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Submodule stan-example-models
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This folder contains WinBUGS examples in Stan. The descriptions can be found at: | ||
http://www.mrc-bsu.cam.ac.uk/wp-content/uploads/WinBUGS_Vol1.pdf | ||
http://www.mrc-bsu.cam.ac.uk/wp-content/uploads/WinBUGS_Vol2.pdf | ||
http://www.mrc-bsu.cam.ac.uk/wp-content/uploads/WinBUGS_Vol3.pdf | ||
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OpenBUGS examples: | ||
http://www.openbugs.net/w/Examples | ||
http://mathstat.helsinki.fi/openbugs/ExamplesFrames.html | ||
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JAGS models and data for all these examples are in: | ||
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http://sourceforge.net/projects/mcmc-jags/files/Examples/2.x/ | ||
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JAGS' author has a R package for BUGS examples: | ||
https://r-forge.r-project.org/projects/bugs-examples/ | ||
To install the package, install.packages("BUGSExamples", repos="http://R-Forge.R-project.org") | ||
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---- | ||
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Above is the original README.txt file. | ||
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This folder is copied from: https://github.com/stan-dev/example-models/tree/master/bugs_examples. |
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"rt" <- | ||
c(3, 7, 5, 102, 28, 4, 98, 60, 25, 138, 64, 45, 9, 57, 25, 33, | ||
28, 8, 6, 32, 27, 22) | ||
"nt" <- | ||
c(38, 114, 69, 1533, 355, 59, 945, 632, 278, 1916, 873, 263, | ||
291, 858, 154, 207, 251, 151, 174, 209, 391, 680) | ||
"rc" <- | ||
c(3, 14, 11, 127, 27, 6, 152, 48, 37, 188, 52, 47, 16, 45, 31, | ||
38, 12, 6, 3, 40, 43, 39) | ||
"nc" <- | ||
c(39, 116, 93, 1520, 365, 52, 939, 471, 282, 1921, 583, 266, | ||
293, 883, 147, 213, 122, 154, 134, 218, 364, 674) | ||
"N" <- | ||
22 |
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{ | ||
"nc": [39, 116, 93, 1520, 365, 52, 939, 471, 282, 1921, 583, 266, 293, 883, 147, 213, 122, 154, 134, 218, 364, 674], | ||
"rc": [3, 14, 11, 127, 27, 6, 152, 48, 37, 188, 52, 47, 16, 45, 31, 38, 12, 6, 3, 40, 43, 39], | ||
"N": 22, | ||
"nt": [38, 114, 69, 1533, 355, 59, 945, 632, 278, 1916, 873, 263, 291, 858, 154, 207, 251, 151, 174, 209, 391, 680], | ||
"rt": [3, 7, 5, 102, 28, 4, 98, 60, 25, 138, 64, 45, 9, 57, 25, 33, 28, 8, 6, 32, 27, 22] | ||
} |
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d <- 0 | ||
delta <- c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0) | ||
sigmasq_delta <- 1 | ||
mu <- c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0) | ||
delta <- c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0) | ||
delta_new <- 0 |
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{ | ||
"mu": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], | ||
"delta": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], | ||
"d": 0, | ||
"delta_new": 0, | ||
"sigmasq_delta": 1 | ||
