-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathelection_helpers.py
executable file
·660 lines (549 loc) · 22.9 KB
/
election_helpers.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
import pandas as pd
import numpy as np
import pymc as pm
import arviz as az
from pytensor.printing import Print
def load_polling_data():
link_538 = 'https://projects.fivethirtyeight.com/polls/data/president_polls.csv'
data = pd.read_csv(link_538)
# Collapsing `methodology` variable
panels_to_keep = [
'Online Panel',
'Live Phone',
'Probability Panel',
'App Panel'
]
data.loc[
(~data.methodology.isin(panels_to_keep)), 'methodology'
] = 'Other'
# Collapsing `population` variable
data.population = data.population.replace({'v':'a'})
# Adding a partisan variable
data['rep_poll'] = np.where(data['partisan'] == 'REP', 1, 0)
#filter out where state is NA
data = data.loc[~data.state.isna(),:].reset_index(drop=True)
def identify_multi_candidate(data):
#identify multi response questions
if data.shape[0] > 2:
data['MultiCandidate'] = 1
elif data.shape[0] == 2:
data['MultiCandidate'] = 0
else:
print(data)
raise Exception("Something weird going on")
#identify non biden v trump questions
candidate_ids = [16661,16651]
keep = set(data['candidate_id'].to_list()) \
.intersection(set(candidate_ids))
keep = int(len(keep)>1)
data['candidate_vs'] = keep
return data
def rescale_to_100(data):
data.pct = np.divide(data.pct,data.pct.sum())
return data
cols_to_keep = [
'methodology',
'rep_poll',
'population',
'state',
'sample_size',
'MultiCandidate',
'end_date',
'numeric_grade',
'pct'
]
data = (
data
.groupby("question_id")
.apply(identify_multi_candidate)
.reset_index(drop=True)
.query('candidate_vs == 1')
.drop(columns = ['candidate_vs'])
.reset_index(drop=True)
.query('candidate_id == 16661 or candidate_id == 16651')
.groupby("question_id")
.apply(rescale_to_100)
.reset_index(drop=True)
.query("candidate_id == 16651")
[cols_to_keep]
)
# There are missing grades, so need to impute
data.numeric_grade = data.numeric_grade.fillna(data.numeric_grade.median())
data = (
data
.assign(
date_maker = pd.to_datetime(data.end_date),
month2 = lambda x:x.date_maker.dt.month,
year = lambda x:x.date_maker.dt.year - 2021,
date_maker2 = lambda x:x.month2 + x.year*12,
month = lambda x:x.date_maker2 - x.date_maker2.min()
)
.drop(
columns = [
'date_maker',
'date_maker2',
'month2',
'year',
'end_date'
]
)
)
data.state = data.state.replace({
'Nebraska CD-1':'NE-1',
'Nebraska CD-2':'NE-2',
'Nebraska CD-3':'NE-3',
'Maine CD-1':'ME-1',
'Maine CD-2':'ME-2',
})
states = data.state.value_counts().index.to_list()
states_dict = {x:i for i,x in enumerate(states)}
data.state = data.state.replace(states_dict)
method = pd.get_dummies(data.methodology) \
.drop(columns = ['Probability Panel']) \
.astype('int')
population = pd.get_dummies(data.population) \
.drop(columns = ['a']) \
.astype('int')
data['grade'] = (data.numeric_grade >= 2).astype("int")
data.drop(columns = ['methodology', 'population', 'numeric_grade'], inplace = True)
data = pd.concat([data,method,population], axis=1)
cols_to_iterate = [x for x in data.columns if 'pct' != x]
for col in cols_to_iterate:
