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41 lines
909 B
Plaintext
41 lines
909 B
Plaintext
//
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// This Stan program defines a simple model, with a
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// vector of values 'y' modeled as normally distributed
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// with mean 'mu' and standard deviation 'sigma'.
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//
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// Learn more about model development with Stan at:
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//
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// http://mc-stan.org/users/interfaces/rstan.html
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// https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started
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//
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// The input data is a vector 'y' of length 'N'.
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data {
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int<lower=1> D;
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int<lower=1> N;
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int<lower=1> L;
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int<lower=0, upper=1> y[N];
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int<lower=1, upper=L> ll[N];
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row_vector[D] x[N];
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}
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parameters {
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real mu[D];
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real<lower=0> sigma[D];
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vector[D] beta[L];
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}
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model {
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sigma ~ gamma(2,1); //shape and inverse scale
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mu ~ normal(0, 1); //convert to mvnormal
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for (l in 1:L) {
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beta[l] ~ normal(mu, sigma);
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}
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{
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vector[N] x_beta_ll;
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for (n in 1:N) {
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x_beta_ll[n] = x[n] * beta[ll[n]];
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}
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y ~ bernoulli_logit(x_beta_ll);
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}
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}
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