} |
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//DOC See \url{http://www.openbugs.net/Examples/Blockers.html}. | ||
data { | ||
int<lower=0> N; | ||
array[N] int<lower=0> nt; | ||
array[N] int<lower=0> rt; | ||
array[N] int<lower=0> nc; | ||
array[N] int<lower=0> rc; | ||
} | ||
parameters { | ||
real d; | ||
real<lower=0> sigmasq_delta; | ||
vector[N] mu; | ||
vector[N] delta; | ||
real delta_new; | ||
} | ||
transformed parameters { | ||
real<lower=0> sigma_delta; | ||
sigma_delta = sqrt(sigmasq_delta); | ||
} | ||
model { | ||
rt ~ binomial_logit(nt, mu + delta); | ||
rc ~ binomial_logit(nc, mu); | ||
delta ~ student_t(4, d, sigma_delta); | ||
mu ~ normal(0, sqrt(1E5)); | ||
d ~ normal(0, 1E3); | ||
sigmasq_delta ~ inv_gamma(1E-3, 1E-3); | ||
// FIXME: sample in generated quantities in later version | ||
delta_new ~ student_t(4, d, sigma_delta); | ||
} |
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STAN_HOME = ../../../../.. | ||
PGM = blocker# | ||
CXX = g++ | ||
BOOSTPATH = $(shell find $(STAN_HOME)/lib -path '*lib/boost_*' -regex '.*lib\/boost_[^/]*') | ||
EIGENPATH = $(shell find $(STAN_HOME)/lib -path '*lib/eigen_*' -regex '.*lib\/eigen_[^/]*') | ||
CPPFLAGS = -I $(BOOSTPATH) -I$(EIGENPATH) -I $(STAN_HOME)/src | ||
LIBFLAGS = -L$(STAN_HOME)/bin -lstan | ||
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$(PGM) : | ||
$(STAN_HOME)/bin/stanc --name=$(PGM) $(PGM).stan | ||
$(CXX) -O3 -DNDEBUG $(CPPFLAGS) $(PGM).cpp -o $(PGM) $(LIBFLAGS) | ||
./$(PGM) data=$(PGM).data.R sample | ||
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clean : | ||
rm -rf $(PGM).cpp samples.csv $(PGM) |
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## take a look at the samples and compare with results computed | ||
## in other program. | ||
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library(coda) | ||
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N <- 22; | ||
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post <- read.csv(file = "samples.csv", header = TRUE, comment.char = '#'); | ||
colnames(post) <- c("d", "sigmasq_delta", | ||
paste("mu", 1:N, sep = ''), | ||
paste("delta", 1:N, sep = '')); | ||
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sigma_delta <- sqrt(post[, "sigmasq_delta"]); | ||
delta.new <- post[, "d"] + rt(nrow(post), df = 4) * sigma_delta; | ||
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poi <- cbind(post[, "d"], delta.new, sigma_delta); | ||
pars <- c("d", "delta.new", "sigma"); | ||
colnames(poi) <- pars; | ||
summary(as.mcmc(poi)) | ||
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library(BUGSExamples) | ||
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# theta0 <- theta[1] - theta[2] * mean(X) | ||
ex <- list(name = "Blockers", parameters = pars, | ||
nSample = 10000, nBurnin = 1000, nThin = 1, | ||
nChain = 3); | ||
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jagspost <- runExample(ex, engine = 'JAGS') | ||
summary(jagspost$coda) | ||
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nChild <- | ||
