Last active
October 30, 2020 12:19
-
-
Save euxoa/b3dcbd60918ba2b43caa8030754f44f4 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
data { | |
int<lower=0> N; // rows | |
int<lower=1> D; // delays, first is 0, last D-1 | |
int<lower=0> T; // days, first is 1 | |
int<lower=0> counts[N]; | |
int<lower=1> t[N]; | |
int<lower=0, upper=D-1> dt0[N]; | |
int<lower=0, upper=D-1> dt1[N]; | |
real<lower=0> dir_prior; | |
} | |
transformed data { | |
vector<lower=0>[D] theta; | |
for (d in 1:D) theta[d] = dir_prior; | |
} | |
parameters { | |
simplex[D] beta; | |
real<lower=0> sd_change; | |
real bl; // baseline (intercept) for latent intensity of the epidemic | |
real k; // intercept for the growth of the epidemic | |
vector[T] u_nova; // increments (innovations) of growth over time, standardized | |
real<lower=0> sd_overdisp[4]; | |
vector[6] weekdays_6; | |
// matrix[T, D] u_dispersion; // deviations due to overdispersion, log-scale, standardized | |
matrix[T, D] log_lambda; | |
} | |
transformed parameters { | |
vector[T] log_growth; | |
vector[T] alpha; | |
vector[7] weekdays = append_row(weekdays_6, -sum(weekdays_6)); | |
log_growth = k + cumulative_sum(sd_change * u_nova); | |
alpha = bl + cumulative_sum(log_growth); | |
} | |
model { | |
//matrix[T, D] log_lambda; | |
for (i in 1:T) | |
for (d in 1:D) | |
log_lambda[i, d] ~ normal(alpha[i] + weekdays[1 + i%7] + log(beta[d]), | |
sd_overdisp[d>4 ? 4 : d]); | |
for (i in 1:N) { | |
int d0 = dt0[i] + 1; | |
int d1 = dt1[i] + 1; | |
if (d0==d1) | |
counts[i] ~ poisson_log(log_lambda[t[i], d0]); // redundant but more efficient maybe | |
else | |
counts[i] ~ poisson_log(log_sum_exp(log_lambda[t[i], d0:d1])); | |
} | |
// for (i in 1:T) u_dispersion[i] ~ normal(0, 1); | |
u_nova ~ normal(0, 1); // student_t(4, 0, 1); | |
sd_change ~ normal(0, 0.1); | |
bl ~ normal(0, 10); | |
k ~ normal(0, .2); | |
beta ~ dirichlet(theta); | |
sd_overdisp ~ lognormal(0, .5); | |
weekdays ~ normal(0, 1); | |
} | |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment