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@fonnesbeck
Last active August 29, 2015 14:07
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PyMC plotting bug
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{
"metadata": {
"name": "",
"signature": "sha256:c748160671b52b3e183301ca9b5e70ecbd31ce02e611fca3412fbdd61d17dc3a"
},
"nbformat": 3,
"nbformat_minor": 0,
"worksheets": [
{
"cells": [
{
"cell_type": "code",
"collapsed": false,
"input": [
"%matplotlib inline\n",
"from sklearn.datasets import load_boston\n",
"import numpy as np\n",
"import pymc as pm\n",
"import pandas as pd\n",
"\n",
"boston = load_boston()\n",
"features = ['INDUS', 'NOX', 'RM', 'TAX', 'PTRATIO', 'LSTAT']\n",
"df = pd.DataFrame(boston.data, columns=boston.feature_names)\n",
"X = np.array(df.ix[:, features])\n",
"y = boston.target\n",
"\n",
"gamma = pm.Binomial('gamma', 1, 0.5, size=len(features))\n",
"var = pm.Lambda('var', lambda gamma=gamma: (1-gamma)*0.001 + gamma*10)\n",
"prec = pm.Lambda('prec', lambda var=var: 1.0/var)\n",
"b = pm.Normal('b', 0, prec)\n",
"int_ = pm.Normal('int_', 0, 0.01)\n",
"taue = pm.Gamma('taue', 0.1, 0.1)\n",
"mu = int_ + X[:,0]*b[0] + X[:,1]*b[1] + X[:,2]*b[2] + X[:,3]*b[3] + X[:,4]*b[4] + X[:,5]*b[5]\n",
"observed = pm.Normal('obs', mu, taue, observed=True, value=y)\n",
"M = pm.MCMC([observed, mu, int_, b, prec, taue, var, gamma])\n",
"M.sample(10000, 500, 5)"
],
"language": "python",
"metadata": {},
"outputs": [
{
"output_type": "stream",
"stream": "stdout",
"text": [
" [-----------------100%-----------------] 10000 of 10000 complete in 3.5 sec"
]
}
],
"prompt_number": 1
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"int_.stats()"
],
"language": "python",
"metadata": {},
"outputs": [
{
"metadata": {},
"output_type": "pyout",
"prompt_number": 2,
"text": [
"{'95% HPD interval': array([-82.23023941, 34.05807169]),\n",
" 'mc error': 4.0775156170050106,\n",
" 'mean': -9.3811298932046085,\n",
" 'n': 1900,\n",
" 'quantiles': {2.5: -82.182744891019681,\n",
" 25: -43.780936763079715,\n",
" 50: 7.0756300003831951,\n",
" 75: 24.127800859958935,\n",
" 97.5: 34.250495843107721},\n",
" 'standard deviation': 40.788646352591847}"
]
}
],
"prompt_number": 2
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"pm.Matplot.plot(int_)"
],
"language": "python",
"metadata": {},
"outputs": [
{
"output_type": "stream",
"stream": "stdout",
"text": [
"Plotting int_\n"
]
},
{
"metadata": {},
"output_type": "display_data",
"png": 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OewAm832QmScClAlTIyJOYnr+7pLU08gkXnT0EA0QEbM9RI9MR4UV6ewu4z77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\n",
"text": [
"<matplotlib.figure.Figure at 0x106cab6d0>"
]
}
],
"prompt_number": 3
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"gamma.stats()"
],
"language": "python",
"metadata": {},
"outputs": [
{
"metadata": {},
"output_type": "pyout",
"prompt_number": 4,
"text": [
"{'95% HPD interval': array([[ 0., 1., 1., 0., 0., 0.],\n",
" [ 1., 1., 1., 1., 1., 1.]]),\n",
" 'mc error': array([ 0.02982943, 0. , 0.01438836, 0.01606565, 0.03076783,\n",
" 0.02588083]),\n",
" 'mean': array([ 0.38315789, 1. , 0.95157895, 0.06947368, 0.88631579,\n",
" 0.79684211]),\n",
" 'n': 1900,\n",
" 'quantiles': {2.5: array([ 0., 1., 0., 0., 0., 0.]),\n",
" 25: array([ 0., 1., 1., 0., 1., 1.]),\n",
" 50: array([ 0., 1., 1., 0., 1., 1.]),\n",
" 75: array([ 1., 1., 1., 0., 1., 1.]),\n",
" 97.5: array([ 1., 1., 1., 1., 1., 1.])},\n",
" 'standard deviation': array([ 0.48615627, 0. , 0.21465427, 0.25425792, 0.31742733,\n",
" 0.40234906])}"
]
}
],
"prompt_number": 4
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"pm.Matplot.plot(gamma)"
],
"language": "python",
"metadata": {},
"outputs": [
{
"output_type": "stream",
"stream": "stdout",
"text": [
"Plotting gamma_0\n",
"Plotting gamma_1\n",
"Plotting gamma_2\n",
"Plotting gamma_3\n",
"Plotting"
]
}
]
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"pm.Matplot.plot(var)"
],
"language": "python",
"metadata": {},
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"pm.Matplot.plot(prec)"
],
"language": "python",
"metadata": {},
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"pm.Matplot.plot(b)"
],
"language": "python",
"metadata": {},
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"pm.Matplot.plot(taue)"
],
"language": "python",
"metadata": {},
"outputs": []
}
],
"metadata": {}
}
]
}
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