The `R`

package **BFpack** contains a set of
functions for exploratory hypothesis testing (e.g., equal vs negative vs
postive) and confirmatory hypothesis testing (with equality and/or order
constraints) using Bayes factors and posterior probabilities under
commonly used statistical models, including (but not limited to)
Bayesian t testing, (M)AN(C)OVA, multivariate/univariate linear
regression, correlation analysis, multilevel analysis, or generalized
linear models (e.g., logistic regression). The main function
`BF`

needs a fitted model (e.g., an object of class
`lm`

for a linear regression model) and (optionally) the
argument `hypothesis`

, a string which specifies a set of
equality/order constraints on the parameters. By applying the function
`get_estimates`

on a fitted model, the names of the parameters
are returned on which constrained hypotheses can be formulated. Bayes
factors and posterior probabilities are computed for the hypotheses of
interest.

Install the latest release version of `BFpack`

from
CRAN:

`install.packages("BFpack")`

The current developmental version can be installed with

```
if (!requireNamespace("remotes")) {
install.packages("remotes")
} ::install_github("jomulder/BFpack") remotes
```

Below several example analyses are provided using
**BFpack**. As input the main function `BF()`

requires a fitted model which which the necessary elements are extracted
to compute Bayes factors and posterior probabilities for the
hypotheses.

First a classical one sample t test needs executed on the test value
(mu = 5) on the `therapeutic`

data (part of
`BFpack`

). Here a right one-tailed classical test is
executed:

`<- bain::t_test(therapeutic, alternative = "greater", mu = 5) ttest1 `

The `t_test`

function is part of the **bain**
package. The function is equivalent to the standard `t.test`

function with the addition that the returned object contains additional
output than the standard `t.test`

function.

Two default Bayes factors are implemented in **BFpack**
to execute a t test: the fractional Bayes factor (O’Hagan, 1995) and the
prior adjusted fractional Bayes factor (Mulder, 2014). Both do not
require a prior to be manually specified as a default prior is
implicitly constructed using a minimal fraction of the data. The
remaining fraction is used for hypothesis testing. The fractional Bayes
factor behaves similar as the JZS Bayes factor (Rouder et al., 2009, as
implemented in the **BayesFactor** package) for standard
null hypothesis testing and the prior adjusted Bayes factor was
specifically designed for testing one-sided hypotheses. When setting the
argument `BF.type=1`

or `BF.type=2`

, the
fractional Bayes factor and the prior adjusted fractional Bayes factor
is used, respectively. The default choice is `BF.type=2`

.

To perform a Bayesian t test, the `BF`

function is run on
the fitted object.

```
library(BFpack)
<- BF(ttest1) BF1
```

This executes an exploratory test around the null value:
`H1: mu = 5`

versus `H2: mu < 5`

versus
`H3: mu > 5`

assuming equal prior probabilities for
`H1`

, `H2`

, and `H3`

of 1/3. The output
presents the posterior probabilities for the three hypotheses.

The same test would be executed when the same hypotheses are
explicitly specified using the `hypothesis`

argument.

```
<- "mu = 5; mu < 5; mu > 5"
hypothesis BF(ttest1, hypothesis = hypothesis)
```

When testing hypotheses via the `hypothesis`

argument, the
output also presents an `Evidence matrix`

containing the
Bayes factors between the hypotheses.

The argument `prior.hyp`

can be used to specify different
prior probabilities for the hypotheses. For example, when the left
one-tailed hypothesis is not possible based on prior considerations
(e.g., see preprint)
while the precise (null) hypothesis and the right one-tailed hypothesis
are equally likely, the argument `prior.hyp`

should be a
vector specifying the prior probabilities of the respective
hypotheses

`BF(ttest1, hypothesis = "mu = 5; mu < 5; mu > 5", prior.hyp = c(.5,0,.5))`

First an analysis of variance (ANOVA) model is fitted using the
`aov`

fuction in `R`

.

