def nllf(pars):
d, delta_new, tau = pars[0:3]
mu, delta = pars[3:3+Num], pars[3+Num:3+2*Num]
pc = ilogit(mu)
pt = ilogit(mu + delta)
cost = 0
cost += np.sum(dbin_llf(rc, pc, nc))
cost += np.sum(dbin_llf(rt, pt, nt))
cost += np.sum(dnorm_llf(mu, 0, 1e-5))
cost += np.sum(dt_llf(delta, d, tau, 4))
cost += dnorm_llf(d, 0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
cost += dt_llf(delta_new, d, tau, 4)
return -cost
def nllf(p):
delta, alpha, state = p[0], p[1], p[2:]
beta = exp(alpha)
theta = ilogit(delta)
P = np.array([ilogit(alpha), 0])
state = np.asarray(np.floor(state), 'i')
#state1 = state + 1 # zero-indexing in numpy
#prop = P[state] # unused
cost = 0
cost += np.sum(dbin_llf(y, P[state], t))
cost += np.sum(dbern_llf(state, theta))
cost += dnorm_llf(alpha, 0, 1e-4)
cost += dnorm_llf(delta, 0, 1e-4)
return -cost
def nllf(p):
alpha, beta, theta = p[:T], p[T], p[T + 1:]
p = ilogit(beta * theta[:, None] - alpha[None, :])
cost = 0
cost += np.sum(dbern_llf(r, p))
cost += np.sum(dnorm_llf(theta, 0.0, 1.0))
cost += np.sum(dnorm_llf(alpha, 0, 0.0001))
cost += dflat_llf(beta)
return -cost
def nllf(p):
b, tau, mu = p[:-2], p[-2], p[-1]
p = ilogit(b)
cost = 0
cost += np.sum(dnorm_llf(b, mu, tau))
cost += np.sum(dbin_llf(r, p, n))
cost += dnorm_llf(mu, 0.0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
alpha, beta1, beta2, tau = p[:4]
mu, b = p[4:4 + K], p[4 + K:]
# median values from fit
#alpha, beta1, beta2, tau = 0.5793, -0.0457, 0.007004, 1/0.08059**2
logPsi = alpha + beta1 * year + beta2 * (year * year - 22) + b
p0 = ilogit(mu)
p1 = ilogit(mu + logPsi)
cost = 0
cost += np.sum(dbin_llf(r0, p0, n0))
cost += np.sum(dbin_llf(r1, p1, n1))
cost += np.sum(dnorm_llf(b, 0, tau))
cost += np.sum(dnorm_llf(mu, 0, 1e-6))
cost += dnorm_llf(alpha, 0, 1e-6)
cost += dnorm_llf(beta1, 0, 1e-6)
cost += dnorm_llf(beta2, 0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
beta0C, beta, phi, q, x[x_index] = p[0], p[1], p[2:6].reshape(2, 2), p[6], p[7:]
p = ilogit(beta0C + beta*np.floor(x))
x_int, d_int = [np.asarray(np.floor(v), 'i') for v in (x, d)]
cost = 0
cost += np.sum(dbern_llf(d, q))
cost += np.sum(dbern_llf(d, p))
cost += np.sum(dbern_llf(w, phi[x_int, d_int]))
cost += dnorm_llf(beta0C, 0, 0.00001)
cost += dnorm_llf(beta, 0, 0.00001)
return -cost
def nllf(p):
alpha0, alpha1, alpha2, alpha12, tau = p[:5]
b = p[5:]
p = ilogit(alpha0 + alpha1 * x1 + alpha2 * x2 + alpha12 * x1 * x2 + b)
cost = 0
cost += np.sum(dbin_llf(r, p, n))
cost += np.sum(dnorm_llf(b, 0., tau))
cost += dnorm_llf(alpha0, 0.0, 1e-6)
cost += dnorm_llf(alpha1, 0.0, 1e-6)
cost += dnorm_llf(alpha2, 0.0, 1e-6)
cost += dnorm_llf(alpha12, 0.0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
if PRIOR > 0:
sigma = np.array([sigma_prior[PRIOR-1](p[0])])
mu = np.array([p[1]])
else:
#inv_tau_sqrd_1, tau_sqrd_2, tau_3, B0, D0, tau_sqrd_6 = p[:6]
sigma = np.array([f(v) for f, v in zip(sigma_prior, p[:6])])
mu = p[6:12]
tau = 1/np.sqrt(sigma)
cost = 0
for _ in range(MARGINALIZATION_COUNT):
