[B! RStan] kazutan711ã®ãƒ–ãƒƒã‚¯ãƒžãƒ¼ã‚¯

kazutan711 id:kazutan711

RStanã«é–¢ã™ã‚‹kazutan711ã®ãƒ–ãƒƒã‚¯ãƒžãƒ¼ã‚¯ (11)

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RStan / PyStan é–‹ç™ºç‰ˆã‚’ GitHub ã‹ã‚‰ã‚¤ãƒ³ã‚¹ãƒˆãƒ¼ãƒ«ã™ã‚‹ - StatsFragments
æœ€è¿‘ã¡ã‚‡ã£ã¨ã—ãŸäº‹æƒ…ã§ Stan ã‚’ä½¿ã„ãŸãã€çŠ¶æ…‹ç©ºé–“ãƒ¢ãƒ‡ãƒ«ã®å‹‰å¼·ã¨ã‚ã‚ã›ã¦ ã“ã‚“ãªæ„Ÿã˜ ã§ã‚„ã£ã¦ã„ã‚‹ã€‚ãã®ç’°å¢ƒæ§‹ç¯‰ãƒã‚¿ã€‚ è£œè¶³ Stan ã£ã¦ä½•ï¼Ÿã¨ã„ã†æ–¹ã¯ StanTutorial ãŒã‚ã‹ã‚Šã‚„ã™ã„ã€‚ Stan ã®å…¬å¼ãƒã‚¤ãƒ³ãƒ‡ã‚£ãƒ³ã‚°ã¨ã—ã¦ã¯ R ç”¨ã® RStanã€Python ç”¨ã® Pystanã€ã‚³ãƒžãƒ³ãƒ‰ãƒ©ã‚¤ãƒ³ç”¨ã® CmdStanã¨ 3 ã¤ã‚ã‚‹ã€‚ã†ã¡ã€è‡ªåˆ†ãŒä½¿ã†ã®ã¯ RStan ã¨ PyStanã€‚ RStan Getting Started Â· stan-dev/rstan Wiki Â· GitHub Getting started â€” PyStan 2.5.0.2dev documentation ã“ã‚Œã‚‰ã®æ¨™æº–ç‰ˆã®ã‚¤ãƒ³ã‚¹ãƒˆãƒ¼ãƒ«ã«ã¤ã„ã¦ã¯ã€ä¸Šã®ãƒ‰ã‚ãƒ¥ãƒ¡ãƒ³ãƒˆã« OS åˆ¥ã®ãƒãƒžã‚Šã©ã“ã‚ã‚‚å«ã‚ã¦æ•´ç†ã•ã‚Œã¦ã„ã¦ã‚ˆã„ã€‚æ¨™æº–ç‰ˆã—ã‹ä½¿ã‚ãªã„ã‚ˆã€ã¨ã„ã†æ–¹ã¯ä¸Šã ã‘èªã‚“ã§ãŠã‘ã° OKã€‚ è‡ªåˆ†ã¯ã‚ã‚‹ issu
kazutan711 2015/02/01
R

Rstan

python
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Stan: Proper CAR model: Taglibro de H
Stanã«ã‚ˆã‚‹ç©ºé–“è‡ªå·±ç›¸é–¢ãƒ¢ãƒ‡ãƒªãƒ³ã‚°ã‚’ã„ã‚ã„ã‚æ¨¡ç´¢ã—ã¦ã€ ã€Žï¼²ã«ã‚ˆã‚‹ç©ºé–“ãƒ‡ãƒ¼ã‚¿ã®çµ±è¨ˆåˆ†æžã€ã‚„ ã€ŽThe BUGS Bookã€ ã‚’ã¿ã¦ã„ãŸã®ã§ã™ãŒã€Proper CAR modelãªã‚‰ã§ããã†ãªæ°—ãŒã—ã¦ããŸã®ã§ã€ãŸã‚ã—ã¦ã¿ã¾ã—ãŸã€‚ Proper CAR modelã§ã¯å ´æ‰€é–“ã®èª¤å·®Sã¯ä»¥ä¸‹ã®ã‚ˆã†ã«ã‚ãŸãˆã‚‰ã‚Œã¾ã™(The BUGS Book 11.3.4)ã€‚ ã“ã“ã§ã€Cã¯é‡ã¿è¡Œåˆ—ã§ã€å ´æ‰€i, jé–“ã®é‡ã¿wijã«ã¤ã„ã¦ã€Cij = wij/wi+ã¨ã—ãŸã‚‚ã®ï¼ˆwi+ = Î£jwijï¼‰ã§ã™ã€‚ã¾ãŸã€Î³ã¯è‡ªå·±ç›¸é–¢ã®å¼·ã•ã®ãƒ‘ãƒ©ãƒ¡ãƒ¼ã‚¿ãƒ¼ã€Mã¯å¯¾è§’è¡Œåˆ—ã§Mii = 1/wi+ã§ã™ã€‚ ãƒ‡ãƒ¼ã‚¿ã«ã¯ä¾‹ã«ã‚ˆã£ã¦ã€Žã¿ã©ã‚Šã¼ã‚“ã€11ç« ã®ã‚‚ã®ã‚’ã¤ã‹ã£ã¦ã€ä»¥ä¸‹ã®ã‚ˆã†ãªã‚³ãƒ¼ãƒ‰ã‚’ã‹ã„ã¦ã¿ã¾ã—ãŸã€‚ã»ã¼ãã®ã¾ã¾Stanã‚³ãƒ¼ãƒ‰ã«ã†ã¤ã—ã¦ã‚ã‚Šã¾ã™ã€‚ [è¿½è¨˜: Î³ã¯(-1, 1)ã®ç¯„å›²ã—ã‹ã¨ã‚‰ãªã„ã®ã§ã€parametersãƒ–ãƒãƒƒã‚¯ã§ã®å¤‰æ•°å®£
kazutan711 2014/12/27
R

