In [1]:

    

import bayleaf as bf
import numpy as np
import pymc3 as pm
import matplotlib.pylab as plt
%matplotlib inline


    

    




/anaconda/lib/python3.5/site-packages/h5py/__init__.py:36: FutureWarning: Conversion of the second argument of issubdtype from `float` to `np.floating` is deprecated. In future, it will be treated as `np.float64 == np.dtype(float).type`.
  from ._conv import register_converters as _register_converters

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N=500; beta = -0.6; rateC = 0.0001;
maxtime = 200
lam =.11; rho = .6
df_sim = bf.simulate.sim_Weibull(N=N, lam =lam, rho = rho, beta = beta, rateC = rateC, maxtime=maxtime)
df_sim.head()


    

    
Out[2]:







  

    

      

      
time
      
event
      
x
    
  
  

    

      
0
      
2.979269
      
1.0
      
1.0
    
    

      
1
      
0.972066
      
1.0
      
1.0
    
    

      
2
      
47.811331
      
1.0
      
1.0
    
    

      
3
      
7.496905
      
1.0
      
0.0
    
    

      
4
      
35.095643
      
1.0
      
0.0
    
  

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plt.hist(df_sim.time.values)


    

    
Out[6]:





(array([ 194.,   76.,   44.,   29.,   21.,   21.,   13.,   14.,    9.,   79.]),
 array([  5.40018459e-03,   2.00048602e+01,   4.00043201e+01,
          6.00037801e+01,   8.00032401e+01,   1.00002700e+02,
          1.20002160e+02,   1.40001620e+02,   1.60001080e+02,
          1.80000540e+02,   2.00000000e+02]),
 <a list of 10 Patch objects>)






    

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### For now, we will work within the pm.Model() environment. We  will embed this at a later date


    

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with pm.Model() as mod:
    bf.ParSurv.from_formula(formula='([time],[event])~x', data=df_sim, family="weibull")
    step = pm.NUTS(target_accept=.99)
    trace = pm.sample(10000,step=step,tune =5000)


    

    




100%|██████████| 15000/15000 [02:15<00:00, 110.62it/s]

In [4]:

    

pm.traceplot(trace[5000:])


    

    
Out[4]:





array([[<matplotlib.axes._subplots.AxesSubplot object at 0x11c9f1940>,
        <matplotlib.axes._subplots.AxesSubplot object at 0x11bdac2e8>],
       [<matplotlib.axes._subplots.AxesSubplot object at 0x11cbb25f8>,
        <matplotlib.axes._subplots.AxesSubplot object at 0x11ce0db70>],
       [<matplotlib.axes._subplots.AxesSubplot object at 0x11ce5b2e8>,
        <matplotlib.axes._subplots.AxesSubplot object at 0x11ce63c88>]], dtype=object)






    

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