data[col] = data[col].fillna(data[col].mean())
data.dropna(subset = ['pct'], inplace=True)
return data['pct'].values, \
data, \
states_dict
def load_priors(var, metric, priors):
return priors.query("var == @var")[metric].iloc[0]
def simulate_election_states(model, states_dict, x_matrix, trace):
with model:
pm.set_data({
"X1": [0 for x in range(len(states_dict))],
"X2": [1 for x in range(len(states_dict))],
"X3": [0 for x in range(len(states_dict))],
"X4": [x_matrix['month'].max() for x in range(len(states_dict))],
"X5": [1 for x in range(len(states_dict))],
"X6": [2000 for x in range(len(states_dict))],
"X7": [1 for x in range(len(states_dict))],
"X8": [1 for x in range(len(states_dict))],
"X9": [0 for x in range(len(states_dict))],
"X10": [1 for x in range(len(states_dict))],
'Y_obs': [-1000 for x in range(len(states_dict))],
'states': list(states_dict.values())
})
pp = pm.sample_posterior_predictive(
trace, predictions=True, random_seed=1
)
pred_matrix = pp['predictions']['y'].mean(('chain'))
results = {}
for i in range(pred_matrix.shape[1]):
val = np.divide(np.sum(np.greater(pred_matrix[:,i],0.5)),len(pred_matrix[:,1]))
val = round(float(val)*100,2)
results[list(states_dict.keys())[i]] = val
# Add in states not in polling dataset
file_url = 'https://projects.fivethirtyeight.com/2020-general-data/presidential_poll_averages_2020.csv'
old_data = pd.read_csv(file_url).query("candidate_name == 'Donald Trump' and modeldate == '11/3/2020'")[['state', 'pct_estimate']] \
.assign(pct_estimate = lambda x:np.where(x.pct_estimate>50,99,1))
old_data = pd.concat([old_data,pd.DataFrame({'state':"NE-3", 'pct_estimate':99}, index=[0])])
states_to_drop = list(results.keys())
old_data = old_data.loc[~old_data.state.isin(states_to_drop),:]
for i,row in old_data.iterrows():
results[row.iloc[0]] = row.iloc[1]
return {k:v for k,v in results.items() if k != 'National'}
def fit_bhm(y_vec, x_matrix, state_dict):
n_state = len(state_dict)
state_r = x_matrix.state.values
with pm.Model() as model:
# b0 - intercept
mu_b0 = pm.Normal('mu_b0', 0, sigma=1)
sigma_b0 = pm.HalfCauchy('sigma_b0', 5)
# Random intercepts as offsets
a_offset = pm.Normal('a_offset', mu=0, sigma=1, shape=n_state)
b0 = pm.Deterministic("Intercept", mu_b0 + a_offset * sigma_b0)
# Setting data
X1 = pm.MutableData("X1", x_matrix['Live Phone'].values)
X2 = pm.MutableData("X2", x_matrix['Online Panel'].values)
X3 = pm.MutableData("X3", x_matrix['Other'].values)
X4 = pm.MutableData("X4", x_matrix['month'].values)
X5 = pm.MutableData("X5", x_matrix['rep_poll'].values)
X6 = pm.MutableData("X6", x_matrix['sample_size'].values)
X7 = pm.MutableData("X7", x_matrix['MultiCandidate'].values)
X8 = pm.MutableData("X8", x_matrix['lv'].values)
X9 = pm.MutableData("X9", x_matrix['rv'].values)
X10 = pm.MutableData("X10", x_matrix['grade'].values)
Y_obs = pm.MutableData("Y_obs", y_vec)
states = pm.MutableData("states", state_r)
b1 = pm.Normal("Live Phone", mu=0, sigma=0.1)
b2 = pm.Normal("Online Panel", mu=0, sigma=0.1)
b3 = pm.Normal("Other", mu=0, sigma=0.1)
b4 = pm.Normal("month", mu=0, sigma=0.1)
b5 = pm.Normal("rep_poll", mu=0, sigma=1)
b6 = pm.Normal("sample_size", mu=0, sigma=1)
