m8.1stan
m8.1stan is the first model in the Statistical Rethinking book (pp. 249) using Stan.
Here we will use Turing's NUTS support, which is currently (2018) the originalNUTS by Hoffman & Gelman and not the one that's in Stan 2.18.2, i.e., Appendix A.5.
The StatisticalRethinking pkg uses, e.g., Turing, CSV, DataFrames
using StatisticalRethinkingloaded
┌ Warning: Package Turing does not have CmdStan in its dependencies:
│ - If you have Turing checked out for development and have
│ added CmdStan as a dependency but haven't updated your primary
│ environment's manifest file, try `Pkg.resolve()`.
│ - Otherwise you may need to report an issue with Turing
│ Loading CmdStan into Turing from project dependency, future warnings for Turing are suppressed.
└ @ nothing nothing:840
WARNING: using CmdStan.Sample in module Turing conflicts with an existing identifier.Read in rugged data as a DataFrame
d = CSV.read(joinpath(dirname(Base.pathof(StatisticalRethinking)), "..", "data",
"rugged.csv"), delim=';');
# Show size of the DataFrame (should be 234x51)
size(d)(234, 51)Apply log() to each element in rgdppc_2000 column and add it as a new column
d = hcat(d, map(log, d[Symbol("rgdppc_2000")]));Rename our col x1 => log_gdp
rename!(d, :x1 => :log_gdp);Now we need to drop every row where rgdppc_2000 == missing
When this (https://github.com/JuliaData/DataFrames.jl/pull/1546) hits DataFrame it'll be conceptually easier: i.e., completecases!(d, :rgdppc_2000)
notisnan(e) = !ismissing(e)
dd = d[map(notisnan, d[:rgdppc_2000]), :];Updated DataFrame dd size (should equal 170 x 52)
size(dd)(170, 52)Define the Turing model
@model m8_1stan(y, x₁, x₂) = begin
σ ~ Truncated(Cauchy(0, 2), 0, Inf)
βR ~ Normal(0, 10)
βA ~ Normal(0, 10)
βAR ~ Normal(0, 10)
α ~ Normal(0, 100)
for i ∈ 1:length(y)
y[i] ~ Normal(α + βR * x₁[i] + βA * x₂[i] + βAR * x₁[i] * x₂[i], σ)
end
end;Test to see that the model is sane. Use 2000 for now, as in the book. Need to set the same stepsize and adapt_delta as in Stan...
posterior = sample(m8_1stan(dd[:,:log_gdp], dd[:,:rugged], dd[:,:cont_africa]),
Turing.NUTS(2000, 1000, 0.95));
# Describe the posterior samples
describe(posterior)┌ Warning: Indexing with colon as row will create a copy in the future. Use `df[col_inds]` to get the columns without copying
│ caller = top-level scope at In[8]:1
└ @ Core In[8]:1
┌ Warning: Indexing with colon as row will create a copy in the future. Use `df[col_inds]` to get the columns without copying
│ caller = top-level scope at In[8]:1
└ @ Core In[8]:1
┌ Warning: Indexing with colon as row will create a copy in the future. Use `df[col_inds]` to get the columns without copying
│ caller = top-level scope at In[8]:1
└ @ Core In[8]:1
┌ Info: [Turing] looking for good initial eps...