`<- aov(price ~ anchor * motivation, data = tvprices) aov1 `

Next a Bayesian test can be performed on the fitted object.

`BF(aov1)`

By default posterior probabilities are computed of whether main
effects and interaction effects are present. Alternative constrained
hypotheses can be tested on the model parameters
`get_estimates(aov1)`

.

Similar as for the Bayesian t test, two default Bayes factors are
implemented in **BFpack** for (multivariate) analysis of
(co)variance: the fractional Bayes factor (O’Hagan, 1995) and the prior
adjusted fractional Bayes factor (Mulder, 2014, Mulder and Gu, 2022).
The default choice is `BF.type=2`

, which uses the prior
adjusted fractional Bayes factor.

As an example we consider the `fmri`

data (McGuigin et al,
2020) as discussed in Mulder et al. (2021). First, a classical linear
regression is fitted with dependent variable `Deep`

and
predictor variables `Face`

and `Vehicle`

:

`<- lm(Deep ~ Face + Vehicle, data = fmri) lm1 `

When not using the `hypothesis`

argument, Bayes factors
and posterior probabilities are given of whether each predictor has a
zero, negative, or positive effect (assuming equal prior probabilities)
against the full model:

`BF(lm1)`

As motivated in Mulder et al. (2021), it was expected that
`Face`

had a negative effect on `Deep`

and
`Vehicle`

had a positive effect on `Deep`

. This
(combined) one-sided hypothesis can be tested against its complement
according to

`BF(lm1, hypothesis = "Face < 0 < Vehicle")`

The hypothesis of interest receives clear support from the data.

In a multivariate multiple regression model, hypotheses can be tested
on the effects on the same dependent variable, and on effects across
different dependent variables. The name of an effect is constructed as
the name of the predictor variable and the dependent variable separated
by `_on_`

. Testing hypotheses with both constraints within a
dependent variable and across dependent variables makes use of a Monte
Carlo estimate which may take a few seconds.

```
<- lm(cbind(Superficial, Middle, Deep) ~ Face + Vehicle,
lm2 data = fmri)
<- "Face_on_Deep = Face_on_Superficial = Face_on_Middle < 0 <
constraint2 Vehicle_on_Deep = Vehicle_on_Superficial = Vehicle_on_Middle;
Face_on_Deep < Face_on_Superficial = Face_on_Middle < 0 < Vehicle_on_Deep =
Vehicle_on_Superficial = Vehicle_on_Middle"
set.seed(123)
<- BF(lm2, hypothesis = constraint2)
BF3 summary(BF3)
```

Finally note that for (multivariate) multiple regression again note
that two default Bayes factors are implemented in
**BFpack**: the fractional Bayes factor (O’Hagan, 1995) and
the prior adjusted fractional Bayes factor (Mulder, 2014; Mulder and Gu,
2022) which can be chosen using the argument `BF.type=1`

and
`BF.type=2`

, respectively. The default choice is the prior
adjusted fractional Bayes factor. This criterion was specifically
designed for testing one-sided and order constrained hypotheses.

An example hypothesis test is consdered under a logistic regression
model. First a logistic regression model is fitted using the
`glm`

function

```
<- glm(sent ~ ztrust + zfWHR + zAfro + glasses + attract + maturity +
fit_glm family = binomial(), data = wilson) tattoos,
```

The names of the regression coefficients on which constrained
hypotheses can be formualted can be extracted using the
`get_estimates`

function.

`get_estimates(fit_glm)`

Two different hypotheses are formulated with competing equality and/or order constraints on the parameters of interest. These hypotheses are motivated in Mulder et al. (2019)

```
<- BF(fit_glm, hypothesis = "ztrust > (zfWHR, zAfro) > 0;
BF_glm ztrust > zfWHR = zAfro = 0")
summary(BF_glm)
```

By calling the `summary`

function on the output object of
class `BF`

, the results of the exploratory tests are
presented of whether each separate parameter is zero, negative, or
positive, and the results of the confirmatory test of the hypotheses
under the `hypothesis`

argument are presented. When the
hypotheses do not cover the complete parameter space, by default the
complement hypothesis is added which covers the remaining parameter
space that is not covered by the constraints under the hypotheses of
interest. In the above example, the complement hypothesis covers the
parameter space where neither
`"ztrust > (zfWHR, zAfro) > 0"`

holds, nor where
`"ztrust > zfWHR = zAfro = 0"`

holds.

