我试图重现John Kruschke的书中的例子"做贝叶斯数据分析" (第2版)。这个例子来自第16章关于重复测量的简单线性回归。在这种情况下,我想我只是挂断了指定似然函数。我从John Kruschke's site下载了数据并用它制作了一个csv。这是我在书中遵循他的R代码的代码:
import pandas as pd
import pymc3 as pm
import numpy as np
data = pd.read_csv('Feldmandata.csv')
data = data[np.isfinite(data['retention'])]
data = data[data['group'] == 1]
data['log10_retention'] = np.log10(data['retention'])
nrow, ncol = data.shape[0], data.shape[1]
data['subjID'] = data['subjID']-1
subjID = data['subjID']
nsubj = len(np.unique(subjID))
y = data['time'].astype('float')
x = data['log10_retention'].astype('float')
std_y = (y - np.mean(y)) / np.std(y)
std_x = (x - np.mean(x)) / np.std(x)
sample = 1000
burnin = 500
with pm.Model() as model:
# Priors
m = pm.Gamma('m', 1, 0.1)
d = pm.Gamma('d', 1, 0.1)
G_r = pm.Deterministic('G_r', m / d**2)
G_s = pm.Deterministic('G_s', m**2 / d**2)
t_1G = pm.Gamma('t_1G', 0.1, 0.1)
mu_1G = pm.Normal('mu_1G', 0, 0.1)
t_0G = pm.Gamma('t_0G', 0.1, 0.1)
mu_0G = pm.Gamma('mu_0G', 0, 0.01)
b0 = pm.Normal('b0', mu = mu_0G, tau = t_0G, shape = nsubj)
b1 = pm.Normal('b1', mu = mu_1G, tau = t_1G, shape = nsubj)
tau = pm.Gamma('tau', G_s, G_r, shape = nsubj)
# Likelihood - I think I just need help here.
y_like = pm.Normal('y_like', mu = b0[subjID] + b1[subjID]*std_x,
tau = tau[subjID], observed = std_y)
# Inference
step = pm.Metropolis()
trace = pm.sample(sample, step = step)
非常感谢任何帮助。