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added some work in turing

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will king 3 years ago
parent 8a8c49f9ca
commit ddacd8c714
3 changed files with 2055 additions and 190 deletions
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Julia-turing models/Logistic_WorkingParamRecovery.jl
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@ -1,5 +1,5 @@
### A Pluto.jl notebook ###
# v0.19.12
# v0.19.19
using Markdown
using InteractiveUtils
@ -22,12 +22,12 @@ begin #creating synthetic data
#n = 100_000 #successfully tested with n=100_000. It recovered the values quite well.
n = 1000
β = [1 2 -3]
α = 0
k=length(β)
ϵ = randn(n)
X = rand(Uniform(0,1),(n,k))
#normalize X?
B = (X*β')
B = α .+ (X*β')
lB=logistic.(B)
y = rand.(Bernoulli.(lB))
end
@ -43,7 +43,7 @@ plot(lB,y,seriestype=:scatter,legend=nothing)
# ╔═╡ 0696416b-72ba-46a0-ac54-0f8afbba554b
@model function Logit(y,X)
#dims = n,k = size(X)
n,k = size(X)
β ~ MvNormal(zeros(k),1)
σ ~ Exponential(1)
α ~ Normal(0,1)
@ -55,10 +55,16 @@ plot(lB,y,seriestype=:scatter,legend=nothing)
end
# ╔═╡ a2632230-b891-48b3-ba05-d34dc6076101
# ╠═╡ disabled = true
#=╠═╡
MvNormal(zeros(k),1)
╠═╡ =#
# ╔═╡ af054878-09ed-4c67-8655-5ff0bd0d1193
# ╠═╡ disabled = true
#=╠═╡
BernoulliLogit
╠═╡ =#
# ╔═╡ 3f4aa70d-ffce-44fe-8520-831a5a94fe47
testmodel = Logit(y,X)
@ -91,9 +97,9 @@ Turing = "~0.22.0"
PLUTO_MANIFEST_TOML_CONTENTS = """
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@ -103,26 +109,26 @@ version = "1.2.1"
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@ -228,7 +228,7 @@ uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0"
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@ -241,21 +241,21 @@ version = "0.5.1"
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@ -265,15 +265,15 @@ version = "0.14.3"
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@ -283,15 +283,15 @@ version = "0.11.4"
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@ -424,9 +424,9 @@ version = "0.6.43"
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@ -589,9 +589,9 @@ version = "0.21.0+0"
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git-tree-sha1 = "37e4657cd56b11abe3d10cd4a1ec5fbdb4180263"
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[[deps.HarfBuzz_jll]]
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@ -650,15 +650,15 @@ uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
[[deps.Interpolations]]
deps = ["Adapt", "AxisAlgorithms", "ChainRulesCore", "LinearAlgebra", "OffsetArrays", "Random", "Ratios", "Requires", "SharedArrays", "SparseArrays", "StaticArrays", "WoodburyMatrices"]
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[[deps.InverseFunctions]]
deps = ["Test"]
@ -667,9 +667,9 @@ uuid = "3587e190-3f89-42d0-90ee-14403ec27112"
version = "0.1.8"
[[deps.InvertedIndices]]
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[[deps.IrrationalConstants]]
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@ -705,10 +705,10 @@ uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
version = "0.21.3"
[[deps.JpegTurbo_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "b53380851c6e6664204efb2e62cd24fa5c47e4ba"
deps = ["Artifacts", "JLLWrappers", "Libdl"]
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[[deps.KernelDensity]]
deps = ["Distributions", "DocStringExtensions", "FFTW", "Interpolations", "StatsBase"]
@ -746,9 +746,15 @@ version = "1.3.0"
[[deps.Latexify]]
deps = ["Formatting", "InteractiveUtils", "LaTeXStrings", "MacroTools", "Markdown", "OrderedCollections", "Printf", "Requires"]
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git-tree-sha1 = "2422f47b34d4b127720a18f86fa7b1aa2e141f29"
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[[deps.LazyArtifacts]]
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@ -796,9 +802,9 @@ version = "1.8.7+0"
[[deps.Libglvnd_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "Xorg_libX11_jll", "Xorg_libXext_jll"]
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[[deps.Libgpg_error_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
@ -808,9 +814,9 @@ version = "1.42.0+0"
[[deps.Libiconv_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
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@ -842,15 +848,15 @@ uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
[[deps.LogDensityProblems]]
deps = ["ArgCheck", "DocStringExtensions", "Random", "Requires", "UnPack"]
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[[deps.Logging]]
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@ -862,16 +868,16 @@ uuid = "e6f89c97-d47a-5376-807f-9c37f3926c36"
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[[deps.MCMCChains]]
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[[deps.MCMCDiagnosticTools]]
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[[deps.MKL_jll]]
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@ -881,9 +887,9 @@ version = "2022.2.0+0"
[[deps.MLJModelInterface]]
deps = ["Random", "ScientificTypesBase", "StatisticalTraits"]
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@ -924,9 +930,9 @@ version = "0.1.3"
[[deps.Missings]]
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@ -937,21 +943,21 @@ version = "2022.2.1"
[[deps.MultivariateStats]]
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deps = ["Combinatorics", "DataStructures", "DelimitedFiles", "InvertedIndices", "LinearAlgebra", "Random", "Requires", "SparseArrays", "Statistics"]
@ -966,9 +972,9 @@ version = "1.0.0"
[[deps.NearestNeighbors]]
deps = ["Distances", "StaticArrays"]
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@ -981,9 +987,9 @@ version = "0.5.4"
[[deps.OffsetArrays]]
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@ -1003,15 +1009,15 @@ version = "0.8.1+0"