└ @ Turing /Users/rob/.julia/packages/Turing/orJH9/src/samplers/support/hmc_core.jl:246
[NUTS{Union{}}] found initial ϵ: 0.05
└ @ Turing /Users/rob/.julia/packages/Turing/orJH9/src/samplers/support/hmc_core.jl:291
[32m[NUTS] Sampling... 1% ETA: 0:06:54[39m
[34m ϵ: 0.021702349971125082[39m
[34m α: 0.9890516933991319[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 2% ETA: 0:05:49[39m
[34m ϵ: 0.025964213600878867[39m
[34m α: 0.8596042698404098[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 3% ETA: 0:04:25[39m
[34m ϵ: 0.014815766991558857[39m
[34m α: 0.9934963906380034[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 4% ETA: 0:03:49[39m
[34m ϵ: 0.032734674808041646[39m
[34m α: 0.8267264305201034[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 5% ETA: 0:03:11[39m
[34m ϵ: 0.03183906486749323[39m
[34m α: 0.9980435182012655[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 6% ETA: 0:02:52[39m
[34m ϵ: 0.02332219042746582[39m
[34m α: 0.9938986598752901[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 7% ETA: 0:02:42[39m
[34m ϵ: 0.022765193972566565[39m
[34m α: 0.9963929753051147[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 8% ETA: 0:02:32[39m
[34m ϵ: 0.018115226291014586[39m
[34m α: 0.9831564890831901[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 9% ETA: 0:02:24[39m
[34m ϵ: 0.0264916665322655[39m
[34m α: 0.9887844525209211[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 10% ETA: 0:02:16[39m
[34m ϵ: 0.021575607716437604[39m
[34m α: 0.9749267632446936[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 11% ETA: 0:02:10[39m
[34m ϵ: 0.03141462283517077[39m
[34m α: 0.8714611472530431[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 12% ETA: 0:02:04[39m
[34m ϵ: 0.02939689779238441[39m
[34m α: 0.9984025534187178[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 13% ETA: 0:02:03[39m
[34m ϵ: 0.01909107851666875[39m
[34m α: 0.9992739975281155[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 14% ETA: 0:02:02[39m
[34m ϵ: 0.021149241662058213[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 15% ETA: 0:01:58[39m
[34m ϵ: 0.023888285400989993[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 16% ETA: 0:01:57[39m
[34m ϵ: 0.01889749833742631[39m
[34m α: 0.9178221360475471[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 16% ETA: 0:01:54[39m
[34m ϵ: 0.03289091879046056[39m
[34m α: 0.9983176872334326[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 18% ETA: 0:01:51[39m
[34m ϵ: 0.03143636930148497[39m
[34m α: 0.973450644644926[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 19% ETA: 0:01:48[39m
[34m ϵ: 0.03333568334968122[39m
[34m α: 0.8802416912910938[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 19% ETA: 0:01:47[39m
[34m ϵ: 0.024860129757923958[39m
[34m α: 0.9465574509975048[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 20% ETA: 0:01:45[39m
[34m ϵ: 0.024147271950740724[39m
[34m α: 0.9963454219465105[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 21% ETA: 0:01:42[39m
[34m ϵ: 0.02841750041302116[39m
[34m α: 0.9915183507724583[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 23% ETA: 0:01:38[39m
[34m ϵ: 0.03477889821030197[39m
[34m α: 0.9620996967069368[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 24% ETA: 0:01:35[39m
[34m ϵ: 0.02292329764909516[39m
[34m α: 0.9531273994262867[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 25% ETA: 0:01:34[39m
[34m ϵ: 0.03465171740982106[39m
[34m α: 0.9696570042137486[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 26% ETA: 0:01:32[39m
[34m ϵ: 0.03154099794490125[39m
[34m α: 0.9666588241056846[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 27% ETA: 0:01:30[39m
[34m ϵ: 0.025445032131723687[39m
[34m α: 0.9987618606606394[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 28% ETA: 0:01:29[39m
[34m ϵ: 0.02700948014435288[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 29% ETA: 0:01:26[39m
[34m ϵ: 0.04045178285341591[39m
[34m α: 0.9962842848999183[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 30% ETA: 0:01:24[39m
[34m ϵ: 0.015560536869733648[39m
[34m α: 0.9822753019048962[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 31% ETA: 0:01:23[39m
[34m ϵ: 0.022521210797718835[39m
[34m α: 0.9747560489912214[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 32% ETA: 0:01:21[39m
[34m ϵ: 0.036886036835501936[39m
[34m α: 0.9641170285183496[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 33% ETA: 0:01:18[39m
[34m ϵ: 0.03218803022030199[39m
[34m α: 0.8559107831132022[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 34% ETA: 0:01:17[39m
[34m ϵ: 0.03217185677378528[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 36% ETA: 0:01:14[39m
[34m ϵ: 0.029934090465140267[39m
[34m α: 0.9637935308868608[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 37% ETA: 0:01:13[39m
[34m ϵ: 0.03766209842729723[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 38% ETA: 0:01:11[39m
[34m ϵ: 0.022525648837685045[39m
[34m α: 0.979910303228714[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 39% ETA: 0:01:10[39m
[34m ϵ: 0.01786061046273[39m
[34m α: 0.9771913428474581[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 40% ETA: 0:01:09[39m
[34m ϵ: 0.028067342663153656[39m
[34m α: 0.9753760022954534[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 40% ETA: 0:01:08[39m
[34m ϵ: 0.028986812476833282[39m
[34m α: 0.9375335119964464[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 41% ETA: 0:01:07[39m
[34m ϵ: 0.032117279642967206[39m
[34m α: 0.9940669026916351[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 42% ETA: 0:01:06[39m
[34m ϵ: 0.030737127864859708[39m
[34m α: 0.9821912777159816[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 43% ETA: 0:01:05[39m
[34m ϵ: 0.026438391658241963[39m
[34m α: 0.9980480594684609[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 44% ETA: 0:01:03[39m
[34m ϵ: 0.02780498401755003[39m
[34m α: 0.9379581388525683[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 45% ETA: 0:01:02[39m
[34m ϵ: 0.021497580222665725[39m
[34m α: 0.997838993180469[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 46% ETA: 0:01:01[39m
[34m ϵ: 0.030820042201476643[39m
[34m α: 0.9780183694318911[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 47% ETA: 0:00:59[39m
[34m ϵ: 0.02581329680132846[39m
[34m α: 0.9602252978375723[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 48% ETA: 0:00:58[39m
[34m ϵ: 0.04447510506264669[39m
[34m α: 0.9603561420806969[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 50% ETA: 0:00:57[39m
[34m ϵ: 0.028028277925480596[39m
[34m α: 0.936555913265008[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m┌ Info: Adapted ϵ = 0.028862387932864265, std = [1.0, 1.0, 1.0, 1.0, 1.0]; 1000 iterations is used for adaption.
└ @ Turing /Users/rob/.julia/packages/Turing/orJH9/src/samplers/adapt/adapt.jl:91
