Created
September 7, 2023 13:30
-
-
Save jfb-h/428a91c31117f38afa5725195da67295 to your computer and use it in GitHub Desktop.
Stan implementation of a hierarchical Dynamic Network Actor Model (the choice part)
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
data { | |
int N; // number of rows | |
int E; // number of events | |
int L; // number of transaction categories | |
int K; // number of covariates | |
vector<lower = 0, upper = 1>[N] choice; | |
matrix[N, K] X; | |
int whichChoice[E]; | |
int ll[E]; // index for category | |
int start[E]; // the starting observation for each event | |
int end[E]; // the ending observation for each event | |
} | |
parameters { | |
vector[K] mu_beta; | |
vector<lower = 0>[K] tau; | |
matrix[L, K] z; | |
cholesky_factor_corr[K] L_Omega; | |
} | |
transformed parameters { | |
matrix[L, K] beta_category = rep_matrix(mu_beta', L) + z * diag_pre_multiply(tau, L_Omega); | |
} | |
model { | |
vector[N] log_prob; | |
tau ~ exponential(1); | |
mu_beta ~ normal(0, 1); | |
to_vector(z) ~ std_normal(); | |
L_Omega ~ lkj_corr_cholesky(3); | |
for(e in 1:E) | |
log_prob[start[e]:end[e]] = log_softmax(X[start[e]:end[e]] * beta_category[ll[e]]'); | |
target += dot_product(log_prob, choice); | |
} | |
// generated quantities { | |
// vector[E] log_lik; // pointwise log-likelihood for model comparison | |
// | |
// { | |
// vector[N] log_prob; | |
// | |
// for(i in 1:E) { | |
// log_prob[start[i]:end[i]] = log_softmax(X[start[i]:end[i]] * beta_category[ll[i]]'); | |
// } | |
// log_lik = log_prob[whichChoice]; | |
// } | |
//} |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment