diff --git a/Julia-turing models/MultivariateExample.jl b/Julia-turing models/MultivariateExample.jl index ea7aba7..4ceb812 100644 --- a/Julia-turing models/MultivariateExample.jl +++ b/Julia-turing models/MultivariateExample.jl @@ -23,9 +23,6 @@ A,B = f(μ,σ) (s,t) ~ (bernoulli(p), Gamma(A,B)) """ -# ╔═╡ d3c53cb5-dd7a-4da0-82d6-52611a1a9e1c - - # ╔═╡ fb1ce990-915e-46eb-88a6-ac3c2bc55f4e begin #test params n = 100 @@ -54,25 +51,25 @@ begin X = hcat(τ, x₁, x₂, x₃) end +# ╔═╡ 8735884f-efdc-4421-a205-06b68946b564 +begin #build statuses + ξ = [-5 6 -7 3 -2 4]' + Ξ = logistic.(X * ξ) + s = rand.(Bernoulli.(Ξ)) +end + # ╔═╡ 7cee4dad-17b4-4cf8-8fa7-631722c4f9bf begin #Build Durations β = [1 2 3 4 5 1]' ν = [6 5 4 3 2 1]' + α = [-1,1] - μ = X * β - σ = X * ν - - scale = σ.^2 ./ μ - shape = μ ./ scale + + μ = X * β .+ [α[x+1] for x in s] + η = (X * ν).^2 - t = rand.(Gamma.(shape,scale)) -end -# ╔═╡ 8735884f-efdc-4421-a205-06b68946b564 -begin #build statuses - ξ = [-5 6 -7 3 -2 4]' - Ξ = logistic.(X * ξ) - s = rand.(Bernoulli.(Ξ)) + t = rand.(Normal.(μ,η)) end # ╔═╡ f0687986-ac5f-47c7-ad79-07318d770d17 @@ -83,7 +80,7 @@ plot(Ξ,s,seriestype=:scatter, legend=nothing) n,k=size(X) #model S - ξ ~ MvNormal(zeros(k),1) + ξ ~ MvNormal(zeros(k),2) σₛ ~ Exponential(1) μ = X*ξ @@ -92,14 +89,25 @@ plot(Ξ,s,seriestype=:scatter, legend=nothing) s .~ Bernoulli.(p) #model t + β ~ MvNormal(zeros(k),2) + ν ~ MvNormal(zeros(k),2) + α ~ MvNormal([0,0], 2) + μ = X * β .+ [α[x+1] for x in s] + η = (X * ν).^2 + + + t .~ Normal.(μ,η) end +# ╔═╡ a9362616-b992-4100-b000-48c8ae7b4d4b +a =[1,2] + # ╔═╡ edad9362-fbd3-445a-857d-9687c1adbddd testmod = MultiVariate(s,t,X) # ╔═╡ d30d54df-260e-4826-89e3-de5434f8a730 -chain = sample(testmod,NUTS(),200) +chain = sample(testmod,Gibbs(NUTS(),PG(20,:α)),1000) # ╔═╡ 846a1840-5734-4ed3-9d9c-01f063cd0057 plot(chain) @@ -1732,9 +1740,8 @@ version = "1.4.1+0" """ # ╔═╡ Cell order: -# ╠═c39be064-648a-11ed-0677-ebe624104c69 +# ╟─c39be064-648a-11ed-0677-ebe624104c69 # ╠═add4bb20-1da8-45e7-a40f-1b41c149d5f0 -# ╠═d3c53cb5-dd7a-4da0-82d6-52611a1a9e1c # ╠═fb1ce990-915e-46eb-88a6-ac3c2bc55f4e # ╠═d75ac31e-9524-4ad7-b350-0a6dabdf22d2 # ╟─a84568ec-f443-4b36-83ba-baf5aceae209 @@ -1742,6 +1749,7 @@ version = "1.4.1+0" # ╠═8735884f-efdc-4421-a205-06b68946b564 # ╠═f0687986-ac5f-47c7-ad79-07318d770d17 # ╠═fd7264ce-00af-49a3-91c9-2277bad2b3e9 +# ╠═a9362616-b992-4100-b000-48c8ae7b4d4b # ╠═edad9362-fbd3-445a-857d-9687c1adbddd # ╠═d30d54df-260e-4826-89e3-de5434f8a730 # ╠═846a1840-5734-4ed3-9d9c-01f063cd0057