The Bayes factors and posterior posterior probabilities are based on the approximated adjusted default Bayes factor (Gu et al., 2018).

Bayes factors and posterior posterior probabilities among constrained
hypotheses on measures of association are computed using uniform prior
for the correlations (Mulder and Gelissen, 2023). By default
`BF`

performs exhaustice tests of whether the separate
correlations are zero, negative, or positive. The name of the
correlations is constructed using the names of the variables separated
by `_with_`

. To compute Bayes factors and posterior
probabilities, first the unconstrained model needs to be fit using the
`cor_test()`

function. The resulting object can be added to
the `BF()`

function:

```
set.seed(123)
<- cor_test(memory[,1:3])
cor1 <- BF(cor1)
BF1 print(BF1)
```

Constraints can also be tested between correlations, e.g., whether
all correlations are equal and positive versus an unconstrained
complement. The function `get_estimates()`

gives the names of
the correlations on which constrained hypotheses can be formulated:

```
get_estimates(cor1)
<- BF(cor1, hypothesis = "Del_with_Im = Wmn_with_Im = Wmn_with_Del > 0")
BF2 print(BF2)
```

Depending on the class of the variables (`numeric`

,
`ordered`

, `factor`

with 2 levels), biserial,
polyserial, polychoric, tetrachoric, or product-moment correlations are
tested. As an illustration of these other types of measures of
association, we change the measurement levels of a subset of the
`mtcars`

data:

```
<- mtcars[,c(1,2,9,10)]
mtcars_test 2] <- as.ordered(mtcars_test[,2])
mtcars_test[,3] <- as.factor(mtcars_test[,3])
mtcars_test[,4] <- as.integer(mtcars_test[,4]) mtcars_test[,
```

To compute the Bayes factors and posterior probabilities, again we
first the full unconstrained model using the `cor_test()`

function. The resulting object is placed in the `BF()`

function to obtain the Bayes factors and posterior proabilities:

```
<- cor_test(mtcars_test)
cor2 <- BF(cor2, hypothesis = "0 < am_with_mpg = gear_with_mpg")
BF2 print(BF2)
```

`BF`

on a named
vectorThe input for the `BF`

function can also be a named vector
containing the estimates of the parameters of interest. In this case the
error covariance matrix of the estimates is also needed via the
`Sigma`

argument, as well as the sample size that was used
for obtaining the estimates via the `n`

argument. Bayes
factors are then computed using Gaussian approximations of the
likelihood (and posterior), similar as in classical Wald test.

We illustrate this for a Poisson regression model

```
<- glm(formula = breaks ~ wool + tension, data = datasets::warpbreaks,
poisson1 family = poisson)
```

The estimates, the error covariance matrix, and the sample size are extracted from the fitted model

```
<- poisson1$coefficients
estimates <- vcov(poisson1)
covmatrix <- nobs(poisson1) samplesize
```

Constrained hypotheses on the parameters
`names(estimates)`

can then be tested as follows

```
<- BF(estimates, Sigma = covmatrix, n = samplesize, hypothesis =
BF1 "woolB > tensionM > tensionH; woolB = tensionM = tensionH")
```

Note that the same hypothesis test would be executed when calling

```
<- BF(poisson1, hypothesis = "woolB > tensionM > tensionH;
BF2 woolB = tensionM = tensionH")
```

because the same Bayes factor is used when running `BF`

on
an object of class `glm`

(see
`Method: Bayes factor using Gaussian approximations`

when
calling `print(BF11)`

and `print(BF2)`

).

