Beispiel #1
0
'''
Created on Nov 24, 2009

@author: johnsalvatier
'''
import model9

import pymc 
import multichain_mcmc
from pylab import *
from numpy import *
from cPickle import *

sampler = multichain_mcmc.AmalaSampler(model9.gen_model)
sampler.sample(nChains = 5, ndraw = 500,  maxGradient = 100)


print sampler.R
history = sampler.samples
slices = sampler.slices
print history.shape
samples = sampler.samples
print sampler.accepts_ratio
print sampler.burnIn
print sampler.time 


outfile = open('samples1.pkl', 'wb')
dump(samples, outfile)

outfile = open('slices.pkl', 'wb')
Beispiel #2
0
def sample():
    sampler = multichain_mcmc.AmalaSampler(model8.model_gen)
    sampler.sample(ndraw = 500,  maxGradient = 1.3, mAccept = True, mConvergence = True)
Beispiel #3
0
'''
Created on Nov 24, 2009

@author: johnsalvatier
'''
import model7

import pymc 
import multichain_mcmc
from pylab import *
import numpy 

variables_of_interest = ['mu']

sampler = multichain_mcmc.AmalaSampler(model7.model_gen)
sampler.sample(ndraw = 500,samplesPerAdapatationParameter = .5,adaptationDecayLength = 100, variables_of_interest = variables_of_interest, ndraw_max = 10000, maxGradient = 100)
slices = sampler.slices

print sampler.R
history = sampler.samples
print history.shape
samples = history.shape[0]
print sampler.accepts_ratio
print sampler.burnIn
print "running time (s)", sampler.time 

meanInterceptEstimate = numpy.mean(history[:,slices['intercept']], axis = 0)
meanSdEstimate = numpy.mean(history[:,slices['sd']], axis = 0)
meanResponsesEstimates = numpy.mean(history[:,slices['responses']], axis = 0)

Beispiel #4
0
'''
Created on Nov 24, 2009

@author: johnsalvatier
'''
import model2

import pymc 
import multichain_mcmc as mc
from pylab import *

import pydevd
pydevd.set_pm_excepthook()

sampler = mc.AmalaSampler(model2.model)
history, time  = sampler.sample(nChains = 5, ndraw = 3000,  maxGradient = 100)

print time
mc.show_samples(plot, history, ('mean', 'sd'))