b7 = pm.Normal("MultiCandidate", mu=0, sigma=1)
b8 = pm.Normal("lv", mu=0, sigma=1)
b9 = pm.Normal("rv", mu=0, sigma=1)
b10 = pm.Normal("grade", mu=0, sigma=1)
formula = (
b0[states] +
b1*X1 +
b2*X2 +
b3*X3 +
b4*X4 +
b5*X5 +
b6*X6 +
b7*X7 +
b8*X8 +
b9*X9 +
b10*X10
)
s = pm.HalfNormal('error',sigma =1)
obs = pm.Normal('y', mu = formula, sigma=s, observed=Y_obs)
trace = pm.sample(1000, tune=1000, cores=1)
return model, trace
def fit_bhm_custom_belief(y_vec, x_matrix, state_dict, priors):
n_state = len(state_dict)
state_r = x_matrix.state.values
with pm.Model() as model:
# b0 - intercept
mu_b0 = pm.Normal(
'mu_b0',
load_priors('mu_b0', 'mean', priors),
sigma=load_priors('mu_b0', 'sd', priors))
sigma_b0 = pm.HalfCauchy('sigma_b0', load_priors('sigma_b0', 'mean', priors))
# Random intercepts as offsets
mns = []
sds = []
for state,num in state_dict.items():
if not priors.query('state == @state').empty:
mn = priors.query('state == @state')['mean'].iloc[0]
sd = priors.query('state == @state')['sd'].iloc[0]
else:
mn = 0,
sd = 1
mns.append(mn)
sds.append(sd)
a_offset = pm.Normal('a_offset', mu=mns, sigma=sds, shape=n_state)
b0 = pm.Deterministic("Intercept", mu_b0 + a_offset * sigma_b0)
# Setting data
X1 = pm.MutableData("X1", x_matrix['Live Phone'].values)
X2 = pm.MutableData("X2", x_matrix['Online Panel'].values)
X3 = pm.MutableData("X3", x_matrix['Other'].values)
X4 = pm.MutableData("X4", x_matrix['month'].values)
X5 = pm.MutableData("X5", x_matrix['rep_poll'].values)
X6 = pm.MutableData("X6", x_matrix['sample_size'].values)
X7 = pm.MutableData("X7", x_matrix['MultiCandidate'].values)
X8 = pm.MutableData("X8", x_matrix['lv'].values)
X9 = pm.MutableData("X9", x_matrix['rv'].values)
X10 = pm.MutableData("X10", x_matrix['grade'].values)
Y_obs = pm.MutableData("Y_obs", y_vec)
states = pm.MutableData("states", state_r)
b1 = pm.Normal("Live Phone", mu=load_priors('Live Phone', 'mean', priors), sigma=load_priors('Live Phone', 'sd', priors))
b2 = pm.Normal("Online Panel", mu=load_priors('Online Panel', 'mean', priors), sigma=load_priors('Online Panel', 'sd', priors))
b3 = pm.Normal("Other", mu=load_priors('Other', 'mean', priors), sigma=load_priors('Other', 'sd', priors))
b4 = pm.Normal("month", mu=load_priors('month', 'mean', priors), sigma=load_priors('month', 'sd', priors))
b5 = pm.Normal("rep_poll", mu=load_priors('rep_poll', 'mean', priors), sigma=load_priors('rep_poll', 'sd', priors))
b6 = pm.Normal("sample_size", mu=load_priors('sample_size', 'mean', priors), sigma=load_priors('sample_size', 'sd', priors))
b7 = pm.Normal("MultiCandidate", mu=load_priors('MultiCandidate', 'mean', priors), sigma=load_priors('MultiCandidate', 'sd', priors))
b8 = pm.Normal("lv", mu=load_priors('lv', 'mean', priors), sigma=load_priors('lv', 'sd', priors))
b9 = pm.Normal("rv", mu=load_priors('rv', 'mean', priors), sigma=load_priors('rv', 'sd', priors))
b10 = pm.Normal("grade", mu=load_priors('grade', 'mean', priors), sigma=load_priors('grade', 'sd', priors))
formula = (
b0[states] +
b1*X1 +
b2*X2 +
b3*X3 +
b4*X4 +
b5*X5 +
b6*X6 +
b7*X7 +
b8*X8 +
b9*X9 +
b10*X10
)
s = pm.HalfNormal('error', sigma =load_priors('error', 'mean', priors))
