Negative Binomial

NegativeBinomial.ipynb

import pandas as pd
import numpy as np
import pymc3 as pm
import pickle

with open('variables.pkl','rb') as picklefile:
    storeno,dow,temperature,total_quantity,no_stores,no_dow = pickle.load(picklefile)

with pm.Model() as quantity_model_1:    
    alpha = pm.Uniform("alpha", lower=0, upper=10)
 
    # Priors
    sigma_a = pm.HalfCauchy('sigma_a', 1)
    a = pm.HalfCauchy('a', beta=sigma_a, shape=no_stores)
    b = pm.HalfCauchy('b', beta=1, shape=no_dow)
    d = 0.0
    k = pm.Deterministic('k',var=b[dow]*pm.math.exp(d*temperature))
    y_hat = pm.Deterministic('y_hat',var=a[storeno]*k)

    # Data likelihood
    vol = pm.NegativeBinomial('vol', mu=y_hat, alpha=alpha, observed=total_quantity)

    
    # Inference
    trace = pm.sample()

for RV in quantity_model_1.basic_RVs:
    print(RV.name, RV.logp(quantity_model_1.test_point)