stan demos

jachymb · Jul 31, 2024 · 0e8be24 · 0e8be24
1 parent a248723
commit 0e8be24
Showing 1 changed file with 16 additions and 0 deletions.
diff --git a/assets/stan_demos/ar_k.stan b/assets/stan_demos/ar_k.stan
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+data {
+  int<lower=0> K;  // model order
+  int<lower=0> N;  // dataset size
+  vector[N] y;
+}
+parameters {
+  real alpha;
+  row_vector[K] beta;
+  real sigma;
+}
+model {
+  for (n in (K+1):N) {
+    real mu = alpha + (beta * y[n-K:n]);
+    y[n] ~ normal(mu, sigma);
+  }
+}