Differential D1672 Diff 5784 swh/web/tests/resources/contents/code/extensions/regression_model_example.stan

Changeset View

Standalone View

				data { // Data block
				int<lower=1> N; // Sample size
				int<lower=1> K; // Dimension of model matrix
				matrix[N, K] X; // Model Matrix
				vector[N] y; // Target variable
				}

				/*
				transformed data { // Transformed data block. Not used presently.
				}
				*/

				parameters { // Parameters block
				vector[K] beta; // Coefficient vector
				real<lower=0> sigma; // Error scale
				}

				model { // Model block
				vector[N] mu;
				mu = X * beta; // Creation of linear predictor

				// priors
				beta ~ normal(0, 10);
				sigma ~ cauchy(0, 5); // With sigma bounded at 0, this is half-cauchy

				// likelihood
				y ~ normal(mu, sigma);
				}

				/*
				generated quantities { // Generated quantities block. Not used presently.
				}
				*/