コード例 #1
0
def bad_alpha_sampler_simple_sim(n=[33, 21, 22, 22, 24, 11]):
    # generate data and model
    d = data.simple_hierarchical_data(n)
    m = models.simple_hierarchical_model(d['y'])

    # fit model with MCMC, but with badly initialized step method
    mcmc = mc.MCMC(m)
    mcmc.use_step_method(mc.AdaptiveMetropolis, [m['inv_sigma_sq'], m['mu'], m['inv_tau_sq']])
    mcmc.use_step_method(mc.NoStepper, m['alpha'])
    mcmc.sample(60000, 10000, 10)

    return d, m
コード例 #2
0
def good_simple_sim(n=[33, 21, 22, 22, 24, 11]):
    # generate data and model
    d = data.simple_hierarchical_data(n)
    m = models.simple_hierarchical_model(d['y'])

    # fit model with MCMC
    mcmc = mc.MCMC(m)
    mcmc.use_step_method(mc.AdaptiveMetropolis, [m['inv_sigma_sq'], m['mu'], m['inv_tau_sq']])
    mcmc.use_step_method(mc.AdaptiveMetropolis, [m['alpha']])
    mcmc.sample(60000, 10000, 10)

    return d, m
コード例 #3
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def bad_mu_prior_simple_sim(n=[33, 21, 22, 22, 24, 11]):
    # generate data and model, intentionally misspecifying prior on mu
    d = data.simple_hierarchical_data(n)
    m = models.simple_hierarchical_model(d['y'])
    m['mu'].parents['mu'] = -5.
    m['mu'].parents['tau'] = .001**-2

    # fit model with MCMC
    mcmc = mc.MCMC(m)
    mcmc.use_step_method(mc.AdaptiveMetropolis, [m['inv_sigma_sq'], m['mu'], m['inv_tau_sq']])
    mcmc.use_step_method(mc.AdaptiveMetropolis, [m['alpha']])
    mcmc.sample(60000, 10000, 10)

    return d, m
コード例 #4
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 def test_simple_model(self):
     p = [[1,2,3], [4,5,6,7]]
     vars = models.simple_hierarchical_model(p)
     assert 'y' in vars
コード例 #5
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 def test_simple_model(self):
     p = [[1, 2, 3], [4, 5, 6, 7]]
     vars = models.simple_hierarchical_model(p)
     assert 'y' in vars