# agregR <a href='https://github.com/rnmag/agregR/'><img src='man/figures/logo.png' align="right" height="160" /></a>

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**Bayesian State-Space Aggregation of Brazilian Presidential Polls**

As presidential elections approach, Brazilian voters are confronted with a growing
volume of conflicting polling data from various institutes, each
employing distinct methodologies and sampling designs. `agregR` provides
the public with a rigorous framework to process the surfeit of data and estimate
the underlying level of support for each candidate.

The package implements a set of Bayesian state-space models in
[Stan](https://mc-stan.org/) to aggregate and normalize polling data, extracting
a stable signal from diverse, noisy, and possibly biased data sources. `agregR`
is able to automatically down-weight institutes with historically poor accuracy
while maintaining the flexibility to update their evaluation based on current-cycle
performance. It also features specialized methods to account for:

- House effects relative to the consensus
- House effects based on past election performance
- Asymmetric accuracy based on candidates’ political alignment
- Institutes reporting inflated precision
- Heterogeneous errors for round 1 and round 2 elections
- Non-sampling errors, such as design effects and non-ignorable
  non-response bias

## Table of Contents

- [Installation](#installation)
- [Basic Usage](#basic-usage)
  - [Estimation](#estimation)
  - [Visualization](#visualization)
  - [Advanced Configuration](#advanced-configuration)
- [Methodology](#methodology)
  - [Introduction](#introduction)
  - [Data](#data)
  - [Conceptual Framework](#conceptual-framework)
  - [Models Overview](#models-overview)
- [Model Validation](#model-validation)
  - [Posterior Predictive Checks](#posterior-predictive-checks)
  - [Posterior Geometry](#posterior-geometry)
  - [Convergence](#convergence)
- [References](#references)

## Installation

`agregR` is built on [CmdStan](https://mc-stan.org/docs/cmdstan-guide/),
the state-of-the-art backend for Stan. Since CmdStan is not available on
CRAN ([and will likely never
be](https://discourse.mc-stan.org/t/what-is-the-difference-between-rstan-cmdstanr-and-bridgestan/39226/3)),
it needs to be installed separately. This one-time setup yields
substantial gains in compilation speed and sampling performance.

We recommend following these installation steps in order:

### 1. Install compiler

**Windows** users must first install
[RTools](https://cran.r-project.org/bin/windows/Rtools/) to enable C++
compilation. **MacOS** requires [Xcode Command Line
Tools](https://developer.apple.com/documentation/xcode/installing-the-command-line-tools/),
and **Linux** users should install the distribution-specific compiler
(e.g., Ubuntu: `sudo apt install build-essential`).

### 2. Install CmdStan

The most convenient way to install CmdStan is via the `cmdstanr` interface.

``` r
# Install cmdstanr interface
install.packages("cmdstanr", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

# Install CmdStan
cmdstanr::install_cmdstan()
```

**Optional**: make sure everything is in place.

```r
cmdstanr::check_cmdstan_toolchain()
```

### 3. Install agregR

You can install the release version of `agregR` from CRAN with:

``` r
install.packages("agregR", type = "source")
```

**Experimental**: the development (and possibly unstable) version of `agregR`
can be installed with:

``` r
if (!require(pak)) install.packages("pak")
pak::pak("rnmag/agregR")
```

## Basic Usage

### Estimation

The main function `rodar_agregador()` centralizes data preparation, model
compilation, and sampling. It returns the full `CmdStanMCMC` objects for
diagnostics, along with tidy data frames for house effects and daily
voting estimates.
``` r
library(agregR)

# Execute the aggregation pipeline for a 2nd round scenario
result <- rodar_agregador(
  data_inicio = "01/01/2025",
  turno = 2,
  cenario = "Lula vs Tarcísio",
  modelo = "Viés Empírico"
)

# Daily voting estimates + poll data in tidy format
result$votos_estimados

# House effects in tidy format
result$vies_institutos

# Raw model object
result$modelo_bruto
```

### Visualization

The package includes a suite of plots designed for public communication.

