How to use the pymc.rnegative_binomial function in pymc

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github aflaxman / gbd / tests / validate_age_integrating_model.py View on Github external
sum_pi_wt = pl.cumsum(pi_age_true*age_weights)
    sum_wt = pl.cumsum(age_weights)
    p = (sum_pi_wt[age_end] - sum_pi_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])

    # correct cases where age_start == age_end
    i = age_start == age_end
    if pl.any(i):
        p[i] = pi_age_true[age_start[i]]

    n = mc.runiform(100, 10000, size=N)

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end
    model.input_data['effective_sample_size'] = n
    model.input_data['true'] = p
    model.input_data['value'] = mc.rnegative_binomial(n*p, delta_true*n*p) / n

    ## Then fit the model and compare the estimates to the truth
    model.vars = {}
    model.vars['p'] = data_model.data_model('p', model, 'p', 'all', 'total', 'all', None, None, None)
    model.map, model.mcmc = fit_model.fit_data_model(model.vars['p'], iter=10000, burn=5000, thin=25, tune_interval=100)

    graphics.plot_one_ppc(model.vars['p'], 'p')
    graphics.plot_convergence_diag(model.vars)
    graphics.plot_one_type(model, model.vars['p'], {}, 'p')
    pl.plot(a, pi_age_true, 'r:', label='Truth')
    pl.legend(fancybox=True, shadow=True, loc='upper left')

    pl.show()

    model.input_data['mu_pred'] = model.vars['p']['p_pred'].stats()['mean']
    model.input_data['sigma_pred'] = model.vars['p']['p_pred'].stats()['standard deviation']
github aflaxman / gbd / tests / validate_covariates.py View on Github external
model.input_data = pandas.DataFrame(index=range(N))
    initialize_input_data(model.input_data)

    # add fixed effect to simulated data
    X = mc.rnormal(0., 1.**-2, size=(N,len(beta_true)))
    Y_true = pl.dot(X, beta_true)

    for i in range(len(beta_true)):
        model.input_data['x_%d'%i] = X[:,i]
    model.input_data['true'] = pi_true * pl.exp(Y_true)

    model.input_data['effective_sample_size'] = mc.runiform(100, 10000, N)

    n = model.input_data['effective_sample_size']
    p = model.input_data['true']
    model.input_data['value'] = mc.rnegative_binomial(n*p, delta_true) / n


    ## Then fit the model and compare the estimates to the truth
    model.vars = {}
    model.vars['p'] = data_model.data_model('p', model, 'p', 'all', 'total', 'all', None, None, None)
    model.map, model.mcmc = fit_model.fit_data_model(model.vars['p'], iter=10000, burn=5000, thin=5, tune_interval=100)

    graphics.plot_one_ppc(model.vars['p'], 'p')
    graphics.plot_convergence_diag(model.vars)

    pl.show()

    model.input_data['mu_pred'] = model.vars['p']['p_pred'].stats()['mean']
    model.input_data['sigma_pred'] = model.vars['p']['p_pred'].stats()['standard deviation']
    add_quality_metrics(model.input_data)
github aflaxman / gbd / tests / validate_age_integrating_re.py View on Github external
from validate_covariates import alpha_true_sim
    area_list = pl.array(['all', 'super-region_3', 'north_africa_middle_east', 'EGY', 'KWT', 'IRN', 'IRQ', 'JOR', 'SYR'])
    alpha = alpha_true_sim(model, area_list, sigma_true)
    print alpha

    model.input_data['true'] = pl.nan

    model.input_data['area'] = area_list[mc.rcategorical(pl.ones(len(area_list)) / float(len(area_list)), N)]
    
    for i, a in model.input_data['area'].iteritems():
        model.input_data['true'][i] = p[i] * pl.exp(pl.sum([alpha[n] for n in nx.shortest_path(model.hierarchy, 'all', a) if n in alpha]))
    p = model.input_data['true']

    n = model.input_data['effective_sample_size']
    model.input_data['value'] = mc.rnegative_binomial(n*p, delta_true*n*p) / n

    ## Then fit the model and compare the estimates to the truth
    model.vars = {}
    model.vars['p'] = data_model.data_model('p', model, 'p', 'north_africa_middle_east', 'total', 'all', None, None, None)
    #model.map, model.mcmc = fit_model.fit_data_model(model.vars['p'], iter=1005, burn=500, thin=5, tune_interval=100)
    model.map, model.mcmc = fit_model.fit_data_model(model.vars['p'], iter=10000, burn=5000, thin=25, tune_interval=100)

    graphics.plot_one_ppc(model.vars['p'], 'p')
    graphics.plot_convergence_diag(model.vars)
    graphics.plot_one_type(model, model.vars['p'], {}, 'p')
    pl.plot(range(101), pi_age_true, 'r:', label='Truth')
    pl.legend(fancybox=True, shadow=True, loc='upper left')

    pl.show()

    model.input_data['mu_pred'] = model.vars['p']['p_pred'].stats()['mean']
github aflaxman / gbd / tests / test_rate_model.py View on Github external
def test_neg_binom_model_sim(N=16):
    # simulate negative binomial data
    pi_true = .01
    delta_true = 50

    n = pl.array(pl.exp(mc.rnormal(10, 1**-2, size=N)), dtype=int)
    k = pl.array(mc.rnegative_binomial(n*pi_true, delta_true, size=N), dtype=float)
    p = k/n

    # create NB model and priors
    vars = dict(mu_age=mc.Uniform('mu_age', 0., 1000., value=.01),
                sigma=mc.Uniform('sigma', 0., 10000., value=1000.))
    vars['mu_interval'] = mc.Lambda('mu_interval', lambda mu=vars['mu_age']: mu*pl.ones(N))
    vars.update(rate_model.log_normal_model('sim', vars['mu_interval'], vars['sigma'], p, 1./pl.sqrt(n)))

    # fit NB model
    m = mc.MCMC(vars)
    m.sample(1)
github aflaxman / gbd / book / neg_binom_sim.py View on Github external
    @mc.deterministic
    def pred(pi=pi, delta=delta):
        return mc.rnegative_binomial(pi*n_pred, delta) / float(n_pred)
github aflaxman / gbd / rate_model.py View on Github external
def p_pred(pi=pi, delta=delta, n=n_nonzero):
        return mc.rnegative_binomial(pi*n+1.e-9, delta) / pl.array(n+1.e-9, dtype=float)
github aflaxman / gbd / book / schiz_forest.py View on Github external
def pred(pi=pi, delta=delta):
    return mc.rnegative_binomial(pi*n_pred, delta) / float(n_pred)

pymc

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with PyTensor

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