add 17.2 models and changed naming of 17.1 models

Author: PeterLi2016

ARM/Ch.17/radon_correlation.stan ARM/Ch.17/17.1_radon_correlation.stanARM/Ch.17/radon_correlation.stan renamed to ARM/Ch.17/17.1_radon_correlation.stan

@@ -0,0 +1,52 @@
+data {
+  int<lower=0> N;
+  int<lower=0> J;
+  vector[N] y;
+  int<lower=0,upper=1> x[N];
+  int county[N];
+}
+parameters {
+  real<lower=0> sigma;
+  real<lower=0> sigma_a;
+  real<lower=0> sigma_b;
+  real g_a_0;
+  real g_a_1;
+  real g_b_0;
+  real g_b_1;
+  real<lower=-1,upper=1> rho;
+  matrix[J,2] B;
+}
+model {
+  vector[N] y_hat;
+  vector[J] a;
+  vector[J] b;
+  matrix[J,2] B_hat;
+  matrix[2,2] Sigma_b;
+
+  g_a_0 ~ normal(0, 100);
+  g_a_1 ~ normal(0, 100);
+  g_b_0 ~ normal(0, 100);
+  g_b_1 ~ normal(0, 100);
+  rho ~ uniform(-1, 1);
+
+  Sigma_b[1,1] <- pow(sigma_a, 2);
+  Sigma_b[2,2] <- pow(sigma_b, 2);
+  Sigma_b[1,2] <- rho * sigma_a * sigma_b;
+  Sigma_b[2,1] <- Sigma_b[1,2];
+
+  for (j in 1:J) {
+    B_hat[j,1] <- g_a_0 + g_a_1 * u[j];
+    B_hat[j,2] <- g_b_0 + g_b_1 * u[j];
+    B[j,1:2] ~ multi_normal(B_hat[j,],Sigma_b);
+  }
+
+  for (j in 1:J) {
+    a[j] <- B[j,1];
+    b[j] <- B[j,2];
+  }
+
+  for (i in 1:N)
+    y_hat[i] <- a[county[i]] + b[county[i]] * x[i]
+
+  y ~ normal(y_hat, sigma);
+}

ARM/Ch.17/radon_multi_varying_coef.stan …Ch.17/17.1_radon_multi_varying_coef.stanARM/Ch.17/radon_multi_varying_coef.stan renamed to ARM/Ch.17/17.1_radon_multi_varying_coef.stan ARM/Ch.17/radon_multi_varying_coef.stan renamed to ARM/Ch.17/17.1_radon_multi_varying_coef.stan

@@ -1,7 +1,9 @@
 data {
   int<lower=0> N;
   int<lower=0> J;
+  int<lower=0> L;
   vector[N] y;
+  vector[L] U;
   int<lower=0,upper=1> x[N];
   int county[N];
 }
@@ -13,40 +15,48 @@ parameters {
   matrix[J,K] B_raw;
   matrix[K,K] W;
   matrix[K,K] Tau_b_raw;
-  matrix[N,K] X_0;  
-  vector[K] b_0;      
+  matrix[K,L] G_raw;
 }
 model {
   vector[N] y_hat;
   matrix[J,K] B;
   matrix[K,K] rho_b;
   matrix[K,K] Sigma_b_raw;
   vector[K] mu_raw;
+  matrix[K,L] G;
 
-  mu_raw ~ normal(0, 100);
   xi ~ uniform(0, 100);
-  b_0 ~ normal(0, 100);
-
-  mu <- xi .* mu_raw;
 
   Tau_b_raw ~ wishart(W, K+1);
   Sigma_b_raw <- inverse(Tau_b_raw);
 
-  for (j in 1:J) {
-    for (k in 1:K)
+  for (k in 1:K)
+    for (j in 1:J)
       B[j,k] <- xi[k] * B_raw[j,k];
-    B_raw[j,] ~ multi_normal(mu_raw, Sigma_b_raw);    
+
+  for (k in 1:K){
+    for (l in 1:L){
+      G_raw[k,l] ~ normal(0, 100);
+      G[k,l] <- xi[k] + G_raw[k,l];
+    }
   }
 
+  for (j in 1:J)
+    for (k in 1:K)
+      B_raw_hat[j,k] <- dot_product(G_raw[k,],U[j,]);
+  
+  for (j in 1:J) 
+    B_raw[j,] ~ multi_normal(B_raw_hat[j,], Sigma_b_raw);    
+
   for (k in 1:K) {
+    sigma_b[k] <- abs(xi[k]) * sqrt(Sigma_b_raw[k,k]);
     for (k_prime in 1:K)
       rho_b[k,k_prime] <- Sigma_b_raw[k,k_prime] 
         / sqrt(Sigma_b_raw[k,k] * Sigma_b_raw[k_prime,k_prime]);
-    sigma_b[k] <- abs(xi[k]) * sqrt(Sigma_b_raw[k,k]);
   }
 
   for (i in 1:N)
-    y_hat[i] <- dot_product(b_0,X_0[i,]) + dot_product(B[county[i],],X[i,]);
+    y_hat[i] <- dot_product(B[county[i],],X[i,]);
 
   y ~ normal(y_hat, sigma);
 }

ARM/Ch.17/radon_vary_inter_slope.stan …M/Ch.17/17.1_radon_vary_inter_slope.stanARM/Ch.17/radon_vary_inter_slope.stan renamed to ARM/Ch.17/17.1_radon_vary_inter_slope.stan ARM/Ch.17/radon_vary_inter_slope.stan renamed to ARM/Ch.17/17.1_radon_vary_inter_slope.stan

