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fix4.stan
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fix4.stan
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#./gerard15 sample num_warmup=5000 num_samples=5000 data file=data.R init=init15.R output file=output15.csv refresh=1000
data {
int D; // Number of supernovae
int N_mags;
int N_EWs;
vector[N_mags] mag_obs[D];
vector[N_EWs] EW_obs[D];
matrix[N_mags, N_mags] mag_cov[D];
matrix[N_EWs, N_EWs] EW_cov[D];
vector[D] sivel_obs;
vector[D] sivel_err;
unit_vector[5] e1;
unit_vector[5] e2;
unit_vector[5] e3;
vector[5] gamma0in;
matrix[5,5] gamma0in_cov;
vector[5] gamma1in;
matrix[5,5] gamma1in_cov;
vector[5] gamma0_min;
vector[5] gamma0_max;
matrix[5,5] gamma0_ev;
vector[5] gamma1_min;
vector[5] gamma1_max;
matrix[5,5] gamma1_ev;
}
transformed data{
cholesky_factor_cov[5] L_gamma0;
cholesky_factor_cov[5] L_gamma1;
#make the prior 2x looser than the previous determination
L_gamma0 = cholesky_decompose(4*gamma0in_cov);
L_gamma1 = cholesky_decompose(4*gamma1in_cov);
}
parameters {
vector[5] c_raw;
vector[5] alpha_raw;
vector[5] beta_raw;
// vector<lower=0.0>[N_mags] L_sigma_raw;
vector[5] eta_raw;
real<lower=gamma0_min[1], upper=gamma0_max[1]> gamma01;
real<lower=gamma0_min[2], upper=gamma0_max[2]> gamma02;
real<lower=gamma0_min[3], upper=gamma0_max[3]> gamma03;
real<lower=gamma0_min[4], upper=gamma0_max[4]> gamma04;
real<lower=gamma0_min[5], upper=gamma0_max[5]> gamma05;
real<lower=gamma1_min[1], upper=gamma1_max[1]> gamma11;
real<lower=gamma1_min[2], upper=gamma1_max[2]> gamma12;
real<lower=gamma1_min[3], upper=gamma1_max[3]> gamma13;
real<lower=gamma1_min[4], upper=gamma1_max[4]> gamma14;
real<lower=gamma1_min[5], upper=gamma1_max[5]> gamma15;
# real rho11;
# real rho12;
# real rho13;
# real rho14;
# real rho15;
real <lower=0> Delta_scale;
// cholesky_factor_corr[N_mags] L_Omega;
vector[2] EW[D];
vector[D] sivel;
// vector[N_mags] mag_int_raw[D];
simplex[D] Delta_unit;
simplex[D] k_unit;
simplex[D] k1_unit;
# simplex[D] R_unit;
vector<lower=-.1,upper=.1>[D] R_unit;
vector[5] rho1;
unit_vector[N_mags] ev;
real<lower=0.0> ev_sig;
vector[D] mag_int_raw;
}
transformed parameters {
vector[5] c;
vector[5] alpha;
vector[5] beta;
vector[5] eta;
// vector[N_mags] L_sigma;
vector[D] Delta;
vector[D] k;
vector[D] k1;
vector[D] R;
vector[5] gamma;
vector[5] gamma1;
# vector[5] rho1;
vector[N_mags] mag_int[D];
c = c_raw/1e2;
alpha = alpha_raw/5e2;
beta = beta_raw/2e2;
eta = eta_raw/6e2;
// L_sigma = L_sigma_raw/100.;
Delta = 4.*Delta_scale*(Delta_unit-1./D);
k=(k_unit-1./D);
k1=(k1_unit-1./D);
# R=(R_unit-1./D);
R = R_unit - mean(R_unit);
for (d in 1:5){
gamma[d] = gamma01 * gamma0_ev[d,1] + gamma02 * gamma0_ev[d,2] + gamma03 * gamma0_ev[d,3] + gamma04 * gamma0_ev[d,4] + gamma05 * gamma0_ev[d,5];
gamma1[d]= gamma11 * gamma1_ev[d,1] + gamma12 * gamma1_ev[d,2] + gamma13 * gamma1_ev[d,3] + gamma14 * gamma1_ev[d,4] + gamma15 * gamma1_ev[d,5];
}
# non-centered parameterization
{
// matrix[5,5] L_Sigma;
// L_Sigma = diag_pre_multiply(L_sigma, L_Omega);
for (d in 1:D) {
mag_int[d] = Delta[d] + c+ alpha*EW[d,1] + beta*EW[d,2] + rho1*R[d] + eta*sivel[d]+ ev_sig * mag_int_raw[d] * ev;
}
}
}
model {
target += cauchy_lpdf(ev_sig | 0.1,0.1);
target += normal_lpdf(mag_int_raw | 0, 1);
target += - D*ev_sig;
for (d in 1:D) {
target += multi_normal_lpdf(mag_obs[d] | mag_int[d]+gamma*k[d]+gamma1*k1[d], mag_cov[d]);
target += multi_normal_lpdf(EW_obs[d] | EW[d], EW_cov[d]);
}
target += (normal_lpdf(sivel_obs | sivel,sivel_err));
sum(R .* R) ~ cauchy(5e-3,1.);
}