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PyStan Code for GMM
import pystan
import numpy as np
import matplotlib.pyplot as plt
mean1 = 10
mean2 = -10
mean3 = 0
num1 = 200
num2 = 300
num3 = 500
X = np.concatenate([
np.random.normal(loc=mean1, scale=1, size=num1),
np.random.normal(loc=mean2, scale=1, size=num2),
np.random.normal(loc=mean3, scale=1, size=num3)
])
np.random.shuffle(X)
N = X.shape[0]
k = 3
stan_data = {'N': N, 'k': k, 'X': X}
fit = pystan.stan(file='gmm_mcmc.stan', data=stan_data, iter=10000, chains=1)
print('Sampling finished.')
fit.plot()
plt.show()
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