Examples for the lstbayes package
Jeffrey B. Arnold
July 6, 2018
Some example programs typset using the listings language drivers provideb by the lstbayes package.
1
BUGS
2
JAGS
Linear regression example from John Myles White, http://www.johnmyleswhite. com/notebook/2010/08/20/using-jags-in-r-with-the-rjags-package/. model { f o r ( i in 1 :N) { y [ i ] ∼ dnorm ( y . h a t [ i ] , t a u ) y . h a t [ i ] ← a + b ∗ x [ i ] } a ∼ dnorm ( 0 , . 0 0 0 1 ) b ∼ dnorm ( 0 , . 0 0 0 1 ) t a u ← pow ( sigma , −2) sigma ∼ d u n i f ( 0 , 1 0 0 ) }
3
Stan
r e a l mu beta ; real<lower=0> s i g m a s q y ; real<lower=0> s i g m a s q a l p h a ; real<lower=0> s i g m a s q b e t a ; } transformed parameters { real<lower=0> s i g m a y ; real<lower=0> s i g m a a l p h a ; real<lower=0> s i g m a b e t a ; s i g m a y <− sqrt ( s i g m a s q y ) ; s i g m a a l p h a <− sqrt ( s i g m a s q a l p h a ) ; s i g m a b e t a <− sqrt ( s i g m a s q b e t a ) ; } model { r e a l p r e d [N∗T ] ; f o r ( n in 1 :N) f o r ( t in 1 :T) p r e d [ ( n−1)∗T + t ] <− fma( beta [ n ] , x m i n u s x b a r [ t ] , a l p h a [ n ] ) ; mu alpha ˜ normal ( 0 , 1 0 0 ) ; mu beta ˜ normal ( 0 , 1 0 0 ) ; s i g m a s q y ˜ inv gamma ( 0 . 0 0 1 , 0 . 0 0 1 ) ; s i g m a s q a l p h a ˜ inv gamma ( 0 . 0 0 1 , 0 . 0 0 1 ) ; s i g m a s q b e t a ˜ inv gamma ( 0 . 0 0 1 , 0 . 0 0 1 ) ; a l p h a ˜ normal ( mu alpha , s i g m a a l p h a ) ; // v e c t o r i z e d beta ˜ normal ( mu beta , s i g m a b e t a ) ; // v e c t o r i z e d
y l i n e a r ˜ normal ( pred , s i g m a y ) ; // v e c t o r i z e d }
