QuaPy/quapy/method/stan/pq.stan

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data {
int<lower=0> n_bucket;
array[n_bucket] int<lower=0> train_pos;
array[n_bucket] int<lower=0> train_neg;
array[n_bucket] int<lower=0> test;
int<lower=0,upper=1> posterior;
}
transformed data{
row_vector<lower=0>[n_bucket] train_pos_rv;
row_vector<lower=0>[n_bucket] train_neg_rv;
row_vector<lower=0>[n_bucket] test_rv;
real n_test;
train_pos_rv = to_row_vector( train_pos );
train_neg_rv = to_row_vector( train_neg );
test_rv = to_row_vector( test );
n_test = sum( test );
}
parameters {
simplex[n_bucket] p_neg;
simplex[n_bucket] p_pos;
real<lower=0,upper=1> prev_prior;
}
model {
if( posterior ) {
target += train_neg_rv * log( p_neg );
target += train_pos_rv * log( p_pos );
target += test_rv * log( p_neg * ( 1 - prev_prior) + p_pos * prev_prior );
}
}
generated quantities {
real<lower=0,upper=1> prev;
prev = sum( binomial_rng(test, 1 / ( 1 + (p_neg./p_pos) *(1-prev_prior)/prev_prior ) ) ) / n_test;
}