質問編集履歴
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自分で書いたコード、参考にしたコードとその参考サイトのURLを記載しました。
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ということを知りたいです。
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### 参考にしたコード
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model.stan
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```
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data {
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int t;
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int Dat[t];
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}
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parameters {
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vector <lower = -5, upper = 5>[t] mu;
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real<lower=0> sigma;
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}
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transformed parameters {
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vector<lower=0, upper=1>[t] theta;
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theta = inv_logit(mu);
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}
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model {
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sigma ~ normal(0, 1);
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for (i in 2:t){
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mu[i] ~ normal(mu[i-1], sigma);
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}
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Dat ~ bernoulli(theta);
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}
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```
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Rコード
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```
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#data to be passed on stan
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t=length(Dat)
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datastan=list(t=t,Dat=Dat)
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#
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# stan model
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#
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#model<-stan_model("GaussianLogitDynamic.stan")
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#saveRDS(model,"GaussianLogitDynamic.rds")
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GLD<-readRDS("GaussianLogitDynamic.rds")
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#
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# stan fit
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#
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fit = sampling(GLD, data = datastan, chains = 4, iter = 4000, warmup = 2000, thin=4, seed=1234)
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#Gelman-Rubin
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launch_shinystan(fit)
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```
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URL
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```
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https://mrunadon.github.io/GaussianLogitDynamic/
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```
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### 自分の書いたコード
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pre_model.stan
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```
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data{
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int t;
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int Dat[t];
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}
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parameters{
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real v1;
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real v2;
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real<lower=0> sigma;
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}
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transformed parameters{
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vector<lower=0,upper=1>[t] x;
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vector<lower=0,upper=1> [t] y;
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vector<lower=0,upper=1>[t] theta;
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x[1]=0;
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for(i in 2:t){
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if(Dat[i]==1){
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x[i]=x[i-1]+v2;
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}
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if(Dat[i]==0){
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x[i]=x[i-1]+v1;
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}
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}
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y[1]=0.5;
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theta[t]=(1-y[t])*x[t];
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}
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model{
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v1 ~ normal(0,1);
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v2 ~ normal(0,1);
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sigma ~ normal(0,1);
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for(i in 2:t){
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y[i] ~ normal(y[i-1],sigma);
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}
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Dat ~ bernoulli(theta);
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}
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```
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Rコード
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データは事前に指定しています。
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```
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#data to be passed on stan
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t=length(Dat)
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datastan=list(t=t,Dat=Dat)
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#
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# stan model
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#
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#model<-stan_model("pre_model.stan")
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#saveRDS(model,"pre_model.rds")
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GLD<-readRDS("pre_model.rds")
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#
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# stan fit
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#
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fit = sampling(GLD, data = datastan, chains = 4, iter = 4000, warmup = 2000, thin=4, seed=1234)
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#Gelman-Rubin
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launch_shinystan(fit)
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```
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