theta = np.random.normal(mu[:, None], sigma[:, None], size=(Nprior, Nstudy))
pc = np.random.rand(Nprior, Nstudy)
pt = ilogit(theta + logit(pc))
cost += np.sum(dnorm_llf(theta, mu[:, None], tau[:, None]))
cost += np.sum(dbin_llf(rt[None, :], pt, nt[None, :]))
cost += np.sum(dbin_llf(rc[None, :], pc, nc[None, :]))
cost /= MARGINALIZATION_COUNT
#cost += np.sum(dunif_llf(mu, -10, 10))
# Prior 1: Gamma(0.001, 0.001) on inv.tau.sqrd
if PRIOR == 1: cost += dgamma_llf(p[0], 0.001, 0.001)
elif PRIOR == 0: cost += dgamma_llf(p[0], 0.001, 0.001)
# Prior 2: Uniform(0, 50) on tau.sqrd
#cost += dunif_llf(tau_sqrd_2, 0, 50)
# Prior 3: Uniform(0, 50) on tau
#cost += dunif_llf(tau_3, 0, 50)
# Prior 4: Uniform shrinkage on tau.sqrd
#cost += dunif_llf(B0, 0, 1)
# Prior 5: Dumouchel on tau
#cost += dunif_llf(D0, 0, 1)
# Prior 6: Half-Normal on tau.sqrd
if PRIOR == 6: cost += dnorm_llf(p[0], 0, prior_6_p0)
elif PRIOR == 0: cost += dnorm_llf(p[5], 0, prior_6_p0)
return -cost
def nllf(p):
beta, pi, kappa, tau = p[:4]
a = p[4:7]
b = p[7:]
## quick rejection of unordered a points
if not(-1000 <= a[0] and a[0] <= a[1] and a[1] <= a[2] and a[2] <= 1000):
return inf
if tau <= 0:
return inf
sigma = 1 / sqrt(tau)
mu = beta * treat/2 + pi * period/2 + kappa * carry
prob = np.empty((N, T, Ncut+1))
## Marginalize over random effects (b[N] ~ N(0, tau))
cost = 0
for _ in range(MARGINALIZATION_COUNT):
b = np.random.normal(0.0, sigma, size=N)
#cost += np.sum(dnorm_llf(b, 0, tau))
Q = ilogit(-(a[None, None, :] + mu[group, :, None] + b[:, None, None]))
prob[:, :, 0] = 1 - Q[:, :, 0]
for j in range(1, Ncut):
prob[:, :, j] = Q[:, :, j-1] - Q[:, :, j]
prob[:, :, -1] = Q[:, :, -1]
cost += np.sum(dcat_llf(response, prob))
cost /= MARGINALIZATION_COUNT
cost += dnorm_llf(beta, 0, 1e-6)
cost += dnorm_llf(pi, 0, 1e-6)
cost += dnorm_llf(kappa, 0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
## ordered cut points for underlying continuous latent variable
#cost += dflat_llf(a[0]) if -1000 <= a[0] <= a[1] else -inf
#cost += dflat_llf(a[1]) if a[0] <= a[1] <= a[2] else -inf
#cost += dflat_llf(a[2]) if a[1] <= a[2] <= 1000 else -inf
## PAK: model looks over-parameterized: anchor a[1]
#cost += dnorm_llf(a[0], 0.707, 1/0.1364**2)
return -cost
def bones(pars):
theta = pars[:13]
grade[missing_grade_index] = np.floor(pars[13:] + 0.5)
p = np.empty((nChild, nInd, 5)) # max(ncat) is 5
Q = np.empty((nChild, nInd, 4))
Q = ilogit(delta[None, :, None] *
(theta[:, None, None] - gamma[None, :, :]))
p[:, :, 1:-1] = Q[:, :, :-1] - Q[:, :, 1:]
p[:, :, 0] = 1 - Q[:, :, 0]
p[:, :, ncat - 1] = Q[:, :, ncat - 2]
cost = 0
cost += np.sum(dnorm_llf(theta, 0.0, 0.001))
for i in range(nChild):
for j in range(nInd):
if 1 <= grade[i, j] <= ncat[j]:
cost += dcat_llf(grade[i, j], p[i, j, :ncat[j]])
else:
cost = -inf
return -cost
def post(p):
delta, alpha, state = p[0], p[1], p[2:]
beta = exp(alpha)
theta = ilogit(delta)
return beta, theta
def post(p):
b, tau, mu = p[:-2], p[-2], p[-1]
p = ilogit(b)
pop_mean = ilogit(mu)
sigma = 1.0 / sqrt(tau)
return np.vstack((p, pop_mean, sigma))