@@ -0,0 +1,45 @@
+data {
+  int<lower=0> N;
+  int<lower=0> J;
+  vector[N] y;
+  int<lower=0,upper=1> x[N];
+  int county[N];
+}
+parameters {
+  real<lower=0> sigma;
+  real<lower=0> sigma_a;
+  real<lower=0> sigma_b;
+  real g_a_0;
+  real g_a_1;
+  real g_b_0;
+  real g_b_1;
+  vector[J] a;
+  vector[J] b;
+  vector[J] a_hat;
+  vector[J] b_hat;
+  real mu_a;
+  real mu_b;
+}
+transformed parameters {
+  vector[N] y_hat;
+
+  for (i in 1:N)
+    y_hat[i] <- a[county[i]] + b[county[i]] * x[i]
+}
+model {
+  mu_a ~ normal(0, 100);
+  mu_b ~ normal(0, 100);
+
+  a ~ normal(mu_a, sigma_a);
+  b ~ normal(mu_b, sigma_b);
+
+  g_a_0 ~ normal(0, 100);
+  g_a_1 ~ normal(0, 100);
+  g_b_0 ~ normal(0, 100);
+  g_b_1 ~ normal(0, 100);
+
+  a_hat <- g_a_0 + g_a_1 * u;
+  b_hat <- g_b_0 + g_b_1 * u;
+
+  y ~ normal(y_hat, sigma);
+}

ARM/Ch.17/radon_wishart.stan ARM/Ch.17/17.1_radon_wishart.stanARM/Ch.17/radon_wishart.stan renamed to ARM/Ch.17/17.1_radon_wishart.stan

@@ -0,0 +1,63 @@
+data {
+  int<lower=0> N;
+  int<lower=0> J;
+  vector[N] y;
+  int<lower=0,upper=1> x[N];
+  int county[N];
+}
+parameters {
+  real<lower=0> sigma;
+  real<lower=0> sigma_a;
+  real<lower=0> sigma_b;
+  real mu_a_raw;
+  real mu_b_raw;
+  real xi_a;
+  real xi_b;
+  real<lower=-1,upper=1> rho;
+  matrix[J,2] B_raw;
+  matrix[2,2] W;
+  matrix[2,2] Tau_b_raw;
+}
+model {
+  vector[N] y_hat;
+  vector[J] a;
+  vector[J] b;
+  matrix[J,2] B_raw_hat;
+  matrix[J,2] B_raw;
+  matrix[2,2] Sigma_b_raw;
+  real g_a_0;
+  real g_a_1;
+  real g_b_0;
+  real g_b_1;
+
+  mu_a_raw ~ normal(0, 100);
+  mu_b_raw ~ normal(0, 100);
+  xi_a ~ uniform(0, 100);
+  xi_b ~ uniform(0, 100);
+  rho ~ uniform(-1, 1);
+
+  g_a_0 <- xi_a * mu_a_raw;
+  g_a_1 <- xi_a * mu_a_raw;
+  g_b_0 <- xi_b * mu_b_raw;
+  g_b_1 <- xi_b * mu_b_raw;
+
+  Tau_b_raw ~ wishart(W, 3);
+  Sigma_b_raw <- inverse(Tau_b_raw);
+
+  sigma_a <- xi_a * sqrt(Sigma_b_raw[1,1]);
+  sigma_b <- xi_b * sqrt(Sigma_b_raw[2,2]):
+  rho <- Sigma_b_raw[1,2] / sqrt(Sigma_b_raw[1,1] * Sigma_b_raw[2,2]);
+
+  for (j in 1:J) {
+    B_raw_hat[j,1] <- g_a_0 + g_a_1 * u[j];
+    B_raw_hat[j,2] <- g_b_0 + g_b_1 * u[j];
+    B_raw[j,1:2] ~ multi_normal(B_raw_hat[j,], Sigma_b_raw);
+    a[j] <- xi_a * B_raw[j,1];
+    b[j] <- xi_b * B_raw[j,2];
+  }
+
+  for (i in 1:N)
+    y_hat[i] <- a[county[i]] + b[county[i]] * x[i]
+
+  y ~ normal(y_hat, sigma);
+}