In “ Getting Started with PyMC3 ”, Case Study 2 shows an example involving missing variables. The variable disasters is an array indexed by year and containing the number of disasters in that year, but some values are missing. Sampling returns a trace that contains a variable disasters_missing, whic…

When the observed is a masked numpy array, the masked value will be modeled as a new random variable with *_missing as the name. The shape of the new random variable is the same as the number of missing values. So: [image] rodrigobraz: Sampling returns a trace that contains a variable disasters…

_missing variables

Questions

junpenglao November 19, 2018, 8:16pm 4

Yeah the color is not the easiest to interpret in this case, here is 2 chain and displaying posterior samples for 2 missing value.

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_missing variables

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