I am completely new to stan. I simply wanted to fit a data which has uncertainty in measurements, but I could not include the uncertainty in the fitting. For example, I have x[N], y[N] and yerror[N] arrays with dimensions N. Suppose the data is 2nd order polynomial: y=a0+a1x+a2x*x, and I have the ar…

In your first model sigma represents the error in y and it is treated as unknown. If you know the error you can substitute that. data { int<lower=0> N; vector[N] x; vector[N] y; vector[N] yerror; } parameters { real a0; real a1; real a2; } model { for(i in 1:N) { …

How to include data measurement uncertainty in stan/pystan

Modeling

ahartikainen November 13, 2019, 9:20am 6

Can you download the user guide pdf from https://github.com/stan-dev/docs/tree/master/docs/2_21

See section 6

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How to include data measurement uncertainty in stan/pystan

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