greta-ahmc-geweke-example.R

# example code from test_posteriors_geweke
devtools::load_all(".")
n <- 10
# mu1 <- rnorm(1, 0, 3)
# sd1 <- rlnorm(1)
# sd2 <- rlnorm(1)

mu1 <- 0
sd1 <- 2
sd2 <- 1

# prior (n draws)
p_theta <- function(n) {
  rnorm(n, mu1, sd1)
}

# likelihood
p_x_bar_theta <- function(theta) {
  rnorm(n, theta, sd2)
}

# define the greta model (single precision for slice sampler)
x <- as_data(rep(0, n))
greta_theta <- normal(mu1, sd1)
distribution(x) <- normal(greta_theta, sd2)
model <- model(greta_theta)

geweke_adaptive_hmc <- check_geweke(
  sampler = adaptive_hmc(),
  model = model,
  data = x,
  p_theta = p_theta,
  p_x_bar_theta = p_x_bar_theta,
  chains = 10,
  niter = 10,
  warmup = 2000,
  thin = 1
)