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@alexhallam alexhallam/my_example.R
Last active Apr 23, 2018

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Debug some stan code
# load libraries
library(purrr)
library(tidyverse)
# positive_round function
positive_round <- function(...) round(pmax(..., 0), 0)
# adstock function
adstock<-function(x,rate=0){
return(as.numeric(stats::filter(x=x,filter=rate,method="recursive")))
}
my_adstock <- function(x, rate){
y <- NULL
my_vector <- vector("numeric")
for(i in seq(x)) {
# Adstock: y[i] = x[i] + f[1]*y[i-1] + … + f[p]*y[i-p]
y[1] <- x[i]
y[i + 1] <- x[i + 1] + rate * y[i + 1 - 1]
# store as vector
my_vector[i] <- y[i]
}
# return results of vector
my_vector
}
# base and ad constants
base <- 100
n_weeks <- 104
avg <- 20
sdev <- 10
# adstock rates
ad1_rate <- .7
ad2_rate <- .4
ad3_rate <- .5
set.seed(42)
# 3 ads with mean
fake_df <- rep(avg, 3) %>%
# normal distribution with 2 years of observations
map(~ rnorm(n = n_weeks, mean = .x, sd = sdev)) %>%
# make sure there are no 0s and make values integers
map(~ positive_round(0,.x)) %>%
# convert lists to data frame
map_dfc(~as_tibble(.x)) %>%
# sensible names
setNames(c("ad1", "ad2", "ad3")) %>%
# sales = sum of adstock and some noise
mutate(sales = base +
adstock(ad1, ad1_rate) +
adstock(ad2, ad2_rate) +
adstock(ad3, ad3_rate) +
rnorm(n(), sd = 5)) %>%
# round sales to whole number
mutate(sales = round(sales, 0))
library(brms)
prior1 <- prior(normal(.5, .5), nlpar = "ad1rate") +
prior(normal(.5, .5), nlpar = "ad2rate") +
prior(normal(.5, .5), nlpar = "ad3rate") +
prior(normal(1, .5), nlpar = "b1") +
prior(normal(1, .5), nlpar = "b2") +
prior(normal(1, .5), nlpar = "b3") +
prior(normal(100, 50), nlpar = "basesales")
my_stan_adstock <- "
vector my_stan_adstock(vector x, real rate, int N){
vector[N] y;
vector[N] my_vector;
for(i in 1:N){
y[0] = x[i];
y[i] = x[i] + rate * y[i - 1];
my_vector[i] = y[i];
}
return my_vector;
}
"
fit1 <- brm(bf(sales ~ basesales +
b1 * my_stan_adstock(ad1, ad1rate, 104) +
b2 * my_stan_adstock(ad2, ad2rate, 104) +
b3 * my_stan_adstock(ad3, ad3rate, 104),
basesales + b1 + b2 + b3 + ad1rate + ad2rate + ad3rate ~ 1,
nl = TRUE),
stan_funs = my_stan_adstock,
data = fake_df,
prior = prior1)
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