22 lines
652 B
HTML
22 lines
652 B
HTML
<h2>Full example</h2>
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<pre><code>// source: https://github.com/stan-dev/example-models/blob/8a6964135560f54f52695ccd4d2492a8067f0c30/misc/linear-regression/regression_std.stan
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// normal mixture, unknown proportion and means, known variance
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// p(y|mu,theta) = theta * Normal(y|mu[1],1) + (1-theta) * Normal(y|mu[2],1);
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data {
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int<lower=0> N;
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real y[N];
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}
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parameters {
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real<lower=0,upper=1> theta;
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real mu[2];
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}
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model {
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theta ~ uniform(0,1); // equivalently, ~ beta(1,1);
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for (k in 1:2)
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mu[k] ~ normal(0,10);
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for (n in 1:N)
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target += log_mix(theta, normal_lpdf(y[n]|mu[1],1.0), normal_lpdf(y[n]|mu[2],1.0));
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}</code></pre>
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