在 Python 和 PyMC3 中绘制多开关点 总结结果情节

问题描述

我正在尝试在 python、pymc3 和 matplotlib 中绘制多开关点后验分布，但图形输出看起来与后验分布不同，有人能告诉我我做错了什么吗？

我的情节代码如下

early_rate_samples = trace[‘lambda_1’]
late_rate_samples = trace[‘lambda_2’]
later_rate_samples = trace[‘lambda_3’]
changepoint_samples = trace[‘tau_1’]
changepoint_2_samples = trace[‘tau_2’]

#N samples from the corresponding posterior distribution.
N = ((changepoint_samples.shape[0]) + (changepoint_2_samples.shape[0]))

expected_Outbreaks_per_week = np.zeros(number_of_weeks)
for week in range(0,number_of_weeks):
# ix is a bool index of all changepoint samples corresponding to
# the changepoint occurring prior to value of ‘week’
ix = (week <= changepoint_samples) & (changepoint_2_samples >= week)
expected_Outbreaks_per_week[week] = (early_rate_samples[ix].sum() + late_rate_samples[ix].sum() + later_rate_samples[~ix].sum()) / N

plt.plot(range(number_of_weeks),expected_Outbreaks_per_week,lw=4,color="#E24A33",label=“expected number of Outbreak incident”)
plt.xlim(0,number_of_weeks)
plt.xlabel(“Time (weeks)”)
plt.ylabel(“Expected # Outbreaks”)
plt.title(“Expected number of Outbreak Incident”)
plt.ylim(0,15)
plt.bar(np.arange(len(twitter_df[‘twitter_stream_count’])),twitter_df[‘twitter_stream_count’],color="#348ABD",alpha=0.65,label=“observed Outbreak per week”)

plt.legend(loc=“upper left”);

总结结果

情节

该图看起来与后验分布相去甚远，有人能告诉我我在这里做错了什么吗？

解决方法

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