model

Documentation

Overview

The eight schools example as appears in PyStan documentation (and taken from "Bayesian Data Analysis", Section 5.5 by Gelman et al.i):

data {
    int<lower=0> J; // number of schools
    vector[J] y; // estimated treatment effects
    vector<lower=0>[J] sigma; // s.e. of effect estimates
}

parameters {
    real mu;
    real<lower=0> tau;
    vector[J] eta;
}

transformed parameters {
    vector[J] theta;
    theta = mu + tau * eta;
}

model {
    eta ~ normal(0, 1);
    y ~ normal(theta, sigma);
}

Index

• type Model
  • func (m *Model) Observe(x []float64) float64

Types

type Model

type Model struct {
	J          int       // number of schools
	Y          []float64 // estimated treatment effects
	Sigma      []float64 // s.e. of effect estimates
	Stau, Seta float64   // log variances of tau and eta priors
}

func (*Model) Observe

func (m *Model) Observe(x []float64) float64