13 | ||
nInd <- | ||
34 | ||
gamma <- | ||
structure(c(0.7425, 10.267, 10.5215, 9.3877, 0.2593, -0.5998, | ||
10.5891, 6.6701, 8.8921, 12.4275, 12.4788, 13.7778, 5.8374, 6.9485, | ||
13.7184, 14.3476, 4.8066, 9.1037, 10.7483, 0.3887, 3.2573, 11.6273, | ||
15.8842, 14.8926, 15.5487, 15.4091, 3.9216, 15.475, 0.4927, 1.3059, | ||
1.5012, 0.8021, 5.0022, 4.0168, -1, -1, -1, -1, -1, -1, -1, -1, | ||
-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 1.0153, 7.0421, 14.4242, | ||
17.4685, 16.7409, 16.872, 17.0061, 5.2099, 16.9406, 1.3556, 1.8793, | ||
1.8902, 2.3873, 6.3704, 5.1537, -1, -1, -1, -1, -1, -1, -1, -1, | ||
-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, | ||
-1, -1, -1, 17.4944, 2.3016, 2.497, 2.3689, 3.9525, 8.2832, 7.1053, | ||
-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, | ||
-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 3.2535, 3.2306, | ||
2.9495, 5.3198, 10.4988, 10.3038), .Dim = c(34, 4)) | ||
delta <- | ||
c(2.9541, 0.6603, 0.7965, 1.0495, 5.7874, 3.8376, 0.6324, 0.8272, | ||
0.6968, 0.8747, 0.8136, 0.8246, 0.6711, 0.978, 1.1528, 1.6923, | ||
1.0331, 0.5381, 1.0688, 8.1123, 0.9974, 1.2656, 1.1802, 1.368, | ||
1.5435, 1.5006, 1.6766, 1.4297, 3.385, 3.3085, 3.4007, 2.0906, | ||
1.0954, 1.5329) | ||
ncat <- | ||
c(2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, | ||
3, 3, 3, 3, 3, 3, 3, 4, 5, 5, 5, 5, 5, 5) | ||
grade <- | ||
structure(c(1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, | ||
1, 1, 1, 1, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, 1, 2, 1, 2, -1, | ||
2, 2, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 1, 2, 2, 2, 2, 2, | ||
2, 2, 2, 2, 2, 2, 2, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, | ||
1, 1, 1, 1, 1, 1, 2, 2, 2, -1, 2, 2, 1, 1, 1, 1, 1, 2, 1, 2, | ||
2, 2, 2, 2, 2, 1, 1, 1, 1, 2, 1, 1, 1, 2, 2, 2, 2, 2, 1, 1, 1, | ||
1, 1, 1, -1, -1, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, -1, -1, 1, | ||
1, -1, 2, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, -1, 2, 2, 1, 1, 1, | ||
-1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1, 2, 1, 2, 1, 2, | ||
2, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, -1, 2, 2, 1, 1, 1, 1, | ||
1, 1, 1, 1, 1, 1, -1, 2, 2, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, | ||
2, 2, 1, 1, 1, 1, 1, -1, -1, 2, 1, -1, 1, 2, 2, 1, 1, 1, 1, 1, | ||
1, 1, 1, 1, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, | ||
1, 1, 1, 1, 2, 2, 3, 2, 3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 1, 1, 1, | ||
1, 1, -1, 3, 3, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, -1, 1, 1, | ||
1, 1, 1, 1, 1, 1, 1, 1, -1, -1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, | ||
1, 1, 2, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 1, | ||
1, 3, 3, 3, 3, 3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, | ||
2, 4, 2, 3, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 1, 1, 3, 5, 5, 5, | ||
5, 5, 5, 5, 5, 5, 5, 1, 1, 3, 4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 2, | ||
2, 3, 3, 4, 5, 5, 5, 5, 5, 5, 5, 5, 1, 1, 1, 1, 2, 3, 3, 3, 4, | ||
