Will King 1 year ago
commit 5a7e6ff299

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using Turing, StatsFuns
using Distributions, StatsPlots
using FillArrays
begin #creating synthetic data
βs = [1 2 3]'
x = Matrix([1:10 1:2:20 1:3:30])
X = (x .- mean(x,dims=1)) ./ std(x,dims=1)
t = [x for x=1:0.5:5.5]
s = rand([1,2],10)
σ= [2 3]
rand_draw1 = randn(10)
y = x*βs .+ σ[s]
end
@model function JointDurationStateModel(
DeviationFromExpectedDuration,
ConclusionStatus,
SnapshotState,
CurrentDuration,
)
# get dimensions
n,k = size(SnapshotState)
#hyperpriors priors
#Heirarchal parameters
#β ~ MvNormal(Fill(0,k),2)
η ~ MvNormal(Fill(0,k),2)
#Direct Priors
#σ_DFED ~ filldist(Exponential(1),2) #TODO: check implication of this form
#model
#μ = SnapshotState * β
p = StatsFuns.logistic.(SnapshotState * η)
#estimate ConclusionStatus model
ConclusionStatus .~ Bernoulli(p)
#Estimate DFED model
#=
for i in eachindex(ConclusionStatus)
DeviationFromExpectedDuration ~ Normal(
μ[ConclusionStatus[i]],
σ_DFED[ConclusionStatus[i]]
)
end
=#
end
model = JointDurationStateModel(y,s,X,t)
prior = JointDurationStateModel(fill(missing,size(y)),fill(missing,size(s)),X,t)
chain = sample(model,NUTS(0.85),2000)
plot(chain)

File diff suppressed because it is too large Load Diff

File diff suppressed because it is too large Load Diff
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