Comments (5)
You also don't need blocks with nothing in them and you can vectorize everything. This model should look like this:
data {
int N[2];
vector[N[1]] y1;
vector[N[2]] y2;
}
parameters {
vector[2] mu;
vector<lower=0>[2] sigma;
}
model {
mu ~ normal(0, 10);
sigma ~ cauchy(0, 5);
y1 ~ normal(mu[1], sigma[1]);
y2 ~ normal(mu[2], sigma[2]);
}
It'd be even easier if we had ragged arrays.
from example-models.
The case studies eventually go on the web site repo. Your Stan model has lots of problems you can see in just this fragment:
parameters { //The primary parameters of interest that are to be estimated.
real mu1; // mean of y1
...
real<lower=0> sigma1; // standard deviation of y1
...
}
model { // Where your priors and likelihood are specified. Uniform, cauchy, and normal
// priors might be a good place to start?
mu1 ~ uniform(0, 30); // uniform prior, maybe try half-normal, exp, or half-cauchy
...
y1 ~ normal(mu1, sigma1);
...
The code itself has some problems:
- if you put a uniform distribution on
mu1
, then you need to constrain the parameter to have matching lower and upper bounds---Stan models should have a finite log likelihood for all parameter values meeting the declared constraints - we recommend much more informative priors
The doc also has some issues
mu1
isn't the mean ofy1
, it's a location parameter- you don't want to doc the language in a program, such as what the parameters block is
- you have lingering open-ended questions on the model---these are best left on the outside
from example-models.
@bob-carpenter Thanks for the feedback! I'll work on correcting this. This is a learning process for me.
from example-models.
For the moment, we're trying to keep the case studies to best practices recommendations for Stan. We're working on establishing a place for more community oriented sharing of work we wouldn't need to vet so closely. There are prior recommendations on the stan-dev/stan wiki and in the manual regression chapter.
from example-models.
Thanks again @bob-carpenter ! I am working on how to vectorize data. I appreciate the model re-write.
ara
from example-models.
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from example-models.