How to use the pymc.runiform function in pymc

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github aflaxman / gbd / tests / validate_age_group.py View on Github external
def simulate_age_group_data(N=50, delta_true=150, pi_true=true_rate_function):
    """ generate simulated data
    """
    # start with a simple model with N rows of data
    model = data_simulation.simple_model(N)


    # record the true age-specific rates
    model.ages = pl.arange(0, 101, 1)
    model.pi_age_true = pi_true(model.ages)


    # choose age groups randomly
    age_width = mc.runiform(1, 100, size=N)
    age_mid = mc.runiform(age_width/2, 100-age_width/2, size=N)
    age_width[:10] = 10
    age_mid[:10] = pl.arange(5, 105, 10)
    #age_width[10:20] = 10
    #age_mid[10:20] = pl.arange(5, 105, 10)

    age_start = pl.array(age_mid - age_width/2, dtype=int)
    age_end = pl.array(age_mid + age_width/2, dtype=int)

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end


    # choose effective sample size uniformly at random
    n = mc.runiform(100, 10000, size=N)
    model.input_data['effective_sample_size'] = n
github aflaxman / gbd / tests / validate_age_pattern.py View on Github external
def validate_age_pattern_model_sim(N=500, delta_true=.15, pi_true=quadratic):
    ## generate simulated data
    a = pl.arange(0, 101, 1)
    pi_age_true = pi_true(a)

    model = data_simulation.simple_model(N)
    model.parameters['p']['parameter_age_mesh'] = range(0, 101, 10)

    age_list = pl.array(mc.runiform(0, 100, size=N), dtype=int)
    p = pi_age_true[age_list]
    n = mc.runiform(100, 10000, size=N)

    model.input_data['age_start'] = age_list
    model.input_data['age_end'] = age_list
    model.input_data['effective_sample_size'] = n
    model.input_data['true'] = p
    model.input_data['value'] = mc.rnegative_binomial(n*p, delta_true*n*p) / n

    ## Then fit the model and compare the estimates to the truth
    model.vars = {}
    model.vars['p'] = data_model.data_model('p', model, 'p', 'all', 'total', 'all', None, None, None)
    model.map, model.mcmc = fit_model.fit_data_model(model.vars['p'], iter=10000, burn=5000, thin=25, tune_interval=100)

    graphics.plot_one_ppc(model.vars['p'], 'p')
    graphics.plot_convergence_diag(model.vars)
github aflaxman / gbd / tests / validate_similarity.py View on Github external
def generate_data(N, delta_true, pi_true, heterogeneity, bias, sigma_prior):
    a = pl.arange(0, 101, 1)
    pi_age_true = pi_true(a)

    model = data_simulation.simple_model(N)
    model.parameters['p']['parameter_age_mesh'] = range(0, 101, 10)
    model.parameters['p']['smoothness'] = dict(amount='Moderately')
    model.parameters['p']['heterogeneity'] = heterogeneity

    age_start = pl.array(mc.runiform(0, 100, size=N), dtype=int)
    age_end = pl.array(mc.runiform(age_start, 100, size=N), dtype=int)

    age_weights = pl.ones_like(a)
    sum_pi_wt = pl.cumsum(pi_age_true*age_weights)
    sum_wt = pl.cumsum(age_weights)
    p = (sum_pi_wt[age_end] - sum_pi_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])

    # correct cases where age_start == age_end
    i = age_start == age_end
    if pl.any(i):
        p[i] = pi_age_true[age_start[i]]

    n = mc.runiform(10000, 100000, size=N)

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end
    model.input_data['effective_sample_size'] = n
github aflaxman / gbd / tests / validate_age_integrating_re.py View on Github external
pi_age_true = pi_true(a)


    import dismod3
    import simplejson as json
    model = data.ModelData.from_gbd_jsons(json.loads(dismod3.disease_json.DiseaseJson().to_json()))
    gbd_hierarchy = model.hierarchy

    model = data_simulation.simple_model(N)
    model.hierarchy = gbd_hierarchy

    model.parameters['p']['parameter_age_mesh'] = range(0, 101, 10)
    model.parameters['p']['smoothness'] = dict(amount=smoothness)
    model.parameters['p']['heterogeneity'] = heterogeneity

    age_start = pl.array(mc.runiform(0, 100, size=N), dtype=int)
    age_end = pl.array(mc.runiform(age_start, 100, size=N), dtype=int)

    age_weights = pl.ones_like(a)
    sum_pi_wt = pl.cumsum(pi_age_true*age_weights)
    sum_wt = pl.cumsum(age_weights*1.)
    p = (sum_pi_wt[age_end] - sum_pi_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])

    # correct cases where age_start == age_end
    i = age_start == age_end
    if pl.any(i):
        p[i] = pi_age_true[age_start[i]]

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end
    model.input_data['effective_sample_size'] = mc.runiform(100, 10000, size=N)
github aflaxman / gbd / tests / validate_consistent_re_model.py View on Github external
types = pl.array(['i', 'r', 'f', 'p'])

