No attribute ‘gelman_rubin’ error when calling the function. As per the latest documentations,
I should be calling it as pymc3.stats.gelman_rubin(trace) but it gives me an error. Am I doing an incorrect usage of the function?
Description of your problem
Please provide a minimal, self-contained, and reproducible example.
import matplotlib.pyplot as plt
import numpy as np
import pymc3
import scipy.stats as stats
# Parameter values for prior and analytic posterior
n = 50
z = 10
alpha = 12
beta = 12
alpha_post = 22
beta_post = 52
# How many iterations of the Metropolis
# algorithm to carry out for MCMC
iterations = 100000
# Use PyMC3 to construct a model context
basic_model = pymc3.Model()
with basic_model:
# Define our prior belief about the fairness
# of the coin using a Beta distribution
theta = pymc3.Beta("theta", alpha=alpha, beta=beta)
# Define the Bernoulli likelihood function
y = pymc3.Binomial("y", n=n, p=theta, observed=z)
# Carry out the MCMC analysis using the Metropolis algorithm
# Use Maximum A Posteriori (MAP) optimisation as initial value for MCMC
start = pymc3.find_MAP()
# Use the Metropolis algorithm (as opposed to NUTS or HMC, etc.)
step = pymc3.DEMetropolis()
# Calculate the trace
trace = pymc3.sample(iterations, step, start, random_seed=1, progressbar=True)
pymc3.stats.gelman_rubin(trace)
Please provide the full traceback.
AttributeError Traceback (most recent call last)
in
----> 1 pymc3.stats.gelman_rubin(trace)
AttributeError: module 'pymc3.stats' has no attribute 'gelman_rubin'
Versions and main components
- PyMC3 Version: 3.9.1
- Python Version: 3.6.9
- Operating system: Ubuntu 18.01
- How did you install PyMC3: pip
