rstanパッケージの動作確認ー8school

8chool_rstan.R

library(rstan)
rstan_options(auto_write = TRUE)
options(mc.cores = parallel::detectCores())

stancode <- "
data {
  int<lower=0> J; // number of schools 
  real y[J]; // estimated treatment effects
  real<lower=0> sigma[J]; // s.e. of effect estimates 
}
parameters {
  real mu; 
  real<lower=0> tau;
  real eta[J];
}
transformed parameters {
  real theta[J];
  for (j in 1:J)
  theta[j] = mu + tau * eta[j];
}
model {
  target += normal_lpdf(eta | 0, 1);
  target += normal_lpdf(y | theta, sigma);
}
"

schools_dat <- list(J = 8, y = c(28, 8, -3, 7, -1, 1, 18, 12), 
                    sigma = c(15, 10, 16, 11, 9, 11, 10, 18))

model.ex <- stan_model(model_code = stancode, model_name = "school")
fit.samp <- sampling(model.ex, data = schools_dat, iter = 1000, 
                     chains = 4)

fit.samp