5, 5, 5, 5, 1, 1, 1, 1, 3, 3, 3, 4, 4, 5, 5, 5, 5), .Dim = c(13, | ||
34)) |
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nChild <- | ||
13 | ||
nInd <- | ||
34 | ||
gamma <- | ||
structure(c(0.7425, 10.267, 10.5215, 9.3877, 0.2593, -0.5998, | ||
10.5891, 6.6701, 8.8921, 12.4275, 12.4788, 13.7778, 5.8374, 6.9485, | ||
13.7184, 14.3476, 4.8066, 9.1037, 10.7483, 0.3887, 3.2573, 11.6273, | ||
15.8842, 14.8926, 15.5487, 15.4091, 3.9216, 15.475, 0.4927, 1.3059, | ||
1.5012, 0.8021, 5.0022, 4.0168, NA, NA, NA, NA, NA, NA, NA, NA, | ||
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 1.0153, 7.0421, 14.4242, | ||
17.4685, 16.7409, 16.872, 17.0061, 5.2099, 16.9406, 1.3556, 1.8793, | ||
1.8902, 2.3873, 6.3704, 5.1537, NA, NA, NA, NA, NA, NA, NA, NA, | ||
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, | ||
NA, NA, NA, 17.4944, 2.3016, 2.497, 2.3689, 3.9525, 8.2832, 7.1053, | ||
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, | ||
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, 3.2535, 3.2306, | ||
2.9495, 5.3198, 10.4988, 10.3038), .Dim = c(34, 4)) | ||
delta <- | ||
c(2.9541, 0.6603, 0.7965, 1.0495, 5.7874, 3.8376, 0.6324, 0.8272, | ||
0.6968, 0.8747, 0.8136, 0.8246, 0.6711, 0.978, 1.1528, 1.6923, | ||
1.0331, 0.5381, 1.0688, 8.1123, 0.9974, 1.2656, 1.1802, 1.368, | ||
1.5435, 1.5006, 1.6766, 1.4297, 3.385, 3.3085, 3.4007, 2.0906, | ||
1.0954, 1.5329) | ||
ncat <- | ||
c(2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, | ||
3, 3, 3, 3, 3, 3, 3, 4, 5, 5, 5, 5, 5, 5) | ||
grade <- | ||
structure(c(1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, | ||
1, 1, 1, 1, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, 1, 2, 1, 2, NA, | ||
2, 2, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 1, 2, 2, 2, 2, 2, | ||
2, 2, 2, 2, 2, 2, 2, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, | ||
1, 1, 1, 1, 1, 1, 2, 2, 2, NA, 2, 2, 1, 1, 1, 1, 1, 2, 1, 2, | ||
2, 2, 2, 2, 2, 1, 1, 1, 1, 2, 1, 1, 1, 2, 2, 2, 2, 2, 1, 1, 1, | ||
1, 1, 1, NA, NA, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, NA, NA, 1, | ||
1, NA, 2, NA, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, NA, 2, 2, 1, 1, 1, | ||
NA, 1, 1, 1, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1, 2, 1, 2, 1, 2, | ||
2, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, NA, 2, 2, 1, 1, 1, 1, | ||
1, 1, 1, 1, 1, 1, NA, 2, 2, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, | ||
2, 2, 1, 1, 1, 1, 1, NA, NA, 2, 1, NA, 1, 2, 2, 1, 1, 1, 1, 1, | ||
1, 1, 1, 1, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, | ||
1, 1, 1, 1, 2, 2, 3, 2, 3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 1, 1, 1, | ||
1, 1, NA, 3, 3, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, NA, 1, 1, | ||
1, 1, 1, 1, 1, 1, 1, 1, NA, NA, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, | ||
1, 1, 2, NA, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 1, | ||
1, 3, 3, 3, 3, 3, 3, 3, 3, 3, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, | ||
2, 4, 2, 3, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 1, 1, 3, 5, 5, 5, | ||
5, 5, 5, 5, 5, 5, 5, 1, 1, 3, 4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 2, | ||
2, 3, 3, 4, 5, 5, 5, 5, 5, 5, 5, 5, 1, 1, 1, 1, 2, 3, 3, 3, 4, | ||
5, 5, 5, 5, 1, 1, 1, 1, 3, 3, 3, 4, 4, 5, 5, 5, 5), .Dim = c(13, | ||
34)) |
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{ | ||
"ncat": [2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 4, 5, 5, 5, 5, 5, 5], | ||
"nChild": 13, | ||
"nInd": 34, | ||
"grade": [ | ||
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 2, 1, 1], | ||
[2, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 1, 1, 1, 1, 1, 1, 1, 1, 3, 1, 1, 2, 1, 1], | ||
[2, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 1, 1, 1, 1, 1, 1, 1, 1, 4, 3, 3, 3, 1, 1], | ||
[2, 1, 1, 1, 2, 2, 1, 1, 1, 1, 1, 1, -1, 1, 1, 1, 1, 1, 1, 3, 1, 1, 1, 1, 1, 1, 1, 1, 4, 5, 4, 3, 1, 1], | ||
[2, 1, 1, 1, 2, 2, 1, 1, 2, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 3, 2, 1, 1, 1, 1, 1, 3, 1, 5, 5, 5, 4, 2, 3], | ||
[2, 1, 1, 1, 2, 2, 1, 2, 1, 1, 1, 1, 1, 2, 1, 1, 2, -1, 1, 3, 2, 1, 1, 1, 1, 1, 3, 1, 5, 5, 5, 5, 3, 3], | ||
[2, 1, 1, 1, 2, 2, 1, 1, 1, -1, -1, 1, 1, 1, 1, 1, 2, -1, 1, 3, 3, 1, 1, 1, 1, 1, 3, 1, 5, 5, 5, 5, 3, 3], | ||
[2, 1, 2, 2, 2, 2, 2, 2, 1, -1, -1, 1, 2, 2, 1, 1, 2, 2, 1, 3, 2, 1, 1, 1, 1, 1, 3, 1, 5, 5, 5, 5, 3, 4], | ||
[2, 1, 1, 2, 2, 2, 2, 2, 2, 1, 1, 1, 2, 1, 1, 1, 2, 1, 1, 3, 3, 1, 1, 1, 1, 1, 3, 1, 5, 5, 5, 5, 4, 4], | ||
[2, 1, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 2, 2, 2, 1, 2, -1, 2, 3, 3, 1, 1, 1, 1, 1, 3, 1, 5, 5, 5, 5, 5, 5], | ||
[2, 1, -1, 2, 2, 2, -1, 2, 2, 1, -1, -1, 2, 2, -1, -1, 2, 1, 2, 3, 3, -1, 1, -1, 1, 1, 3, 1, 5, 5, 5, 5, 5, 5], | ||
[2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, 1, -1, 2, 1, 3, 2, 5, 5, 5, 5, 5, 5], | ||
[2, 2, 2, 2, 2, 2, 2, 2, 2, 2, -1, 2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, -1, 2, -1, 2, 3, 4, 5, 5, 5, 5, 5, 5] | ||
], | ||
"delta": [2.9541, 0.6603, 0.7965, 1.0495, 5.7874, 3.8376, 0.6324, 0.8272, 0.6968, 0.8747, 0.8136, 0.8246, 0.6711, 0.978, 1.1528, 1.6923, 1.0331, 0.5381, 1.0688, 8.1123, 0.9974, 1.2656, 1.1802, 1.368, 1.5435, 1.5006, 1.6766, 1.4297, 3.385, 3.3085, 3.4007, 2.0906, 1.0954, 1.5329], | ||
"gamma": [ | ||
[0.7425, -1, -1, -1], | ||
[10.267, -1, -1, -1], | ||
[10.5215, -1, -1, -1], | ||
[9.3877, -1, -1, -1], | ||
[0.2593, -1, -1, -1], | ||
[-0.5998, -1, -1, -1], | ||
[10.5891, -1, -1, -1], | ||
[6.6701, -1, -1, -1], | ||
[8.8921, -1, -1, -1], | ||
[12.4275, -1, -1, -1], | ||
[12.4788, -1, -1, -1], | ||
[13.7778, -1, -1, -1], | ||
[5.8374, -1, -1, -1], | ||
[6.9485, -1, -1, -1], | ||
[13.7184, -1, -1, -1], | ||
[14.3476, -1, -1, -1], | ||
[4.8066, -1, -1, -1], | ||
[9.1037, -1, -1, -1], | ||
[10.7483, -1, -1, -1], | ||
[0.3887, 1.0153, -1, -1], | ||
[3.2573, 7.0421, -1, -1], | ||
[11.6273, 14.4242, -1, -1], | ||
[15.8842, 17.4685, -1, -1], | ||
[14.8926, 16.7409, -1, -1], | ||
[15.5487, 16.872, -1, -1], | ||
[15.4091, 17.0061, -1, -1], | ||
[3.9216, 5.2099, -1, -1], | ||
[15.475, 16.9406, 17.4944, -1], | ||
