Example #1
0
File: rj.py Project: copr/diplomka
 def sample_breaks(self, breaks):
     return nd_norm(breaks, 0.5 * np.eye(len(np.atleast_1d(breaks)))).rvs()
Example #2
0
File: blr.py Project: copr/diplomka
        if x > breaks[len(breaks) - 1]:
            # bud je x vetsi nez posledni zlomovy bod
            bracket = y - (x * b[2 * len(breaks)] + b[2 * len(breaks) + 1])
        else:
            # a nebo je mensi nez nejaky break
            for i in range(len(breaks)):
                if x < breaks[i]:
                    # b1 a b0 jsou za sebou v beckach
                    bracket = y - (x * b[2 * i] + b[2 * i + 1])
                    break
        lik *= sig**(-1 / 2) * np.exp(-bracket**2 / (2 * sig))
    return lik


priorb = lambda b: nd_norm([0, 1, 1, 1],
                           np.array([[1, 0, 0, 0], [0, 1, 0, 0], [0, 0, 3, 0],
                                     [0, 0, 0, 3]])).pdf(b)
priorbreak = lambda s: st.norm(5, 2).pdf(s)
priorsig = lambda s: st.uniform(0, 3).pdf(s)

post = lambda b, sig, s: likelihood(xs, ys, b, sig, [s]) * priorb(
    b) * priorsig(sig) * priorbreak(s)

cov = np.array([[0.5, 0, 0, 0], [0, 0.5, 0, 0], [0, 0, 0.5, 0], [0, 0, 0,
                                                                 0.5]])

proposalb_sampler = lambda b: nd_norm([b[0], b[1], b[2], b[3]], cov).rvs()
proposalb = lambda b1, b2: nd_norm([b1[0], b1[1], b1[2], b1[3]], cov).pdf(
    [b2[0], b2[1], b2[2], b2[3]])
proposalbreak_sampler = lambda s: nd_norm(s, 1).rvs()
proposalbreak = lambda s1, s2: nd_norm(s1, 1).pdf(s2)
Example #3
0
File: rj.py Project: copr/diplomka
 def sample_bs(self, bs):
     return nd_norm(bs, np.eye(len(bs)) * 0.5).rvs()
Example #4
0
File: rj.py Project: copr/diplomka
 def sample_sigs(self, sig):
     return np.abs(nd_norm(sig, 1).rvs())
Example #5
0
File: rj.py Project: copr/diplomka
 def prior_breaks(self, breaks):
     return nd_norm(5, np.eye(len(breaks)) * 0.5).pdf(breaks)
Example #6
0
File: rj.py Project: copr/diplomka
 def prior_b(self, bs):
     return nd_norm(np.ones(len(bs)), np.eye(len(bs))).pdf(bs)
Example #7
0
File: rj.py Project: copr/diplomka
 def sampler_probability_breaks(self, breaks1, breaks2):
     return nd_norm(breaks1, 0.5 * np.eye(len(breaks1))).pdf(breaks2)
Example #8
0
File: rj.py Project: copr/diplomka
 def sampler_probability_sigs(self, sig1, sig2):
     return nd_norm(sig1, 1).pdf(sig2)
Example #9
0
File: rj.py Project: copr/diplomka
 def sampler_probability_bs(self, bs1, bs2):
     return nd_norm(bs1, np.eye(len(bs1)) * 0.5).pdf(bs2)