
real <lower=0>l_[C];
real <lower=0>dl_[C];
real z_[C];
real a_;
real <lower=0>b_;
w_ = normal_rng (ww,www);
for(cd in 1:C-1) dz_[cd] = normal_rng (zz,zzz);
m_ = normal_rng (mm,mmm);
v_ = normal_rng (vv,vvv);
a_=m_/v_;
b_=1/v_;
for(cd in 1 : C-1) { z_[1]=w_;
z_[cd+1] =z_[cd] +dz_[cd];
}
for(cd in 1 : C) { if (cd==C) {
p_[cd] = 1 - Phi((z_[cd] - m_)/v_);
}else{
p_[cd] = Phi((z_[cd+1] - m_)/v_)- Phi( (z_[cd] -m_)/v_);
}
}
for(cd in 1 : C) {l_[cd] = (-1)*log(Phi(z_[cd])); }
for(cd in 1:C){
if (cd==C) {dl_[cd]=fabs(l_[cd]-0);
}else{
dl_[cd]=fabs(l_[cd]-l_[cd+1]);
}
}
for(n in 1:N) {
h[n] = binomial_rng(NL, p_[c[n]]);
// fff[n] ~ poisson( l[c[n]]*NL);//Non-Chakraborty's model
f[n] = poisson_rng (dl_[c[n]]*NI);//Chakraborty's model //<-------very very very coution, not n but c[n] 2019 Jun 21
// fff[n] ~ poisson( l[c[n]]*NI);//Non-Chakraborty's model
}
}
parameters{
real w;
real <lower =0>dz[C-1];
real m;
real <lower=0>v;
}
transformed parameters {
real <lower=0,upper=1>p[C];
real <lower=0>l[C];
real <lower=0>dl[C];
real z[C];
real a;
real b;
a=m/v;
b=1/v;
for(cd in 1 : C-1) { z[1] = w;
z[cd+1] = z[cd] +dz[cd];
}
for(cd in 1 : C) {
if (cd==C) { p[cd] = 1 - Phi((z[cd] -m)/v);
}else{
p[cd] = Phi((z[cd+1] -m)/v)- Phi((z[cd] -m)/v);
}
}
for(cd in 1 : C) { l[cd] = (-1)*log(Phi(z[cd])); }
for(cd in 1:C){
if (cd==C) {dl[cd] = fabs(l[cd]-0);
}else{
dl[cd] = fabs(l[cd]-l[cd+1]);
}
}
}
model{
for(n in 1:N) {
h[n] ~ binomial(NL, p[c[n]]);
// fff[n] ~ poisson( l[c[n]]*NL);//Non-Chakraborty's model
f[n] ~ poisson(dl[c[n]]*NI);//Chakraborty's model //<-------very very very coution, not n but c[n] 2019 Jun 21
// fff[n] ~ poisson( l[c[n]]*NI);//Non-Chakraborty's model
}
// priors
w ~ normal(ww,www);
for(cd in 1:C-1) dz[cd] ~ normal(zz,zzz);
m ~ normal(mm,mmm);
v ~ normal(vv,vvv);
}
generated quantities { // these adhere to the conventions above
int h_[C];
int f_[C];
vector [3 + C - 1] pars_;
int ranks_[3 + C - 1];
ranks_[1] = w > w_;
ranks_[2] = m > m_;
ranks_[3] = v > v_;
for (cd in 1:(C - 1)) ranks_[cd+3] = dz[cd] > dz_[cd];
pars_[1] = w_;
pars_[2] = m_;
pars_[3] = v_;
for (cd in 1:(C - 1)) pars_[cd+3] = dz_[cd];
// Here I copy the prior predictive realizations to y_ , and now it is denoted by h_ or f_
h_ = h;
f_ = f;
}

Answer 1

The list produced by sbc has an element called Y that holds realizations of the prior predictive distribution. There is no option (yet) to plot a subset of parameters, but you could make your own plot fairly easily based on the original code
https://github.com/stan-dev/rstan/blob/develop/rstan/rstan/R/SBC.R#L96