Revision a55b247ac8ea5ea2e59b7a42cbda5eab1082a04c authored by Sebastian Weber on 25 July 2016, 12:15:05 UTC, committed by Sebastian Weber on 25 July 2016, 12:15:05 UTC
1 parent 1de73ee
normal_mixture_k_prop.stan
data {
int<lower=1> K;
int<lower=1> N;
real y[N];
}
parameters {
simplex[K] theta;
simplex[K] mu_prop;
real mu_loc;
real<lower=0> mu_scale;
real<lower=0> sigma[K];
}
transformed parameters {
ordered[K] mu;
mu <- mu_loc + mu_scale * cumulative_sum(mu_prop);
}
model {
// prior
mu_loc ~ cauchy(0,5);
mu_scale ~ cauchy(0,5);
sigma ~ cauchy(0,5);
// likelihood
{
real ps[K];
vector[K] log_theta;
log_theta <- log(theta);
for (n in 1:N) {
for (k in 1:K) {
ps[k] <- log_theta[k]
+ normal_log(y[n],mu[k],sigma[k]);
}
increment_log_prob(log_sum_exp(ps));
}
}
}
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