pymctest.py

import numpy as np
import pandas as pd
import pymc as pm

from pymc import HalfCauchy, Model, Normal, sample

print(f"Running on PyMC v{pm.__version__}")

RANDOM_SEED = 8927
rng = np.random.default_rng(RANDOM_SEED)

size = 200
true_intercept = 1
true_slope = 2

x = np.linspace(0, 1, size)
true_regression_line = true_intercept + true_slope * x
y = true_regression_line + rng.normal(scale=0.5, size=size)

data = pd.DataFrame(dict(x=x, y=y))

with Model() as model:
    sigma = HalfCauchy("sigma", beta=10)
    intercept = Normal("Intercept", 0, sigma=20)
    slope = Normal("slope", 0, sigma=20)
    likelihood = Normal("y", mu=intercept + slope * x, sigma=sigma, observed=y)
    idata = sample(3000)