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Stan Code for electricity usage model
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stan.code <- | |
"data | |
{ | |
int cut ; | |
int nu ; | |
int N ; | |
real dollars[N] ; | |
real dca[N] ; | |
int rate[N] ; | |
int regime[N] ; | |
} | |
transformed data | |
{ | |
real dcaX[N] ; | |
int ratetemp[N] ; | |
for (n in 1:N) | |
{ | |
dcaX[n] <- dca[n] - cut ; | |
if (dcaX[n] < 0) | |
{ ratetemp[n] <- 1 ; } | |
else if (rate[n] == 1) | |
{ ratetemp[n] <- 2 ; } | |
else | |
{ ratetemp[n] <- 3 ; } | |
} | |
} | |
parameters | |
{ | |
real alpha[3] ; // intercept, per ratetemp | |
real alpha_alpha ; | |
real alpha_sigma ; | |
real beta[3] ; // slope, per ratetemp | |
real beta_alpha ; | |
real beta_sigma ; | |
real gamma[5] ; // intercept, per regime | |
real gamma_alpha ; | |
real gamma_sigma ; | |
real sigma[3] ; | |
real sigma_alpha ; | |
real sigma_sigma ; | |
} | |
model | |
{ | |
alpha ~ normal (alpha_alpha, alpha_sigma) ; | |
alpha_alpha ~ normal (570, 150) ; | |
alpha_sigma ~ cauchy (0, 70) ; | |
beta ~ normal (beta_alpha, beta_sigma) ; | |
beta_alpha ~ normal (0, 15) ; | |
beta_sigma ~ cauchy (0, 10) ; | |
gamma ~ normal (gamma_alpha, gamma_sigma) ; | |
gamma_alpha ~ normal (0, 5) ; | |
gamma_sigma ~ cauchy (0, 80) ; | |
sigma ~ cauchy (sigma_alpha, sigma_sigma) ; | |
sigma_alpha ~ cauchy (0, 40) ; | |
sigma_sigma ~ cauchy (0, 5) ; | |
for (n in 1:N) | |
{ | |
dollars[n] ~ normal (gamma[regime[n]] + alpha[ratetemp[n]] + beta[ratetemp[n]] * dcaX[n], sigma[ratetemp[n]]) ; | |
// dollars[n] ~ student_t (nu, gamma[regime[n]] + alpha[ratetemp[n]] + beta[ratetemp[n]] * dcaX[n], sigma[ratetemp[n]]) ; | |
} | |
} | |
" |
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