Created
August 12, 2022 20:14
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Show values of the time parameter provided to ODEs by PYMC
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import numpy as np | |
import pymc as pm | |
from pymc.ode import DifferentialEquation | |
from scipy.integrate import odeint | |
def freefall(y, t, p): | |
print(t, type(t)) | |
return 2.0 * p[1] - p[0] * y[0] | |
times = np.arange(0, 10, 0.5) | |
gamma, g, y0, sigma = 0.4, 9.8, -2, 2 | |
y = odeint(freefall, t=times, y0=y0, args=tuple([[gamma, g]])) | |
yobs = np.random.normal(y, 2) | |
ode_model = DifferentialEquation( | |
func=freefall, times=times, n_states=1, n_theta=2, t0=0 | |
) | |
with pm.Model() as model: | |
sigma = pm.HalfCauchy("sigma", 1) | |
gamma = pm.Lognormal("gamma", 0, 1) | |
ode_solution = ode_model(y0=[0], theta=[gamma, 9.8]) | |
Y = pm.Normal("Y", mu=ode_solution, sigma=sigma, observed=yobs) | |
idata = pm.sample(tune=100, draws=100, chains=1, cores=4) |
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