你可以在pystan或pymc3中使用样本权重吗?

时间:2017-11-23 22:35:41

标签: python pymc3 stan rstan pystan

如果我的观察数据集具有权重(例如跟踪多重性),则可以将此提供给pystan或pymc3,类似于rstanarm包中的函数签名(http://mc-stan.org/rstanarm/reference/stan_glm.html):

stan_glm(formula, family = gaussian(), data, weights, subset,
  na.action = NULL, offset = NULL, model = TRUE, x = FALSE, y = TRUE,
  contrasts = NULL, ..., prior = normal(), prior_intercept = normal(),
  prior_aux = exponential(), prior_PD = FALSE, algorithm = c("sampling",
  "optimizing", "meanfield", "fullrank"), adapt_delta = NULL, QR = FALSE,
  sparse = FALSE)

0 个答案:

没有答案