    ## generate simulated data
    model = data_simulation.simple_model(N)
    model.input_data['effective_sample_size'] = 1.
    model.input_data['value'] = 0.
    # coarse knot spacing for fast testing
    for t in types:
        model.parameters[t]['parameter_age_mesh'] = range(0, 101, 20)

    sim = consistent_model.consistent_model(model, 'all', 'total', 'all', {})
    for t in 'irf':
        for i, k_i in enumerate(sim[t]['knots']):
            sim[t]['gamma'][i].value = pl.log(true[t](k_i))

    age_start = pl.array(mc.runiform(0, 100, size=N), dtype=int)
    age_end = pl.array(mc.runiform(age_start, 100, size=N), dtype=int)

    data_type = types[mc.rcategorical(pl.ones(len(types), dtype=float) / float(len(types)), size=N)]


    a = pl.arange(101)
    age_weights = pl.ones_like(a)
    sum_wt = pl.cumsum(age_weights)

    p = pl.zeros(N)
    for t in types:
        mu_t = sim[t]['mu_age'].value
        sum_mu_wt = pl.cumsum(mu_t*age_weights)
    
        p_t = (sum_mu_wt[age_end] - sum_mu_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])
github aflaxman / gbd / tests / validate_age_integrating_model.py View on Github external
def validate_age_integrating_model_sim(N=500, delta_true=.15, pi_true=quadratic):
    ## generate simulated data
    a = pl.arange(0, 101, 1)
    pi_age_true = pi_true(a)

    model = data_simulation.simple_model(N)
    #model.parameters['p']['parameter_age_mesh'] = range(0, 101, 10)
    #model.parameters['p']['smoothness'] = dict(amount='Very')

    age_start = pl.array(mc.runiform(0, 100, size=N), dtype=int)
    age_end = pl.array(mc.runiform(age_start, 100, size=N), dtype=int)

    age_weights = pl.ones_like(a)
    sum_pi_wt = pl.cumsum(pi_age_true*age_weights)
    sum_wt = pl.cumsum(age_weights)
    p = (sum_pi_wt[age_end] - sum_pi_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])

    # correct cases where age_start == age_end
    i = age_start == age_end
    if pl.any(i):
        p[i] = pi_age_true[age_start[i]]

    n = mc.runiform(100, 10000, size=N)

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end
github aflaxman / gbd / tests / validate_age_group.py View on Github external
def simulate_age_group_data(N=50, delta_true=150, pi_true=true_rate_function):
    """ generate simulated data
    """
    # start with a simple model with N rows of data
    model = data_simulation.simple_model(N)


    # record the true age-specific rates
    model.ages = pl.arange(0, 101, 1)
    model.pi_age_true = pi_true(model.ages)


    # choose age groups randomly
    age_width = mc.runiform(1, 100, size=N)
    age_mid = mc.runiform(age_width/2, 100-age_width/2, size=N)
    age_width[:10] = 10
    age_mid[:10] = pl.arange(5, 105, 10)
    #age_width[10:20] = 10
    #age_mid[10:20] = pl.arange(5, 105, 10)

    age_start = pl.array(age_mid - age_width/2, dtype=int)
    age_end = pl.array(age_mid + age_width/2, dtype=int)

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end


    # choose effective sample size uniformly at random
    n = mc.runiform(100, 10000, size=N)
    model.input_data['effective_sample_size'] = n
github aflaxman / gbd / tests / validate_consistent_model.py View on Github external
types = pl.array(['i', 'r', 'f', 'p'])

    ## generate simulated data
    model = data_simulation.simple_model(N)
    model.input_data['effective_sample_size'] = 1.
    model.input_data['value'] = 0.

    for t in types:
        model.parameters[t]['parameter_age_mesh'] = range(0, 101, 20)

    sim = consistent_model.consistent_model(model, 'all', 'total', 'all', {})
    for t in 'irf':
        for i, k_i in enumerate(sim[t]['knots']):
            sim[t]['gamma'][i].value = pl.log(true[t](k_i))

    age_start = pl.array(mc.runiform(0, 100, size=N), dtype=int)
    age_end = pl.array(mc.runiform(age_start, 100, size=N), dtype=int)

    data_type = types[mc.rcategorical(pl.ones(len(types), dtype=float) / float(len(types)), size=N)]

    a = pl.arange(101)
    age_weights = pl.ones_like(a)
    sum_wt = pl.cumsum(age_weights)

    p = pl.zeros(N)
    for t in types:
        mu_t = sim[t]['mu_age'].value
        sum_mu_wt = pl.cumsum(mu_t*age_weights)
    
        p_t = (sum_mu_wt[age_end] - sum_mu_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])

        # correct cases where age_start == age_end
github aflaxman / gbd / validate_age_group.py View on Github external
age_width = mc.runiform(1, 100, size=N)
    age_mid = mc.runiform(age_width/2, 100-age_width/2, size=N)
    age_width[:10] = 10
    age_mid[:10] = pl.arange(5, 105, 10)
    #age_width[10:20] = 10
    #age_mid[10:20] = pl.arange(5, 105, 10)

    age_start = pl.array(age_mid - age_width/2, dtype=int)
    age_end = pl.array(age_mid + age_width/2, dtype=int)

    model.input_data['age_start'] = age_start
    model.input_data['age_end'] = age_end


    # choose effective sample size uniformly at random
    n = mc.runiform(100, 10000, size=N)
    model.input_data['effective_sample_size'] = n


    # integrate true age-specific rate across age groups to find true group rate
    model.input_data['true'] = pl.nan
    model.input_data['age_weights'] = ''

    for i in range(N):
        beta = mc.rnormal(0., .025**-2)

        # TODO: clean this up, it is computing more than is necessary
        age_weights = pl.exp(beta*model.ages)
        sum_pi_wt = pl.cumsum(model.pi_age_true*age_weights)
        sum_wt = pl.cumsum(age_weights)
        p = (sum_pi_wt[age_end] - sum_pi_wt[age_start]) / (sum_wt[age_end] - sum_wt[age_start])

pymc

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with PyTensor

Apache-2.0
Latest version published 5 days ago

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