#### 1. Voting Intentions

Visualizes the estimated voting intention for each candidate overlaying the raw
polling data.

``` r
grafico_agregador(result)
```

![](man/figures/README-agregador-plot.png)

#### 2. House Effects

Visualizes the systematic bias for each institute, identifying outliers
and consistent directional skews.

``` r
grafico_vies(result, candidaturas = c("Lula", "Tarcísio"))
```

![](man/figures/README-vies-plot.png)

#### 3. Bayesian Updating Check

Visualizes how the data has informed the model by comparing prior
vs. posterior distributions for selected parameters.

``` r
grafico_priori_posteriori(result, tipo = "Viés", candidaturas = c("Lula", "Tarcísio"))
```

![](man/figures/README-prior-posterior-plot.png)

### Advanced Configuration

The package offers configuration functions for fine-grained control over
plots and models. Configuration values can be stored in new objects using
the functions `configurar_agregador()`, `configurar_prioris()` and
`configurar_grafico()`. Alternatively, they can be passed directly as lists
to the appropriate arguments.

``` r
# Config passed as list: longer run with tighter priors for non-sampling error
result_custom <- rodar_agregador(
  turno = 2,
  cenario = "Lula vs Tarcísio",
  config_agregador = list(stan_chains = 4,
                          stan_iter = 2000,
                          stan_warmup = 2000),
  config_prioris = list(sd_tau_priori = 0.01)
)

# Config passed as function: custom color and custom symbols
grafico_agregador(
  result, 
  config_grafico = configurar_grafico(
    cores_candidaturas = c("Tarcísio" = "yellow"),
    simbolos = c("Presencial" = 19, "Online" = 2, "Telefônica" = 4)
  )
)

# Config passed as object: custom color
config_custom <- configurar_grafico(cores_candidaturas = c(Lula = "green"))

grafico_agregador(result, config_grafico = config_custom)
```

## Methodology

### Introduction

We are interested in performing inference on the **latent state** of public opinion:
the dynamic, unobserved level of support for each candidate. Polls are periodic
snapshots of this state, but the pictures are distorted and grainy.

An apt analogy is a GPS receiver navigating an area with spotty connectivity.
It receives sparse, conflicting pings from different satellites, each with its
own uncertainty due to equipment miscalibration or inherent manufacturer bias.
The system must achieve three objectives:

1. **Data Reconciliation**: It must filter the noise from competing sources to
   resolve a definitive vehicle position.
2. **Path Estimation**: It must reconstruct the trajectory between data points,
   since movement continues even when satellites lose track of the vehicle.
3. **Joint Parameter Updating**: As new data arrives, the system must simultaneously
   update the vehicle's position and re-evaluate the reliability of each satellite.

Much like satellites, polling institutes are often miscalibrated. Their readings
contain noise introduced by different sampling designs, weighting protocols,
and question wording, among other factors. `agregR` shares the same objectives
as the GPS receiver:

 1. **Data Reconciliation**: It filters the noise from competing pollsters to
    isolate the latent state of candidate support.
 2. **Path Estimation**: It reconstructs the trajectory of public opinion during
    polling gaps, ensuring a continuous estimate even when data is sparse.
 3. **Joint Parameter Updating**: As new polls are published, it dynamically
    updates candidate support levels while simultaneously re-evaluating the
    reliability of each institute.

### Data

Data collection is deliberately *unselective*. Instead of subjectively
deciding which institutes produce high quality polls, we trust the
models to separate the wheat from the chaff.

Polls enter the model with checks on their sample size in order to
avoid undue influence from institutes claiming inflated precision. We calculate
an *implied* $n$ derived from the published margin of error and compare it
to the reported sample size. We use the most conservative figure $n_{eff}$ to
compute specific standard errors for each candidate $c$ according to their
vote share $v_{i, c}$ in poll $i$:

$$
\sigma_{i, c} = \sqrt\frac{v_{i, c}(1-v_{i, c})}{n_{eff[i]}}
$$

Historical data is sourced from Poder360’s polling database via [Base dos Dados](https://basedosdados.org/dataset/fb38dbe8-03ce-46b4-a6b7-638ade03999c?table=b6df9e1c-cbcb-4dbd-893b-8645a51773e6).

