// // This Stan program defines a simple model, with a // vector of values 'y' modeled as normally distributed // with mean 'mu' and standard deviation 'sigma'. // // Learn more about model development with Stan at: // // http://mc-stan.org/users/interfaces/rstan.html // https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started // // The input data is a vector 'y' of length 'N'. data { int D; //Number of parameters int N; // Number of observations int L; //Number of categories int ll[N]; row_vector[D] x[N]; real mu_m; real mu_sd; real sigma_shape; real sigma_rate; } generated quantities { //preallocate real mu_prior[D]; real sigma_prior[D]; vector[D] beta_prior[L]; real p_prior[N]; // what I have priors about //sample parameters for (d in 1:D) { mu_prior[d] = normal_rng(0,1); sigma_prior[d] = gamma_rng(2,1); } for (l in 1:L) { for (d in 1:D) { beta_prior[l,d] = normal_rng(mu_prior[d],sigma_prior[d]); } } //generate probabilities { vector[D] b_prior[N];//local var for (n in 1:N){ b_prior[n] = beta_prior[ll[n]]; p_prior[n] = inv_logit( x[n] * b_prior[n] ); } } }