예제 #1
0
    def _prepare_simulate(self):
        # Priors
        # scaled inverted chi-square. Tuple (v,s2) = (degrees freedom,scale)
        self.prior_b = gt.create_chisquare_si(1.0,0.5)
        self.prior_e = gt.create_chisquare_si(1.0,0.5)

        # Parameters - theta
        self.theta = np.asmatrix(np.zeros(self.num_parameters).reshape(self.num_parameters,1))
        self.loc_hat = np.asmatrix(np.zeros(self.num_locations).reshape(self.num_locations,1))
        # used for Garcia-Cortes & Sorensen method
        self.loc_star = np.asmatrix(np.zeros(self.num_locations).reshape(self.num_locations,1))
        self.y_star = np.asmatrix(np.zeros(self.num_y).reshape(self.num_y,1))
        self.loc_tilde = np.asmatrix(np.zeros(self.num_locations).reshape(self.num_locations,1))
        ## Aliases
        self.B = np.matrix(self.theta[0:self.num_fixed,0],copy=False)
        self.B_hat = np.matrix(self.loc_hat[0:self.num_fixed,0],copy=False)
        # self.B = np.asmatrix(np.zeros(self.num_fixed).reshape(self.num_fixed,1))
        self.b = np.matrix(self.theta[self.num_fixed:self.num_locations,0],copy=False)
        self.b_hat = np.matrix(self.loc_hat[self.num_fixed:,0],copy=False)
        # self.b = np.asmatrix(np.zeros(self.num_random).reshape(self.num_random,1))
        ## Initial Values
        # B and b initialised to 0 - is this correct for B?
        self.B[0,0] = 10
        self.B[1,0] = 1.5
        ### Variance components
        # one sigma for each random effect
        self.theta[self.sigma2_b_idx,0] = 0.5
        # one sigma for each random effect
        self.theta[self.sigma2_e_idx,0] = 0.5
        # Restore buffer
        self.restore_initialize()
        # other initializations
        self._compute_mm_equations()
예제 #2
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 def set_default_priors(self):
     default_gpriors = [gt.create_chisquare_si(1.0, 0.5) for i in range(0, self.c)]
     default_rpriors = [gt.create_chisquare_si(1.0, 0.5)]
     # Set priors to defaults scaled inverse chi-square. User can change them later.
     assert self.set_priors(Gpriors=default_gpriors, Rpriors=default_rpriors)