### Conceptual Framework

The methods implemented by `agregR` build on Jackman (2009, Chapter 9). They
are variously known as state-space models (SSM), dynamic linear models (DLM)
or Kalman filters and consist of two integrated components:

1. A **state model** that estimates the underlying trajectory of candidate
   support in the periods between polling releases.
2. A **measurement model** that filters incoming observations and updates
   institute-specific biases. It decomposes uncertainty into sampling error
   ($\sigma$), house effects ($\delta$), and an additional non-sampling error
   term ($\tau$) inspired by Heidemanns, Gelman & Morris (2020).

#### State Model

The latent voting intention for each candidate updates daily according
to a local linear trend. The evolution of the latent state through time $t$
for candidate $c$ is governed by the **level component** $\mu_{t, c}$ and
influenced by the **trend component** $\nu_{t, c}$.

The level $\mu_{t, c}$ is defined by the previous state $\mu_{t - 1, c}$ plus
the trend $\nu_{t - 1, c}$, subject to stochastic level innovations $\eta_{t, c}$.
The trend itself evolves as a random walk, allowing the momentum of the campaign
to shift over time, controlled by trend innovations $\zeta_{t, c}$.

$$  \begin{pmatrix}\mu_{t, c} \\
    \nu_{t, c}\end{pmatrix} =
    \begin{pmatrix}1 & 1 \\
    0 & 1\end{pmatrix}
    \begin{pmatrix}\mu_{t - 1, c} \\
    \nu_{t - 1, c}\end{pmatrix} +
    \begin{pmatrix}\eta_{t, c} \\
    \zeta_{t, c}\end{pmatrix}
$$

The volatility parameters govern the “stiffness” of the aggregator, where daily
innovations $\eta_{t, c}$ are regularized by a candidate-specific scale $\omega_{\eta, c}$.
Pooling accross the time series prevents over-fitting to noise while allowing
the model to adapt when consistent evidence of a shift in public opinion emerges.

$$  \begin{align}
    \eta_{t, c} &\sim N\left(0, \omega^2_{\eta, c}\right) \\
    \zeta_{t, c} &\sim N\left(0, \omega^2_{\zeta, c}\right)
    \end{align}
$$

#### Measurement Model

When polling data $i$ for candidate $c$ is available, the observed result
$y_{i, c}$ from institute $j$ at time $t$ is modeled as a function of the
latent state $\mu_{t(i), c}$ and house effects $\delta_{j(i), k(i), p(c)}$:

$$  y_{i, c} = \begin{pmatrix}1 & 0\end{pmatrix} 
               \begin{pmatrix}\mu_{t(i), c} \\
               \nu_{t(i), c}\end{pmatrix} + 
               \delta_{j(i), k(i), p(c)} + 
               \varepsilon_{i, c}
$$

where

$$
\varepsilon_{i, c} \sim N\left(0, \sqrt{\sigma_{i, c}^2 + \tau_{j(i), k(i), p(c)}^2}\right) 
$$

with subscripts linking poll $i$ and candidate $c$ to relevant covariates:

- $t(i)$: **Date** of fieldwork ($t \in \{1, \dots, T\}$).
- $j(i)$: **Polling institute** ($j \in \{1, \dots, J\}$).
- $k(i)$: **Election round** ($k \in \{1, 2\}$).
- $p(c)$: **Political alignment** for candidate $c$
  ($p \in \{\text{left, right, other}\}$).

In the error term $\varepsilon$, $\sigma$ represents a theoretical lower bound
of uncertainty, whereas $\tau$ captures the excess empirical variance required
to account for the data's observed dispersion.

