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breakbee/pymc3_tutor1.py

Created August 3, 2014 17:27
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pymc3_tutor1.py
import pymc as pm
import numpy as np
x_sample = np.random.normal(loc=1.0, scale=1.0, size=1000)
with pm.Model() as model:
mu = pm.Normal('mu', mu=0., sd=0.1)
x = pm.Normal('x', mu=mu, sd=1., observed=x_sample)
with model:
start = pm.find_MAP()
step = pm.NUTS()
trace = pm.sample(10000, step, start)
pm.traceplot(trace).savefig("result1.jpg")
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