I wish to declare a rotation matrix -
cos(w) -sin(w ) 0 0
sin(w) cos(w ) 0 0
0 0 1 0
0 0 0 1
It’s a rotation matrix where the angle is a random variable. Something like -
with pm.Model() as model:
w = pm.Normal(‘w’, mu = 0 , tau = 1)
A = pm.Deterministic(‘A’ , ([[np.cos(w), -np.sin(w), 0, 0],[np.sin(w), -np.cos(w), 0, 0],[0, 0, 1, 0],[0, 0, 0, 0]]) )
Y = pm.Normal(‘y’, mu = T.dot(A , X), tau = 1 , observed = X)
Can anyone suggest how to do this?