[[deps.OpenSSL]]
deps = ["BitFlags", "Dates", "MozillaCACerts_jll", "OpenSSL_jll", "Sockets"]
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@ -1021,9 +1027,9 @@ version = "0.5.5+0"
[[deps.Optimisers]]
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@ -1043,15 +1049,15 @@ version = "10.40.0+0"
[[deps.PDMats]]
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@ -1077,15 +1083,15 @@ version = "3.1.0"
[[deps.PlotUtils]]
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@ -1095,9 +1101,9 @@ version = "1.3.0"
[[deps.PrettyTables]]
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@ -1123,9 +1129,9 @@ version = "5.15.3+2"
[[deps.QuadGK]]
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@ -1154,21 +1160,21 @@ version = "0.1.0"
[[deps.RecipesBase]]
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@ -1189,21 +1195,21 @@ version = "1.3.0"
[[deps.Rmath]]
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@ -1216,10 +1222,16 @@ uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
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[[deps.SciMLBase]]
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git-tree-sha1 = "a8e18eb383b5ecf1b5e6fc237eb39255044fd92b"
@ -1234,18 +1246,18 @@ version = "1.1.1"
[[deps.SentinelArrays]]
deps = ["Dates", "Random"]
git-tree-sha1 = "efd23b378ea5f2db53a55ae53d3133de4e080aa9"
git-tree-sha1 = "77d3c4726515dca71f6d80fbb5e251088defe305"
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[[deps.Serialization]]
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[[deps.Setfield]]
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git-tree-sha1 = "38d88503f695eb0301479bc9b0d4320b378bafe5"
deps = ["ConstructionBase", "Future", "MacroTools", "StaticArraysCore"]
git-tree-sha1 = "e2cc6d8c88613c05e1defb55170bf5ff211fbeac"
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version = "0.8.2"
version = "1.1.1"
[[deps.SharedArrays]]
deps = ["Distributed", "Mmap", "Random", "Serialization"]
@ -1263,9 +1275,10 @@ uuid = "777ac1f9-54b0-4bf8-805c-2214025038e7"
version = "1.1.0"
[[deps.SnoopPrecompile]]
git-tree-sha1 = "f604441450a3c0569830946e5b33b78c928e1a85"
deps = ["Preferences"]
git-tree-sha1 = "e760a70afdcd461cf01a575947738d359234665c"
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version = "1.0.3"
[[deps.Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
@ -1282,9 +1295,9 @@ uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
[[deps.SpecialFunctions]]
deps = ["ChainRulesCore", "IrrationalConstants", "LogExpFunctions", "OpenLibm_jll", "OpenSpecFun_jll"]
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git-tree-sha1 = "ef28127915f4229c971eb43f3fc075dd3fe91880"
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version = "2.2.0"
[[deps.SplittablesBase]]
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@ -1294,9 +1307,9 @@ version = "0.1.15"
[[deps.StaticArrays]]
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@ -1343,15 +1356,21 @@ uuid = "892a3eda-7b42-436c-8928-eab12a02cf0e"
version = "0.3.0"
[[deps.StructArrays]]
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deps = ["Adapt", "DataAPI", "GPUArraysCore", "StaticArraysCore", "Tables"]
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deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"]
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deps = ["DocStringExtensions"]
git-tree-sha1 = "f8ab052bfcbdb9b48fad2c80c873aa0d0344dfe5"
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deps = ["Dates"]
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@ -1378,7 +1397,7 @@ version = "1.10.0"
[[deps.Tar]]
deps = ["ArgTools", "SHA"]
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deps = ["LinearAlgebra"]
@ -1398,21 +1417,32 @@ uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
[[deps.Tracker]]
deps = ["Adapt", "DiffRules", "ForwardDiff", "Functors", "LinearAlgebra", "LogExpFunctions", "MacroTools", "NNlib", "NaNMath", "Optimisers", "Printf", "Random", "Requires", "SpecialFunctions", "Statistics"]
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[[deps.Turing]]
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@ -1421,9 +1451,9 @@ uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
version = "0.22.0"
[[deps.URIs]]
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deps = ["Random", "SHA"]
@ -1450,9 +1480,9 @@ version = "0.2.0"
[[deps.Wayland_jll]]
deps = ["Artifacts", "Expat_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Pkg", "XML2_jll"]
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[[deps.Wayland_protocols_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
@ -1474,9 +1504,9 @@ version = "0.5.5"
[[deps.XML2_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Libiconv_jll", "Pkg", "Zlib_jll"]
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@ -1616,10 +1646,10 @@ uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
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[[deps.Zstd_jll]]
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version = "1.5.4+0"
[[deps.ZygoteRules]]
deps = ["MacroTools"]

1807
Julia-turing models/PlutoModel.jl
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28
README.md
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@ -1,2 +1,30 @@
# ClinicalTrialsEstimation
The model I am going to fit
Terminated .~ Bernoulli.(prob)
duration .~ Gamma(shape,scale)
#terminated
prob .~ logistic.(M_duration)
M_duration = X * beta_duration
beta_duration .~ MvNormal(N_duration,S_duration)
N_duration = Z * eta_duration
eta_duration .~ MvNormal
S_duration = sigma_duration * I
sigma_duration .~ Exponential(0.5)
#duration
shape .~ lognormal(mu_shape,sigma_shape)
scale .~ lognormal(mu_scale,sigma_scale)
mu_shape =
sigma_shape =
mu_scale =
sigma_scale =

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