Line data    Source code

       1             : // The heights of the last ten American presidents in cm, from Kennedy to Obama
       2           1 : import * as ld from "../mentat/stats/distributions.ts";
       3           1 : import * as mcmc from "../bayesjs/mcmc.ts";
       4             : 
       5           1 : let data = [183, 192, 182, 183, 177, 185, 188, 188, 182, 185];
       6             : 
       7           1 : let params = {
       8           1 :   mu: { type: mcmc.ParameterType.Real },
       9           1 :   sigma: { type: mcmc.ParameterType.Real, lower: 0 },
      10           1 : };
      11             : 
      12       23482 : function log_post(state: any, data: any) {
      13       23482 :   var log_post = 0;
      14             :   // Priors
      15       23482 :   log_post += ld.norm(state.mu, 0, 100);
      16       23482 :   log_post += ld.unif(state.sigma, 0, 100);
      17             :   // Likelihood
      18       23482 :   for (var i = 0; i < data.length; i++) {
      19      258292 :     log_post += ld.norm(data[i], state.mu, state.sigma);
      20       23482 :   }
      21       23482 :   return log_post;
      22           1 : } // Initializing the sampler
      23             : 
      24           1 : let sampler = new mcmc.AmwgSampler(params, log_post, data);
      25             : // Burning some samples to the MCMC gods and sampling 5000 draws.
      26           1 : sampler.burn(1000);
      27           1 : let samples = sampler.sample(5000);
      28             : 
      29           1 : (window as any).samples = samples;