[32m[NUTS] Sampling... 51% ETA: 0:00:55[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9731170875091677[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 52% ETA: 0:00:54[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9323017998991567[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 53% ETA: 0:00:53[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9903549704526096[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 54% ETA: 0:00:51[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9978152996666327[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 55% ETA: 0:00:50[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 56% ETA: 0:00:49[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9745595306250021[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 57% ETA: 0:00:48[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9364723452724012[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 58% ETA: 0:00:47[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9882822029392492[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 59% ETA: 0:00:46[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9764526530232573[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 60% ETA: 0:00:44[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9945875964420767[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 61% ETA: 0:00:42[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 62% ETA: 0:00:41[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9962157248944833[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 63% ETA: 0:00:40[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9890323655917073[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 65% ETA: 0:00:38[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.8324021795495518[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 66% ETA: 0:00:37[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9657150103723464[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 67% ETA: 0:00:36[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9234381416818382[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 68% ETA: 0:00:35[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9494730649956734[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 69% ETA: 0:00:34[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.8784878588473566[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 69% ETA: 0:00:33[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9935813628621196[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 70% ETA: 0:00:32[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9727677401574897[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 71% ETA: 0:00:31[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9942663653403332[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 73% ETA: 0:00:29[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9439622157894664[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 74% ETA: 0:00:28[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.999478295756282[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 75% ETA: 0:00:27[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9729044361179782[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 75% ETA: 0:00:26[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 76% ETA: 0:00:26[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9894849332618576[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 77% ETA: 0:00:25[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9978627128794907[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 78% ETA: 0:00:24[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9929515657222006[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 79% ETA: 0:00:23[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9993663615086615[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 80% ETA: 0:00:22[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.99958917121676[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 81% ETA: 0:00:21[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9948412904815331[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 82% ETA: 0:00:20[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 82% ETA: 0:00:19[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9846293914634091[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 83% ETA: 0:00:18[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 84% ETA: 0:00:17[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 85% ETA: 0:00:16[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9867209387222736[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 86% ETA: 0:00:15[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9757542419609502[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 88% ETA: 0:00:13[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9098487923015703[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 89% ETA: 0:00:12[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9116645340587638[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 90% ETA: 0:00:11[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.8741954363453688[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 90% ETA: 0:00:10[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.98152618446337[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 92% ETA: 0:00:09[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 1.0[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 93% ETA: 0:00:08[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.997082288585899[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 94% ETA: 0:00:07[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9913409566691967[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 95% ETA: 0:00:06[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9636173199279039[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 96% ETA: 0:00:05[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.8274183984970295[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 97% ETA: 0:00:04[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9899779190278849[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 98% ETA: 0:00:03[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.906318260459193[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling... 98% ETA: 0:00:02[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.9917617167298529[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[32m[NUTS] Sampling...100% ETA: 0:00:00[39m
[34m ϵ: 0.028862387932864265[39m
[34m α: 0.8337995406437935[39m
[A4m pre_cond: [1.0, 1.0, 1.0, 1.0, 1.0][39m
[NUTS] Finished with
Running time = 107.10928417000004;
#lf / sample = 0.0015;
#evals / sample = 44.931;
pre-cond. metric = [1.0, 1.0, 1.0, 1.0, 1.0].
