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DisasterModel4
apatil edited this page Feb 17, 2011
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1 revision
"""
A model for the disasters data with a changepoint
changepoint ~ U(0,110)
early_mean ~ Exp(1.)
late_mean ~ Exp(1.)
disasters[t] ~ Po(early_mean if t <= switchpoint, late_mean otherwise)
"""
from pymc import *
from numpy import array, ones, append
from numpy.random import randint
__all__ = ['disasters_array', 'switchpoint', 'early_mean', 'late_mean', 'disasters']
disasters_array = array([ 4, 5, 4, 0, 1, 4, 3, 4, 0, 6, 3, 3, 4, 0, 2, 6,
3, 3, 5, 4, 5, 3, 1, 4, 4, 1, 5, 5, 3, 4, 2, 5,
2, 2, 3, 4, 2, 1, 3, 2, 2, 1, 1, 1, 1, 3, 0, 0,
1, 0, 1, 1, 0, 0, 3, 1, 0, 3, 2, 2, 0, 1, 1, 1,
0, 1, 0, 1, 0, 0, 0, 2, 1, 0, 0, 0, 1, 1, 0, 2,
3, 3, 1, 1, 2, 1, 1, 1, 1, 2, 4, 2, 0, 0, 1, 4,
0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1])
n = len(disasters_array)
# Define data and stochastics
switchpoint = DiscreteUniform('switchpoint',lower=0,upper=110)
means = Exponential('means',beta=ones(2))
@stochastic(observed=True, dtype=int)
def disasters( value = disasters_array,
means = means,
switchpoint = switchpoint):
"""Annual occurences of coal mining disasters."""
def logp(value, means, switchpoint):
return poisson_like(value[:switchpoint], means[0]) + poisson_like(value[switchpoint:], means[1])
def random(means, switchpoint):
return append(rpoisson(means[0], size=switchpoint), rpoisson(means[1], size=n-switchpoint))