obs = pm.Normal('y', mu = formula, sigma=s, observed=Y_obs)
trace = pm.sample(1000, tune=1000, cores=1)
return model, trace
def simulate_election(preds, simulation_num):
'''
given a dict with each state's probability of one candidate winning
will return number of simulations won by that candidate
'''
import numpy as np
import pandas as pd
ec_data = {'Arizona': 11,
'Georgia': 16,
'Pennsylvania': 19,
'Michigan': 15,
'Nevada': 6,
'Wisconsin': 10,
'North Carolina': 3,
'Ohio': 17,
'Florida': 30,
'New Hampshire': 4,
'New York': 28,
'California': 54,
'Iowa': 6,
'Tennessee': 11,
'Virginia': 13,
'Missouri': 10,
'Texas': 40,
'Colorado': 10,
'Montana': 4,
'Washington': 12,
'Illinois': 19,
'Connecticut': 7,
'Oklahoma': 7,
'New Mexico': 5,
'Kansas': 6,
'Massachusetts': 11,
'Minnesota': 10,
'Kentucky': 8,
'Alaska': 3,
'Oregon': 8,
'Nebraska': 2,
'South Carolina': 9,
'Maryland': 10,
'Rhode Island': 4,
'Arkansas': 6,
'South Dakota': 3,
'Louisiana': 8,
'Mississippi': 6,
'Maine': 2,
'Utah': 6,
'Idaho': 4,
'Alabama': 9,
'West Virginia': 4,
'Indiana': 11,
'North Dakota': 3,
'Wyoming': 3,
'Vermont': 3,
'New Jersey': 14,
'National': 1,
'NE-1': 1,
'NE-2': 1,
'NE-3':1,
'ME-2': 1,
'ME-1': 1,
'Hawaii': 4,
'District of Columbia': 3,
'Delaware': 3}
def simulate_state(prob, points):
prob = prob/100
trump_win = np.random.choice([0,1], p=[1-prob, prob])
return trump_win*points
winner = []
points = []
sim_num = []
for _ in range(simulation_num):
votes = [simulate_state(prob,ec_data[state]) for state,prob in preds.items()]
tot_votes = sum(votes)
winner.append(np.where(tot_votes>=270, 1,0))
points.append(tot_votes)
data = pd.DataFrame({
'winner':winner,
'points':points
})
trump_won = sum(data.winner)/data.shape[0]
return trump_won, data
def get_credible_interval(sim_data:pd.DataFrame, conf_level:int=95):
'''
Sample from the 50,000 daily simulations finding the upper and lower bounds given percentile(conf_level)
'''
assert conf_level > 0 and conf_level < 100
conf_data = [sum(sim_data.winner.sample(n=100) == "Trump")/100 for x in range(1000)]
conf_data = np.array(conf_data)
s = (100 - conf_level)/2
UB = 100 - s
LB = s
res = np.percentile(conf_data, [LB, UB])
return res[0], res[1]
def update_priors(trace, state_dict):
priors = az.summary(trace, kind="stats", var_names=['~Intercept']) \
.reset_index() \
.rename(columns = {'index':'var'}) \
[['var', 'mean', 'sd']]
states_df = pd.DataFrame({
'state' : list(state_dict.keys()),
'var' : [f'a_offset[{x}]' for x in list(state_dict.values())]
})
priors = priors.merge(states_df, how='left', on='var')
priors = priors.assign(
sd = lambda x:np.where(x.sd<=0, 0.01, x.sd)
)
priors.to_csv('./data/priors.csv', index=False)
def update_custom_priors(y_vec, x_matrix, state_dict, priors):
n_state = len(state_dict)
state_r = x_matrix.state.values
with pm.Model() as model:
#hyperpriors for intercepts
mu_b0 = pm.Normal(
'mu_b0',
load_priors('mu_b0', 'mean', priors),
sigma=load_priors('mu_b0', 'sd', priors))
sigma_b0 = pm.HalfCauchy('sigma_b0', load_priors('sigma_b0', 'mean', priors))
# Random intercepts as offsets
mns = []
sds = []
for state,num in state_dict.items():
if not priors.query('state == @state').empty:
mn = priors.query('state == @state')['mean'].iloc[0]
sd = priors.query('state == @state')['sd'].iloc[0]
else:
mn = 0,
sd = 1
mns.append(mn)
sds.append(sd)
a_offset = pm.Normal('a_offset', mu=0, sigma=10, shape=n_state)
b0 = pm.Deterministic("Intercept", mu_b0 + a_offset*sigma_b0)
# Setting data
X1 = pm.MutableData("X1", x_matrix['Live Phone'].values)
X2 = pm.MutableData("X2", x_matrix['Online Panel'].values)
X3 = pm.MutableData("X3", x_matrix['Other'].values)
X4 = pm.MutableData("X4", x_matrix['month'].values)
X5 = pm.MutableData("X5", x_matrix['rep_poll'].values)
X6 = pm.MutableData("X6", x_matrix['sample_size'].values)
X7 = pm.MutableData("X7", x_matrix['MultiCandidate'].values)
X8 = pm.MutableData("X8", x_matrix['lv'].values)
X9 = pm.MutableData("X9", x_matrix['rv'].values)
X10 = pm.MutableData("X10", x_matrix['grade'].values)
Y_obs = pm.MutableData("Y_obs", y_vec)
states = pm.MutableData("states", state_r)
b1 = pm.Normal("Live Phone", mu=load_priors('Live Phone', 'mean', priors), sigma=load_priors('Live Phone', 'sd', priors))
b2 = pm.Normal("Online Panel", mu=load_priors('Online Panel', 'mean', priors), sigma=load_priors('Online Panel', 'sd', priors))
b3 = pm.Normal("Other", mu=load_priors('Other', 'mean', priors), sigma=load_priors('Other', 'sd', priors))
b4 = pm.Normal("month", mu=load_priors('month', 'mean', priors), sigma=load_priors('month', 'sd', priors))
b5 = pm.Normal("rep_poll", mu=load_priors('rep_poll', 'mean', priors), sigma=load_priors('rep_poll', 'sd', priors))
b6 = pm.Normal("sample_size", mu=load_priors('sample_size', 'mean', priors), sigma=load_priors('sample_size', 'sd', priors))
b7 = pm.Normal("MultiCandidate", mu=load_priors('MultiCandidate', 'mean', priors), sigma=load_priors('MultiCandidate', 'sd', priors))
b8 = pm.Normal("lv", mu=load_priors('lv', 'mean', priors), sigma=load_priors('lv', 'sd', priors))
b9 = pm.Normal("rv", mu=load_priors('rv', 'mean', priors), sigma=load_priors('rv', 'sd', priors))
b10 = pm.Normal("grade", mu=load_priors('grade', 'mean', priors), sigma=load_priors('grade', 'sd', priors))
Mu = pm.invlogit(
b0[states] +
b1*X1 +
b2*X2 +
b3*X3 +
b4*X4 +
b5*X5 +
b6*X6 +
b7*X7 +
b8*X8 +
b9*X9 +
b10*X10
)
Phi = pm.Normal('phi', 100)
A = pm.Deterministic('A', pm.math.switch(Mu*Phi <= 0, -np.inf, Mu*Phi))
B = pm.Deterministic('B', pm.math.switch(Phi-A <= 0, -np.inf, Phi-A))
obs = pm.Beta('y', alpha = A, beta = B,observed=Y_obs)
trace = pm.sample(1000, tune=1000, cores=1, init = 'adapt_diag', target_accept = 0.9) #,
return model, trace
def fit_bayes_beta(y_vec, x_matrix, state_dict):
n_state = len(state_dict)
state_r = x_matrix.state.values
sgma = 0.01
with pm.Model() as model:
sgma = 20
# Random intercepts as offsets
mu_b0 = pm.Normal('mu_b0', 0, sigma=1)
sigma_b0 = pm.HalfCauchy('sigma_b0', 1)
a_offset = pm.Normal('a_offset', mu=0, sigma=10, shape=n_state)
b0 = pm.Deterministic("Intercept", mu_b0 + a_offset*sigma_b0)
# Setting data
X1 = pm.MutableData("X1", x_matrix['Live Phone'].values)
X2 = pm.MutableData("X2", x_matrix['Online Panel'].values)
X3 = pm.MutableData("X3", x_matrix['Other'].values)
X4 = pm.MutableData("X4", x_matrix['month'].values)