[32m[NUTS] Sampling...100% Time: 0:01:48[39m
Iterations = 1:2000
Thinning interval = 1
Chains = 1
Samples per chain = 2000
Empirical Posterior Estimates:
Mean SD Naive SE MCSE ESS
α 9.192198853 0.471485288 0.01054273155 0.03488051527 182.71345
lf_num 0.001500000 0.067082039 0.00150000000 0.00150000000 2000.00000
βA -1.916864926 0.377451668 0.00844007588 0.02969740713 161.54207
βR -0.195354050 0.142021349 0.00317569391 0.01008324641 198.38394
σ 0.968861418 0.295329191 0.00660376148 0.01871696223 248.96714
elapsed 0.053554642 0.076105161 0.00170176314 0.00239230124 1012.03724
epsilon 0.029681037 0.018393691 0.00041129543 0.00041492961 1965.11923
eval_num 44.931000000 25.521538227 0.57067894365 0.67314732101 1437.45232
βAR 0.386290432 0.160630677 0.00359181114 0.00838013229 367.41360
lp -249.858010884 17.850220615 0.39914306709 1.35731471511 172.95219
lf_eps 0.029681037 0.018393691 0.00041129543 0.00041492961 1965.11923
Quantiles:
2.5% 25.0% 50.0% 75.0% 97.5%
α 8.948743652 9.126714263 9.221557657 9.318783435 9.501543505
lf_num 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
βA -2.368320692 -2.097968685 -1.938597291 -1.779472367 -1.451814577
βR -0.361073257 -0.254798277 -0.204489451 -0.149987743 -0.042763334
σ 0.857642577 0.915085102 0.947928480 0.984199708 1.060340022
elapsed 0.009562707 0.026420479 0.050147139 0.061298654 0.116432655
epsilon 0.018468817 0.028417477 0.028862388 0.028862388 0.039981894
eval_num 10.000000000 22.000000000 46.000000000 46.000000000 94.000000000
βAR 0.118640406 0.298877960 0.395536816 0.480566011 0.656950733
lp -252.744273688 -249.297284956 -248.219714562 -247.399261183 -246.384239328
lf_eps 0.018468817 0.028417477 0.028862388 0.028862388 0.039981894Example of a Turing run simulation output
m_08_1t_turing_result = "
Mean SD Naive SE MCSE ESS
α 9.2140454953 0.416410339 0.00931121825 0.0303436655 188.324543
βA -1.9414588557 0.373885658 0.00836033746 0.0583949856 40.994586
βR -0.1987645549 0.158902372 0.00355316505 0.0128657961 152.541295
σ 0.9722532977 0.440031013 0.00983939257 0.0203736871 466.473854
βAR 0.3951414223 0.187780491 0.00419889943 0.0276680621 46.062071
";Here's the map2stan output from rethinking
m_08_1_map2stan_result = "
Mean StdDev lower 0.89 upper 0.89 n_eff Rhat
a 9.24 0.14 9.03 9.47 291 1
bR -0.21 0.08 -0.32 -0.07 306 1
bA -1.97 0.23 -2.31 -1.58 351 1
bAR 0.40 0.13 0.20 0.63 350 1
sigma 0.95 0.05 0.86 1.03 566 1
";
#-This notebook was generated using Literate.jl.