added conditional dependence of t on s. Converging but not well. Need to setup without it and compare estimates.

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
+	μ = X * β .+ [α[x+1] for x in s]
-
+	η = (X * ν).^2
-	scale = σ.^2 ./ μ
-	shape = μ ./ scale
 
-	t = rand.(Gamma.(shape,scale))
-end
 
-# ╔═╡ 8735884f-efdc-4421-a205-06b68946b564
+	t = rand.(Normal.(μ,η))
-begin #build statuses
-	ξ = [-5 6 -7 3 -2 4]'
-	Ξ = logistic.(X * ξ)
-	s = rand.(Bernoulli.(Ξ))
 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