The Bayes factors and posterior posterior probabilities on named vectors are based on the adjusted default Bayes factor using Gaussian approximations (Gu et al., 2018).

You can cite the package and the paper using the following reference

**Software paper** > Mulder, J., Williams, D. R., Gu,
X., Olsson-Collentine, A., Tomarken, > A., Böing-Messing, F.,
Hoijtink, H., . . . van Lissa (2021). > BFpack: Flexible Bayes factor
testing of scientific theories in R. > Journal of Statistical
Software, 100(18). > Retrieved from https://arxiv.org/abs/1911.07728

**Software package** > Mulder, J., van Lissa, C., Gu,
X., Olsson-Collentine, A., > Boeing-Messing, F., Williams, D. R.,
Fox, J.-P., Menke, J., et > al. (2020). BFpack: Flexible Bayes Factor
Testing of Scientific > Expectations. (Version 1.3.0) [R package].
> https://CRAN.R-project.org/package=BFpack

Other references with technical details of the methodology, please see

**Bayes factors for (multivariate) t tests, (M)AN(C)OVA,
(multivariate) regression** > Mulder, J. (2014). Prior
adjusted default Bayes factors for testing (in)equality > constrained
hypotheses. Computational Statistics and Data Analysis, 71, 448–463.
> https://doi.org/10.1016/j.csda.2013.07.017

Mulder, J. & Gu, X. (2022) Bayesian Testing of Scientific Expectations under Multivariate Normal Linear Models, Multivariate Behavioral Research, 57:5, 767-783. https://doi.org/10.1080/00273171.2021.1904809

**Bayes factors for testing measures of association (e.g.,
correlations)** > Mulder, J., & Gelissen, J. P. (2023).
Bayes factor testing of equality > and order constraints on measures
of association in social research. > Journal of Applied Statistics,
50(2), 315-351. > https://doi.org/10.1080/02664763.2021.1992360

**Default Bayes factors using Gaussian approximations**
> Gu. X., Mulder, J., & Hoijtink, J. (2018). Approximated
adjusted > fractional Bayes factors: A general method for testing
informative > hypotheses. British Journal of Mathematical and
Statistical > Psychology. > https://doi.org/10.1111/bmsp.12110

**Bayes factors under exponential random graphs** >
Mulder, J., Friel, N., & Leifeld, P. (2023). Bayesian Testing of
Scientific > Expectations Under Exponential Random Graph Models. >
https://doi.org/10.48550/arXiv.2304.14750

**Bayes factors of intraclass correlations** >
Mulder, J., & Fox, J.-P. (2019). Bayes Factor Testing of Multiple
> Intraclass Correlations. Bayesian Analysis. 14(2), 521-552. > https://doi.org/10.1214/18-BA1115

**Bayes factors for testing group variances** >
Böing-Messing, F., van Assen, M. A. L. M., Hofman, A. D., Hoijtink, H.,
> & Mulder, J. (2017). Bayesian evaluation of constrained
hypotheses on > variances of multiple independent groups.
Psychological Methods, 22(2), > 262–287. > https://doi.org/10.1037/met0000116

Böing-Messing, F. & Mulder, J. (2018). Automatic Bayes factors for testing equality-and inequality-constrained hypotheses on variances. Psychometrika, 83, 586–617. https://link.springer.com/article/10.1007/s11336-018-9615-z

**Bayes factors for meta-analyses** > Van Aert R.C.M.
& Mulder, J. (2022). Bayesian hypothesis testing and > estimation
under the marginalized random-effects meta-analysis model. >
Psychonomic Bulletin & Review, 29, 55–69. > https://doi.org/10.3758/s13423-021-01918-9

If you have ideas, please get involved. You can contribute by opening an issue on GitHub, or sending a pull request with proposed features.

By participating in this project, you agree to abide by the Contributor Code of Conduct v2.0.