| 
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",  | 
 | 
0 commit comments