|
236 | 236 | "cell_type": "code", |
237 | 237 | "collapsed": false, |
238 | 238 | "input": [ |
239 | | - "import pymc as mc\n", |
| 239 | + "import pymc as pm\n", |
240 | 240 | "\n", |
241 | 241 | "n = 4\n", |
242 | 242 | "for i in range( 10 ):\n", |
243 | 243 | " ax = plt.subplot( 2, 5, i+1)\n", |
244 | 244 | " if i >= 5:\n", |
245 | 245 | " n = 15\n", |
246 | | - " plt.imshow( mc.rwishart( n+1, np.eye(n) ), interpolation=\"none\", \n", |
| 246 | + " plt.imshow( pm.rwishart( n+1, np.eye(n) ), interpolation=\"none\", \n", |
247 | 247 | " cmap = plt.cm.hot ) \n", |
248 | 248 | " \n", |
249 | 249 | " ax.axis(\"off\")\n", |
|
1056 | 1056 | "cell_type": "code", |
1057 | 1057 | "collapsed": false, |
1058 | 1058 | "input": [ |
1059 | | - "import pymc as mc\n", |
| 1059 | + "import pymc as pm\n", |
1060 | 1060 | "\n", |
1061 | 1061 | "n_observations = 100 #we will truncate the the most recent 100 days.\n", |
1062 | 1062 | "\n", |
1063 | 1063 | "prior_mu = np.array( [ x[0] for x in expert_prior_params.values() ] )\n", |
1064 | 1064 | "prior_std = np.array( [ x[1] for x in expert_prior_params.values() ] )\n", |
1065 | 1065 | "\n", |
1066 | | - "inv_cov_matrix = mc.Wishart( \"inv_cov_matrix\", n_observations, diag(prior_std**2) )\n", |
1067 | | - "mu = mc.Normal( \"returns\", prior_mu, 1, size = 4 )" |
| 1066 | + "inv_cov_matrix = pm.Wishart( \"inv_cov_matrix\", n_observations, diag(prior_std**2) )\n", |
| 1067 | + "mu = pm.Normal( \"returns\", prior_mu, 1, size = 4 )" |
1068 | 1068 | ], |
1069 | 1069 | "language": "python", |
1070 | 1070 | "metadata": {}, |
|
1183 | 1183 | "cell_type": "code", |
1184 | 1184 | "collapsed": false, |
1185 | 1185 | "input": [ |
1186 | | - "obs = mc.MvNormal( \"observed returns\", mu, inv_cov_matrix, observed = True, value = returns )\n", |
| 1186 | + "obs = pm.MvNormal( \"observed returns\", mu, inv_cov_matrix, observed = True, value = returns )\n", |
1187 | 1187 | "\n", |
1188 | | - "model = mc.Model( [obs, mu, inv_cov_matrix] )\n", |
1189 | | - "mcmc = mc.MCMC()\n", |
| 1188 | + "model = pm.Model( [obs, mu, inv_cov_matrix] )\n", |
| 1189 | + "mcmc = pm.MCMC()\n", |
1190 | 1190 | "\n", |
1191 | 1191 | "mcmc.sample( 150000, 100000, 3 )" |
1192 | 1192 | ], |
|
1435 | 1435 | "beta = stats.beta\n", |
1436 | 1436 | "\n", |
1437 | 1437 | "x = np.linspace(0.00, 1, 125)\n", |
1438 | | - "data = mc.rbernoulli(p, size=500)\n", |
| 1438 | + "data = pm.rbernoulli(p, size=500)\n", |
1439 | 1439 | "\n", |
1440 | 1440 | "figure()\n", |
1441 | 1441 | "for i,N in enumerate([0,4,8, 32,64, 128, 500]):\n", |
|
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