[0.4927, 1.3556, 2.3016, 3.2535], | ||
[1.3059, 1.8793, 2.497, 3.2306], | ||
[1.5012, 1.8902, 2.3689, 2.9495], | ||
[0.8021, 2.3873, 3.9525, 5.3198], | ||
[5.0022, 6.3704, 8.2832, 10.4988], | ||
[4.0168, 5.1537, 7.1053, 10.3038] | ||
] | ||
} |
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/** | ||
* Bones: latent trait model for multiple ordered | ||
* categorical responses | ||
* http://www.openbugs.net/Examples/Bones.html | ||
* | ||
* | ||
* Note: | ||
* 1. Since it is just the response that is | ||
* modelled as categorical distribution, | ||
* we should be able to run the model now except handling | ||
* the missing. However, the data structure is a bit | ||
* difficult to deal with (Allowing some redundancy | ||
* in the transformed parameters (Q here), the model | ||
* is fine in Stan. | ||
* 2. The missing data is recoded as `-1`, which is | ||
* not modeled for `gamma` as in the OpenBUGS example | ||
* and not modeled for `grade`. | ||
*/ | ||
|
||
data { | ||
int<lower=0> nChild; | ||
int<lower=0> nInd; | ||
array[nInd, 4] real gamma; // -1 if missing | ||
array[nInd] real delta; | ||
array[nInd] int<lower=0> ncat; | ||
array[nChild, nInd] int grade; // -1 if missing | ||
} | ||
parameters { | ||
array[nChild] real theta; | ||
} | ||
model { | ||
array[nChild, nInd, 5] real p; | ||
array[nChild, nInd, 4] real Q; | ||
theta ~ normal(0.0, 36); | ||
for (i in 1 : nChild) { | ||
// Probability of observing grade k given theta | ||
for (j in 1 : nInd) { | ||
// Cumulative probability of > grade k given theta | ||
for (k in 1 : (ncat[j] - 1)) { | ||
Q[i, j, k] = inv_logit(delta[j] * (theta[i] - gamma[j, k])); | ||
} | ||
p[i, j, 1] = 1 - Q[i, j, 1]; | ||
for (k in 2 : (ncat[j] - 1)) { | ||
p[i, j, k] = Q[i, j, k - 1] - Q[i, j, k]; | ||
} | ||
p[i, j, ncat[j]] = Q[i, j, ncat[j] - 1]; | ||
|
||
// incement log probability directly because grade[i, j] | ||
// has categorical distribution with varying dimension. | ||
// for missing grade[i, j] = -1, there is no log prob | ||
// contribution | ||
if (grade[i, j] != -1) { | ||
target += log(p[i, j, grade[i, j]]); | ||
} | ||
} | ||
} | ||
} |
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STAN_HOME = ../../../../.. | ||
PGM = bones# | ||
CXX = clang++ | ||
BOOSTPATH = $(shell find $(STAN_HOME)/lib -path '*lib/boost_*' -regex '.*lib\/boost_[^/]*') | ||
EIGENPATH = $(shell find $(STAN_HOME)/lib -path '*lib/eigen_*' -regex '.*lib\/eigen_[^/]*') | ||
CPPFLAGS = -I $(BOOSTPATH) -I$(EIGENPATH) -I $(STAN_HOME)/src | ||
LIBFLAGS = -L$(STAN_HOME)/bin -lstan | ||
|
||
$(PGM) : | ||
$(STAN_HOME)/bin/stanc --name=$(PGM) $(PGM).stan | ||
$(CXX) -O3 -Wall $(CPPFLAGS) $(PGM).cpp -o $(PGM) $(LIBFLAGS) | ||
./$(PGM) data=$(PGM).data.R sample | ||
|
||
clean : | ||
rm -rf $(PGM).cpp samples.csv $(PGM) |
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@JuliaRegistrator register
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Registration pull request updated: JuliaRegistries/General/116566
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