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.]