RStan
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Rstanã§ãƒ¯ã‚¤ãƒ–ãƒ«å›žå¸°ã®æŽ¨å®š | gepulog
data { int<lower=1> J; // number of data int status[J]; real<lower=0> tt[J]; real x[J]; } parameters { real<lower=1, upper=3> m; real beta; real beta0; } transf ormed parameters { real<lower=0> eta[J]; for (j in 1:J) eta[j] <- exp(beta * x[j] + beta0); } model { for(j in 1:J){ if(status[j] == 1){ increment_log_prob(weibull_log(tt[j], m, eta[j])); } if(status[j] == 0){ increment_log_prob(weibull_ccd
kazutan711 2014/12/04
R

RStan

Stan
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Ninja 2.0.0 released!
kazutan711 2014/08/27
R

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WAIC

RStan
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äºŒç•ªç›®ã«ç°¡å˜ãª rstan ã‚³ãƒ¼ãƒ‰ - Qiita
library(rstan) N <- 1000 x <- rnorm(N, mean = 50, sd = 10) y <- 10 + 0.8 * x + rnorm(N, mean =0, sd = 7) stancode <- ' data{ int<lower=0> N; real x[N]; real y[N]; } parameters { real alpha; real beta; real<lower=0> s; } model{ for(i in 1:N) y[i] ~ normal(alpha + beta * x[i], s); alpha ~ normal(0, 100); beta ~ normal(0, 100); s ~ inv_gamma(0.001, 0.001); } ' datastan <- list(N=N, x=x, y=y) fit <- s
kazutan711 2014/07/05
R

RStan

MCMC
ãƒªãƒ³ã‚¯
Stan ã§ increment_log_prob() - Qiita
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kazutan711 2014/07/05
R

RStan

MCMC
ãƒªãƒ³ã‚¯
Stan ã§ç›¸é–¢ä¿‚æ•°ã‚’æŽ¨å®šã™ã‚‹ - Qiita
library(rstan) N <- 1000 x <- rnorm(N, mean = 50, sd = 10) y <- 10 + 0.8 * x + rnorm(N, mean =0, sd = 7) data <- data.frame(x, y) stancode <- ' data{ int<lower=0> N; vector[2] y[N]; } parameters { vector[2] mu; real<lower=0> var_x; real<lower=0> var_y; real cov; } transf ormed parameters { matrix[2,2] sigma; sigma[1,1] <- var_x; sigma[2,1] <- cov; sigma[1,2] <- cov; sigma[2,2] <- var_y; } model{ fo
kazutan711 2014/07/01
R

MCMC

RStan
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stanã§éšŽå±¤ãƒ™ã‚¤ã‚ºï¼ˆç©ºé–“æ§‹é€ ã‚’å…¥ã‚Œã‚‹ï¼‰ | @DataSci
kazutan711 2014/06/12
R

RStan

MCMC

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RStan Getting Started
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kazutan711 2014/06/10
Rstan