X5 = pm.MutableData("X5", x_matrix['rep_poll'].values)
X6 = pm.MutableData("X6", x_matrix['sample_size'].values)
X7 = pm.MutableData("X7", x_matrix['MultiCandidate'].values)
X8 = pm.MutableData("X8", x_matrix['lv'].values)
X9 = pm.MutableData("X9", x_matrix['rv'].values)
X10 = pm.MutableData("X10", x_matrix['grade'].values)
Y_obs = pm.MutableData("Y_obs", y_vec)
states = pm.MutableData("states", state_r)
b1 = pm.Normal("Live Phone", mu=0, sigma=sgma)
b2 = pm.Normal("Online Panel", mu=0, sigma=sgma)
b3 = pm.Normal("Other", mu=0, sigma=sgma)
b4 = pm.Normal("month", mu=0, sigma=0.1)
b5 = pm.Normal("rep_poll", mu=0, sigma=sgma)
b6 = pm.Normal("sample_size", mu=0, sigma=10)
b7 = pm.Normal("MultiCandidate", mu=0, sigma=sgma)
b8 = pm.Normal("lv", mu=0, sigma=sgma)
b9 = pm.Normal("rv", mu=0, sigma=sgma)
b10 = pm.Normal("grade", mu=0, sigma=sgma)
Mu = pm.invlogit(
b0[states] +
b1*X1 +
b2*X2 +
b3*X3 +
b4*X4 +
b5*X5 +
b6*X6 +
b7*X7 +
b8*X8 +
b9*X9 +
b10*X10
)
Phi = pm.Normal('phi', 100)
A = pm.Deterministic('A', pm.math.switch(Mu*Phi <= 0, -np.inf, Mu*Phi))
B = pm.Deterministic('B', pm.math.switch(Phi-A <= 0, -np.inf, Phi-A))
obs = pm.Beta('y', alpha = A, beta = B,observed=Y_obs)
trace = pm.sample(1000, tune=1000, cores=1, init = 'adapt_diag', target_accept = 0.9) #,
return model, trace
def fit_bayes_beta_custom(y_vec, x_matrix, state_dict):
n_state = len(state_dict)
state_r = x_matrix.state.values
sgma = 0.01
with pm.Model() as model:
sgma = 1
# Random intercepts as offsets
mu_b0 = pm.Normal('mu_b0', 0, sigma=1)
sigma_b0 = pm.HalfCauchy('sigma_b0', 1)
# Random intercepts as offsets
a_offset = pm.Normal('a_offset', mu=0, sigma=10, shape=n_state)
b0 = pm.Deterministic("Intercept", mu_b0 + a_offset*sigma_b0)
# Setting data
X1 = pm.MutableData("X1", x_matrix['Live Phone'].values)
X2 = pm.MutableData("X2", x_matrix['Online Panel'].values)
X3 = pm.MutableData("X3", x_matrix['Other'].values)
X4 = pm.MutableData("X4", x_matrix['month'].values)
X5 = pm.MutableData("X5", x_matrix['rep_poll'].values)
X6 = pm.MutableData("X6", x_matrix['sample_size'].values)
X7 = pm.MutableData("X7", x_matrix['MultiCandidate'].values)
X8 = pm.MutableData("X8", x_matrix['lv'].values)
X9 = pm.MutableData("X9", x_matrix['rv'].values)
X10 = pm.MutableData("X10", x_matrix['grade'].values)
Y_obs = pm.MutableData("Y_obs", y_vec)
states = pm.MutableData("states", state_r)
b1 = pm.Normal("Live Phone", mu=0, sigma=sgma)
b2 = pm.Normal("Online Panel", mu=0, sigma=sgma)
b3 = pm.Normal("Other", mu=0, sigma=sgma)
b4 = pm.Normal("month", mu=0, sigma=0.1)
b5 = pm.Normal("rep_poll", mu=0, sigma=sgma)
b6 = pm.Normal("sample_size", mu=0, sigma=10)
b7 = pm.Normal("MultiCandidate", mu=0, sigma=sgma)
b8 = pm.Normal("lv", mu=0, sigma=sgma)
b9 = pm.Normal("rv", mu=0, sigma=sgma)
b10 = pm.Normal("grade", mu=0, sigma=sgma)
Mu = pm.invlogit(
b0[states] +
b1*X1 +
b2*X2 +
b3*X3 +
b4*X4 +
b5*X5 +
b6*X6 +
b7*X7 +
b8*X8 +
b9*X9 +
b10*X10
)
sd = pm.HalfNormal('sd', sigma = 35)
Phi = ((Mu * (1 - Mu)) / (sd**2 - 1))
A = Mu*Phi
B = Phi-A
obs = pm.Beta('y', alpha = A, beta = B,observed=Y_obs)
trace = pm.sample(1000, tune=1000, cores=1, init = 'adapt_diag', target_accept = 0.9) #,
return model, trace