using StatisticalRethinkingCan't really set a U[-Inf,Inf] on \sigma AFAICT so this will not be 1:1 w/ Rethinking
@model m8_4(y) = begin
α₁ ~ Uniform(-Inf, Inf)
α₂ ~ Uniform(-Inf, Inf)
σ ~ Truncated(Cauchy(0,1), 0, Inf)
for i ∈ 1:length(y)
y[i] ~ Normal(α₁ + α₂, σ)
end
end
y = rand(Normal(0,1), 100)
posterior = sample(m8_4(y), Turing.NUTS(4000, 1000, 0.95))
describe(posterior)Rethinking mean sd 5.5% 94.5% n_eff Rhat a1 -861.15 558.17 -1841.89 -31.04 7 1.43 a2 861.26 558.17 31.31 1842.00 7 1.43 sigma 0.97 0.07 0.89 1.09 9 1.17
This page was generated using Literate.jl.