R

Stan
ãƒªãƒ³ã‚¯
Rstanã®ã‚¤ãƒ³ã‚¹ãƒˆãƒ¼ãƒ« - é©šç•°ã®ã‚¢ãƒ‹ãƒ²ã‚¿ç¤¾ä¼šå¾©å¸°ã®äºˆå‚™
å··ã§è©±é¡Œã®Rstanã‚’ã‚¤ãƒ³ã‚¹ãƒˆãƒ¼ãƒ«ã ã‘ã—ã¦ãŠã„ãŸã€‚ OSã¯ubuntu 12.04 LTS. ãªã‚“ã‹å›°ã£ãŸã‚‰http://heartruptcy.blog.fc2.com/ã‹Analyze IT.ã‚’è¦‹ã‚Œã°å•é¡Œãªã„ã€‚ # ä¾å˜é–¢ä¿‚ install.packages("inline") install.packages("Rcpp") install.packages("coda") # ã‚ã‚‹ã¨ä¾¿åˆ© # Rstan options(repos = c(getOption("repos"), rstan = "http://wiki.rstan-repo.googlecode.com/git/")) install.packages('rstan', type = 'source') Eight Schoolsã®ä¾‹ã‚’ã¨ã‚Šã‚ãˆãšã‚„ã£ã¦ã¿ã‚‹ã€‚è¨ˆç®—çµæžœã®stanfitã‚¯ãƒ©ã‚¹ã‚ªãƒ–ã‚¸ã‚§ã‚¯ãƒˆã®ãƒ‡ãƒ•ã‚©ãƒ«ãƒˆãƒ—ãƒ
kazutan711 2014/06/09
R

RStan

MCMC

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é€æ¬¡ãƒ¢ãƒ³ãƒ†ã‚«ãƒ«ãƒ/(ç²’å|ãƒ‘ãƒ¼ãƒ†ã‚£ã‚¯ãƒ«|ãƒ¢ãƒ³ãƒ†ã‚«ãƒ«ãƒ)ãƒ•ã‚£ãƒ«ã‚¿ã‚’å®Ÿè£…ã—ã¦ã¿ãŸ - My Life as a Mock Quant
ã“ã®ãƒã‚¹ãƒˆã®æ¦‚è¦ é€æ¬¡ãƒ¢ãƒ³ãƒ†ã‚«ãƒ«ãƒæ³• (Sequential Monte Carlo: SMC)/ç²’åãƒ•ã‚£ãƒ«ã‚¿(Particle Filter)ã¯ã€çŠ¶æ…‹ç©ºé–“ãƒ¢ãƒ‡ãƒ«ã®çŠ¶æ…‹å¤‰æ•°ã®ç³»åˆ—ã‚’è¦³æ¸¬å€¤ã®ç³»åˆ— ã®ã¿ã‹ã‚‰æŽ¨å®šã™ã‚‹ã‚¢ãƒ«ã‚´ãƒªã‚ºãƒ ãƒ‘ãƒƒã‚±ãƒ¼ã‚¸ã‚’ä½¿ã£ã¦ã‚‚ã„ã„ã‚“ã ã©ã€ãŠå‹‰å¼·ã‚‚å…¼ãã¦è‡ªåˆ†ã§ã‚³ãƒ¼ãƒ‰æ›¸ã„ã¦ã¿ã¾ã—ãŸã¨ã„ã†ãŠè©±(ã‚³ã‚¢ã®éƒ¨åˆ†ã ã‘ãªã‚‰Rã§30è¡Œå¼±) ã‚³ãƒ¼ãƒ‰ã¯å›ºå®šãƒ©ã‚°å¹³æ»‘åŒ–ã«ã¾ã§å¯¾å¿œ(è‡ªå·±çµ„ç¹”åŒ– or ãƒ•ãƒ«ãƒ™ã‚¤ã‚ºã§ã®ãƒ‘ãƒ©ãƒ¡ãƒ¼ã‚¿æŽ¨å®šç³»ã®æ©Ÿèƒ½ã¯ãªã—ï¼‰ çŠ¶æ…‹ç©ºé–“ãƒ¢ãƒ‡ãƒ«ã®ç´°ã‹ã„è©±ã¯é©å½“ãªæ•™ç§‘æ›¸èªã¿ã¾ã—ã‚‡ã† é€æ¬¡ãƒ¢ãƒ³ãƒ†ã‚«ãƒ«ãƒ/ç²’å(ãƒ‘ãƒ¼ãƒ†ã‚£ã‚¯ãƒ«)ãƒ•ã‚£ãƒ«ã‚¿ã¨ã¯ é€æ¬¡ãƒ¢ãƒ³ãƒ†ã‚«ãƒ«ãƒæ³• (Sequential Monte Carlo: SMC)/ç²’åãƒ•ã‚£ãƒ«ã‚¿(Particle Filter)ã¯ã€ç·šå½¢çŠ¶æ…‹ç©ºé–“ãƒ¢ãƒ‡ãƒ«ã«å¯¾ã—ã¦ã¯ã‚«ãƒ«ãƒžãƒ³ãƒ•ã‚£ãƒ«ã‚¿ã‚’ä½¿ã†ã‚ˆã†ã«ã€éžç·šå½¢çŠ¶æ…‹ç©ºé–“ãƒ¢ãƒ‡ãƒ«ã«å¯¾ã—ã¦çŠ¶æ…‹å¤‰æ•°ã®æŽ¨å®šã‚’è¡Œã†ã‚¢ãƒ«ã‚´ãƒªã‚ºãƒ ã§ã™ã€‚å…·
kazutan711 2014/05/25
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