norm_post_sim.py 文件源码

def norm_post_sim(modes,cov_matrix):
    post = multivariate_normal(modes,cov_matrix)
    nsims = 30000
    phi = np.zeros([nsims,len(modes)])

    for i in range(0,nsims):
         phi[i] = post.rvs()

    chain = np.array([phi[i][0] for i in range(len(phi))])
    for m in range(1,len(modes)):
        chain = np.vstack((chain,[phi[i][m] for i in range(len(phi))]))

    mean_est = [np.mean(np.array([phi[i][j] for i in range(len(phi))])) for j in range(len(modes))]
    median_est = [np.median(np.array([phi[i][j] for i in range(len(phi))])) for j in range(len(modes))]
    upper_95_est = [np.percentile(np.array([phi[i][j] for i in range(len(phi))]),95) for j in range(len(modes))]
    lower_95_est = [np.percentile(np.array([phi[i][j] for i in range(len(phi))]),5) for j in range(len(modes))]

    return chain, mean_est, median_est, upper_95_est, lower_95_est