Computationally, the measurement model is designed to prioritize high sampling
efficiency and convergence stability (see [Model Validation](#model-validation)).
The normal likelihood provides a convenient approximation of latent support for
competitive candidates whose polling numbers do not approach the 0% boundary.
Compared to the full multinomial implementation with Cholesky-factorized covariance
proposed by Stoetzer et al. (2019), this normal approximation yields nearly
identical inferences for leading candidates, samples significantly faster, and is
far less prone to divergent transitions.

In summary, the measurement model identifies three sources of uncertainty for
polls:

1.  **Sampling Error** ($\sigma_{i, c}$): The inherent uncertainty derived
    from the effective sample size of the poll $i$ and the support level
    for candidate $c$.
2.  **House Effects** ($\delta_{j,k,p}$): A systematic deviation
    specific to institute $j$, conditional on the election round $k$ and
    the candidate’s political alignment $p$.
3.  **Non-Sampling Error** ($\tau_{j,k,p}$): An additional error parameter
    capturing uncertainty extrinsic to random sampling (e.g., design effects,
    non-ignorable non-response bias), also localized by institute $j$,
    round $k$, and political alignment $p$.

### Models Overview

Based on the methods described above, `agregR` offers a set of
specialized models that differ in their assumptions regarding house
effects ($\delta$) and non-sampling error ($\tau$) estimation:

- **Anchoring**: Since $\mu$ and $\delta$ are not jointly identified, house
  effects $\delta_{j,k,p}$ follow a regularizing prior centered either on a
  consensus anchor (sum-to-zero) or on historical/actual electoral results.
  This prevents individual polls from disproportionately pulling the latent
  trend unless supported by cumulative evidence.
- **Weighting**: Models using localized non-sampling errors $\tau_{j,k,p}$ 
  as prior means effectively perform automated weighting. This approach
  penalizes institutes with higher Root Mean Square Error (RMSE) in the last
  election while maintaining the flexibility to update its estimates based
  on current-cycle data.

| Model | House Effects Anchor ($\delta$) | Non-Sampling Error ($\tau$) |
|:---|:---|:---|
| **Viés Relativo com Pesos** (*Weighted Relative Bias*) | Consensus $\left(\sum_j \delta_{j, k, p} = 0\right)$ | Last election $\tau_{j,k,p}$ (past RMSE $\rightarrow \tau$ prior) |
| **Viés Relativo sem Pesos** (*Unweighted Relative Bias*) | Consensus $\left(\sum_j \delta_{j, k, p} = 0\right)$ | Global $\tau$ shared by all institutes |
| **Viés Empírico** (*Empirical Bias*) | Last election $\delta_{j,k,p}$ (past bias $\rightarrow \delta$ prior) | Last election $\tau_{j,k,p}$ (past RMSE $\rightarrow \tau$ prior) |
| **Retrospectivo** (*Retrospective*) | Actual election result $\left(\mu_T\right)$ | Global $\tau$ shared by all institutes |
| **Naive** | None | None |

Early stages of election campaigns are frequently characterized by extreme
data sparsity. In such low-information environments, fully hierarchical models
struggle to identify group-level variances, often leading to pathological behavior
(e.g., complete shrinkage) or convergence failures.

Anchoring the scales for $\delta$ and $\tau$ keeps the models robust and identifiable
throughout the entire cycle, transitioning gracefully from a prior-dominated regime
to a data-dominated one as the volume of polling increases. Specific values for
priors can be accessed (and modified) by the `configurar_prioris()` function,
and details are available in the function's documentation.

