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Hamiltonian Monte Carlo for Hierarchical Models

  1. data.txt: simulation data

  2. HierNorm.html produced by HierNorm.rmd

  3. HierNorm.stan: Stan file

  4. logpost.R: log-posterior calculation of the model in R

  5. hnm_pymc3.py: PyMC3 code; output are saved as trace_pymc3.png and post_pymc3.png

  6. hnm_pyro.py: NumPyro code;output are saved as trace_pyro.png and post_pyro.png

  7. hnm_post.rds: MCMC samples from stan_fit