Unpooled Stan Model with dummy data for SO Question / Stan Forum Question

unpooled_stan_model.py

import pandas as pd
import numpy as np 
from cmdstanpy import cmdstan_path, CmdStanModel, CmdStanMCMC


def make_dummy_data():
    variables = [f"SM_lag_{i}" for i in range(6)]
    variables += [f"PCP_lag_{i}" for i in range(6)]
    variables += [f"VCI_lag_{i}" for i in range(6)]
    N_samples = 100
    
    X_train = pd.DataFrame({
        var: np.random.random(N_samples)
        for var in variables
    })
    y_train = np.random.random(len(X_train))
    lc_idx = np.repeat([0, 1, 2], 20)[:len(X_train)]
    K = len(X_train.columns)

    data = dict(
        N=X_data.shape[0],
        K=K,
        X_train=X_data.values,
        y_train=y_data.values,
        landcover_idx=lc_idx,
        J=len(np.unique(lc_idx))
    )
    return data
  
if __name__ == "__main__":
  data = make_dummy_data()
  
  # build model
  stan_file = "unpooled.stan"
  stan_model = CmdStanModel(stan_file=stan_file)
  stan_model.compile()

  # fit model
  model_fit: CmdStanMCMC = stan_model.sample(
      data=data,
      chains=4,
      parallel_chains=4,
      seed=1111,
      show_progress=True,
  )