Regression Models

Linear Regression

Stan

data {
  int<lower=0> N;
  int<lower=0> K;
  matrix[N, K] X;
  vector[N] y;
}
parameters {
  real alpha;
  vector[K] beta;
  real<lower=0> sigma;
}
model {
  alpha ~ normal(0, 10);
  beta ~ normal(0, 5);
  sigma ~ exponential(1);
  y ~ normal(alpha + X * beta, sigma);
}
generated quantities {
  array[N] real y_rep;
  for (n in 1:N)
    y_rep[n] = normal_rng(alpha + X[n] * beta, sigma);
}

JAGS

model {
  for (i in 1:N) {
    

[Description truncada. Veja o README completo no GitHub.]