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58 <img src=
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""><h1>Sequential Bayes: Utilizing the Posterior Distribution
</h1>
61 <small class=
"dont-index">Source:
<a href=
"https://github.com/MI2YorkU/Rnaught/blob/master/vignettes/seq_bayes_post.Rmd" class=
"external-link"><code>vignettes/seq_bayes_post.Rmd
</code></a></small>
62 <div class=
"d-none name"><code>seq_bayes_post.Rmd
</code></div>
67 <p>In the Sequential Bayes method, the probability distribution of R0 is
68 updated sequentially from one case count to the next, starting from a
69 (discretized) uniform prior. By default, the function
70 <code>seq_bayes
</code> returns the mean of the last updated posterior
71 distribution as its estimate of R0. However, by setting the parameter
72 <code>post
</code> to
<code>TRUE
</code>, it is possible to return the
73 final distribution itself:
</p>
74 <div class=
"sourceCode" id=
"cb1"><pre class=
"downlit sourceCode r">
75 <code class=
"sourceCode R"><span><span class=
"co"># Daily case counts.
</span></span>
76 <span><span class=
"va">cases
</span> <span class=
"op"><-
</span> <span class=
"fu"><a href=
"https://rdrr.io/r/base/c.html" class=
"external-link">c
</a></span><span class=
"op">(
</span><span class=
"fl">1</span>,
<span class=
"fl">4</span>,
<span class=
"fl">10</span>,
<span class=
"fl">5</span>,
<span class=
"fl">3</span>,
<span class=
"fl">4</span>,
<span class=
"fl">19</span>,
<span class=
"fl">3</span>,
<span class=
"fl">3</span>,
<span class=
"fl">14</span>,
<span class=
"fl">4</span><span class=
"op">)
</span></span>
78 <span><span class=
"va">posterior
</span> <span class=
"op"><-
</span> <span class=
"fu"><a href=
"../reference/seq_bayes.html">seq_bayes
</a></span><span class=
"op">(
</span><span class=
"va">cases
</span>, mu
<span class=
"op">=
</span> <span class=
"fl">8</span>, kappa
<span class=
"op">=
</span> <span class=
"fl">7</span>, post
<span class=
"op">=
</span> <span class=
"cn">TRUE
</span><span class=
"op">)
</span></span></code></pre></div>
79 <p>First, the distribution can be used to retrieve the original estimate
80 (had
<code>post
</code> been left to its default value of
81 <code>FALSE
</code>) by calculating its mean:
</p>
82 <div class=
"sourceCode" id=
"cb2"><pre class=
"downlit sourceCode r">
83 <code class=
"sourceCode R"><span><span class=
"co"># `supp` is the support of the distribution, and `pmf` is its probability mass
</span></span>
84 <span><span class=
"co"># function.
</span></span>
85 <span><span class=
"va">post_mean
</span> <span class=
"op"><-
</span> <span class=
"fu"><a href=
"https://rdrr.io/r/base/sum.html" class=
"external-link">sum
</a></span><span class=
"op">(
</span><span class=
"va">posterior
</span><span class=
"op">$
</span><span class=
"va">supp
</span> <span class=
"op">*
</span> <span class=
"va">posterior
</span><span class=
"op">$
</span><span class=
"va">pmf
</span><span class=
"op">)
</span></span>
86 <span><span class=
"va">post_mean
</span></span>
87 <span><span class=
"co">#
> [
1]
1.476652</span></span>
89 <span><span class=
"co"># Verify that the following is true:
</span></span>
90 <span><span class=
"va">post_mean
</span> <span class=
"op">==
</span> <span class=
"fu"><a href=
"../reference/seq_bayes.html">seq_bayes
</a></span><span class=
"op">(
</span><span class=
"va">cases
</span>, mu
<span class=
"op">=
</span> <span class=
"fl">8</span>, kappa
<span class=
"op">=
</span> <span class=
"fl">7</span><span class=
"op">)
</span></span>
91 <span><span class=
"co">#
> [
1] TRUE
</span></span></code></pre></div>
92 <p>Another use of the posterior is to obtain an alternative estimate of
93 R0. For instance, the following extracts the posterior mode rather than
95 <div class=
"sourceCode" id=
"cb3"><pre class=
"downlit sourceCode r">
96 <code class=
"sourceCode R"><span><span class=
"va">post_mode
</span> <span class=
"op"><-
</span> <span class=
"va">posterior
</span><span class=
"op">$
</span><span class=
"va">supp
</span><span class=
"op">[
</span><span class=
"fu"><a href=
"https://rdrr.io/r/base/which.min.html" class=
"external-link">which.max
</a></span><span class=
"op">(
</span><span class=
"va">posterior
</span><span class=
"op">$
</span><span class=
"va">pmf
</span><span class=
"op">)
</span><span class=
"op">]
</span></span>
97 <span><span class=
"va">post_mode
</span></span>
98 <span><span class=
"co">#
> [
1]
1.36</span></span></code></pre></div>
99 <p>Returning the posterior is suitable for visualization purposes. Below
100 is a graph containing the uniform prior, final posterior distribution,
101 posterior mean and posterior mode:
</p>
102 <p><img src=
"seq_bayes_post_files/figure-html/unnamed-chunk-5-1.png" width=
"1400"></p>
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