I’m trying to model some data with the Student’s T distribution, so I generated some fake data and fitted the model to it. I’ve successfully recovered all other parameters, but the scale parameter is way off. Here is a replicable example: import numpy as np from scipy import stats import pymc3 as p…

The scale in stats.t is the standard deviation, the equivalent in PyMC3 would be y = pm.StudentT('y', mu=μ, sd=ϵ, nu=ν, observed=y_f)

Can't recover the scale parameter in Student's T model

junpenglao October 6, 2017, 9:05am 4

It’s a real struggle when the same thing is called differently ¯\_(ツ)_/¯

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