我正在使用brms包在預測變量x上構建一個帶有高斯過程的多級模型。這個模型看起來像這樣:make_stancode(y〜gp(x,cov =「exp_quad」,by = groups)+(1 | groups),data = dat)這樣一個gp對x預測變量和一個多級組變量。在我的情況下,我有5個組。我一直在尋找代碼(下面),我試圖找出一些參數的含義和尺寸。brm迴歸參數的含義
我看到M_1是組數
我的問題是:
- 什麼是N_1的意思,是不是一樣的觀測值的數量,N?這裏使用它:vector [N_1] z_1 [M_1]; //未縮放的組級效果
對於Kgp_1和Mgp_1(int Kgp_1;和int Mgp_1;),如果我有5個組,Kgp_1和Mgp_1都等於5?如果是這樣,爲什麼使用兩個變量?與BRMS生成
// 1.10.0 函數{
/* compute a latent Gaussian process * Args: * x: array of continuous predictor values * sdgp: marginal SD parameter * lscale: length-scale parameter * zgp: vector of independent standard normal variables * Returns: * a vector to be added to the linear predictor */ vector gp(vector[] x, real sdgp, real lscale, vector zgp) { matrix[size(x), size(x)] cov; cov = cov_exp_quad(x, sdgp, lscale); for (n in 1:size(x)) { // deal with numerical non-positive-definiteness cov[n, n] = cov[n, n] + 1e-12; } return cholesky_decompose(cov) * zgp; } } data { int<lower=1> N; // total number of observations vector[N] Y; // response variable int<lower=1> Kgp_1; int<lower=1> Mgp_1; vector[Mgp_1] Xgp_1[N]; int<lower=1> Igp_1[Kgp_1]; int<lower=1> Jgp_1_1[Igp_1[1]]; int<lower=1> Jgp_1_2[Igp_1[2]]; int<lower=1> Jgp_1_3[Igp_1[3]]; int<lower=1> Jgp_1_4[Igp_1[4]]; int<lower=1> Jgp_1_5[Igp_1[5]]; // data for group-level effects of ID 1 int<lower=1> J_1[N]; int<lower=1> N_1; int<lower=1> M_1; vector[N] Z_1_1; int prior_only; // should the likelihood be ignored? } transformed data { } parameters { real temp_Intercept; // temporary intercept // GP hyperparameters vector<lower=0>[Kgp_1] sdgp_1; vector<lower=0>[Kgp_1] lscale_1; vector[N] zgp_1; real<lower=0> sigma; // residual SD vector<lower=0>[M_1] sd_1; // group-level standard deviations vector[N_1] z_1[M_1]; // unscaled group-level effects } transformed parameters { // group-level effects vector[N_1] r_1_1 = sd_1[1] * (z_1[1]); } model { vector[N] mu = rep_vector(0, N) + temp_Intercept; mu[Jgp_1_1] = mu[Jgp_1_1] + gp(Xgp_1[Jgp_1_1], sdgp_1[1], lscale_1[1], zgp_1[Jgp_1_1]); mu[Jgp_1_2] = mu[Jgp_1_2] + gp(Xgp_1[Jgp_1_2], sdgp_1[2], lscale_1[2], zgp_1[Jgp_1_2]); mu[Jgp_1_3] = mu[Jgp_1_3] + gp(Xgp_1[Jgp_1_3], sdgp_1[3], lscale_1[3], zgp_1[Jgp_1_3]); mu[Jgp_1_4] = mu[Jgp_1_4] + gp(Xgp_1[Jgp_1_4], sdgp_1[4], lscale_1[4], zgp_1[Jgp_1_4]); mu[Jgp_1_5] = mu[Jgp_1_5] + gp(Xgp_1[Jgp_1_5], sdgp_1[5], lscale_1[5], zgp_1[Jgp_1_5]); for (n in 1:N) { mu[n] = mu[n] + (r_1_1[J_1[n]]) * Z_1_1[n]; } // priors including all constants target += student_t_lpdf(sdgp_1 | 3, 0, 10) - 1 * student_t_lccdf(0 | 3, 0, 10); target += normal_lpdf(lscale_1 | 0, 0.5) - 1 * normal_lccdf(0 | 0, 0.5); target += normal_lpdf(zgp_1 | 0, 1); target += student_t_lpdf(sigma | 3, 0, 10) - 1 * student_t_lccdf(0 | 3, 0, 10); target += student_t_lpdf(sd_1 | 3, 0, 10) - 1 * student_t_lccdf(0 | 3, 0, 10); target += normal_lpdf(z_1[1] | 0, 1); // likelihood including all constants if (!prior_only) { target += normal_lpdf(Y | mu, sigma); } } generated quantities { // actual population-level intercept real b_Intercept = temp_Intercept; }
Mgp_1是高斯過程的維數,所以如果你有gp(x,z),那麼Mgp_1將是2 – user3022875