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bring Rubin and mutau models into the same script #1

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wwiecek opened this issue Sep 14, 2018 · 5 comments
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bring Rubin and mutau models into the same script #1

wwiecek opened this issue Sep 14, 2018 · 5 comments
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enhancement New feature or request good first issue Good for newcomers

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@wwiecek
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wwiecek commented Sep 14, 2018

currently rubin.stan is just a 1-dimensional version of mutau.stan; they should be merged into a single .stan script

@wwiecek wwiecek self-assigned this Sep 14, 2018
wwiecek pushed a commit that referenced this issue May 17, 2019
@wwiecek wwiecek added enhancement New feature or request good first issue Good for newcomers labels Jul 19, 2019
@be-green
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be-green commented Dec 24, 2019

@wwiecek Instead of prioritizing bringing them into the same script might we want to re-parameterize mu-tau the same way we did for the rubin model. I'm getting the same divergence/low ESS warnings that I was getting with the rubin model before we added in eta. Or we could do both at once I guess?

Or if I'm misreading the code just let me know!

@wwiecek
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wwiecek commented Dec 27, 2019

Yes, it could use a reparameterization. It's actually easy to do, I didn't do it (as far as I remember?) because that mutau model is not very important to me at the moment. I guess it should happen eventually.

But hey, bringing them into the same script would take care of reparameterization.

@be-green
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be-green commented Jan 1, 2020

Alright I'll take a look at the description/code for the mu-tau model and see how easy this is. Even if we aren't going to use it right away I think it's good to make it work a little better. Not as familiar with this model so it may take a bit.

@wwiecek
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wwiecek commented Jan 2, 2020

I need to make changes to the models because I realised that sometimes the effect is real[], and sometimes it's a vector, so let me know when you're planning to do this, I'd rather update the model before you work on it so that we don't double the work.

Maybe you want to have a look at this after your predict PR?

@wwiecek
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wwiecek commented Feb 7, 2020

@be-green I looked into merging mu&tau model with Rubin - and now I'm closing the issue. It can be done, but notation gets very messy. In the next version of baggr we will have the following:

  • Rubin model which is a special case of mu&tau with P=1
  • More generic model to replace mu & tau (P=2) with any number of (correlated) random vectors. It's simple in operation but notation is messy in comparison to Rubin, so best to keep separate.

@wwiecek wwiecek closed this as completed Feb 7, 2020
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