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27 lines
505 B
Plaintext
27 lines
505 B
Plaintext
data {
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int<lower=0> N;
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vector[N] y;
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vector[N] sigma_y;
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}
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parameters {
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vector[N] eta;
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real mu_theta;
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real<lower=0,upper=100> sigma_eta;
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real xi;
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}
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transformed parameters {
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real<lower=0> sigma_theta;
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vector[N] theta;
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theta <- mu_theta + xi * eta;
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sigma_theta <- fabs(xi) / sigma_eta;
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}
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model {
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mu_theta ~ normal(0, 100);
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sigma_eta ~ inv_gamma(1, 1); //prior distribution can be changed to uniform
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eta ~ normal(0, sigma_eta);
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xi ~ normal(0, 5);
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y ~ normal(theta,sigma_y);
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}
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