## Model Validation

### Posterior Predictive Checks

Every Stan model in `agregR` includes a `generated quantities` block, enabling
Posterior Predictive Checks (PPC). By simulating $y_{rep}$ from the posterior
distribution, users can verify the model's calibration against real-world
data (Gabry et al., 2019). The example below demonstrates this using the
`bayesplot` package.

``` r
library(bayesplot)

# Setup
cand  <- "Lula"
modelo_cand <- result$modelo_bruto[[cand]]
color_scheme_set("mix-brightblue-darkgray")

# Observed data
y <- result$votos_estimados |>
  filter(!is.na(percentual_pesquisa) & candidatura == cand) |>
  pull(percentual_pesquisa)

# Simulated data
y_rep <- modelo_cand$draws("perc_simulado", format = "matrix")

# Prepare plot labels
pesquisa_id <- result$votos_estimados |>
  filter(!is.na(percentual_pesquisa) & candidatura == cand) |>
  pull(pesquisa_id)

# Plot observed vs simulated data
ppc_intervals(y, y_rep, prob = 0.67, prob_outer = 0.95) +
  scale_x_continuous(labels = pesquisa_id,
                     breaks = seq_along(pesquisa_id)) +
  scale_y_continuous(labels = scales::label_percent()) +
  labs(title = "Simulated vs Observed Data") +
  xaxis_title(FALSE) +
  coord_flip() +
  theme_minimal() +
  theme(plot.title = element_text(face = "bold", size = 18, hjust = .5),
        panel.grid = element_blank(),
        panel.grid.major.y = element_line(linetype = "dotted", color = "gray80"),
        axis.text.y = element_text(size = 8),
        legend.position = "top")
```

![](man/figures/README-ppc-plot.png)

### Posterior Geometry

Parameter distributions are standardized using Non-Centered Parametrization (NCP).
This flattens posterior geometry and addresses the “funnel” problem common in
hierarchical models, significantly improving sampling efficiency and virtually
eliminating divergent transitions in standard scenarios (Stan Development Team, [Efficiency Tuning: Reparametrization](<https://mc-stan.org/docs/stan-users-guide/efficiency-tuning.html#reparameterization.section>)).

```r
# Posterior geometry for selected mu and delta parameters
mcmc_scatter(modelo_cand$draws(),
             pars = c("mu[1]", "delta[1]"),
             np = nuts_params(modelo_cand), # no divergences to display
             alpha = 0.1) +
  stat_density_2d(color = "black")
```

![](man/figures/README-mcmc-scatter.png)

### Convergence
The MCMC chains demonstrate robust convergence, with the following plot illustrating
typical Effective Sample Size (ESS) and R-hat values. Notably, many parameters
exhibit an ESS exceeding the nominal number of post-warmup iterations (blue
line), a result of anti-correlated draws that further underscores high sampling
efficiency.


```r
# ESS (bulk) vs R-hat
ggplot(modelo_cand$summary(), aes(x = ess_bulk, y = rhat)) +
  geom_point(alpha = 0.3) +
  geom_hline(yintercept = 1.01, linetype = "dashed", color = "red") +
  geom_vline(xintercept = 400, linetype = "dashed", color = "red") +
  geom_vline(xintercept = 2000, linetype = "dashed", color = "blue") +
  labs(title = "Convergence Diagnostics",
       subtitle = "Reference values: R-hat < 1.01 | ESS (bulk) > 4 x 100 | Iterations (post-warmup): 4 x 500)",
       x = "Effective Sample Size (bulk)",
       y = "R-hat") +
  theme_minimal() +
  theme(text = element_text(family = "Fira Sans"),
        plot.title = element_text(face = "bold", size = 18, hjust = .5),
        plot.subtitle = element_text(hjust = .5, color = "#777777"))
```

![](man/figures/README-convergence.png)

## References

Gabry, J., Simpson, D., Vehtari, A., Betancourt, M., & Gelman, A. (2019).
*Visualization in Bayesian Workflow*. Journal of the Royal Statistical
Society Series A: Statistics in Society.

Heidemanns, H., Gelman, A., & Morris, G. (2020). *An Updated Dynamic
Bayesian Forecasting Model for the 2020 Election*. Harvard Data
Science Review.

Jackman, S. (2009). *Bayesian Analysis for the Social Sciences*. Wiley.

Stan Development Team. *Stan User’s Guide (Efficiency Tuning: Reparametrization)*. Retrieved from
<https://mc-stan.org/docs/stan-users-guide/efficiency-tuning.html#reparameterization.section>

Stoetzer, L. F., et al. (2019). *Forecasting Elections in Multiparty Systems:
A Bayesian Approach Combining Polls and Fundamentals*. Political Analysis.
