Created
January 18, 2016 21:10
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A short script you can use to test if pystan is installed and working correctly.
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| # Prior to the tutorial make sure that the script below runs without error on your python installation. | |
| # What you need is a working installation of Stan: http://mc-stan.org/ . | |
| # For installation instructions, see here: | |
| # http://mc-stan.org/interfaces/pystan.html | |
| # After installation you should be able to run this script which should output | |
| # some summary statistics and some pretty plots, :) | |
| # Fitting a simple binomial model using Stan | |
| import pystan | |
| model_string = """ | |
| data { | |
| int n; | |
| int y[n]; | |
| } | |
| parameters { | |
| real<lower=0, upper=1> theta; | |
| } | |
| model { | |
| y ~ bernoulli(theta); | |
| } | |
| """ | |
| y = [1, 1, 1, 0, 0, 0, 0, 0, 0, 0] | |
| data_list = {'y' : y, 'n' : len(y)} | |
| # Compiling and producing posterior samples from the model. | |
| stan_samples = pystan.stan(model_code = model_string, data = data_list) | |
| # Plotting and summarizing the posterior distribution | |
| print(stan_samples) | |
| stan_samples.plot() |
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