Intro to STAN Homework Set #1

After our Intro to Stan lecture I think it would be valuable to have you go through a similar exercise. Let’s test a second research question.

Research question: Is sea ice extent declining in the Southern Hemisphere over time? Is the same pattern happening in the Antarctic as in the Arctic? Fit a Stan model to find out!

Make sure you follow the steps we used in class.

What do your Stan model results indicate so far?

Load and Inspect Data

library(rstan)
## Loading required package: StanHeaders
## Loading required package: ggplot2
## rstan (Version 2.19.2, GitRev: 2e1f913d3ca3)
## For execution on a local, multicore CPU with excess RAM we recommend calling
## options(mc.cores = parallel::detectCores()).
## To avoid recompilation of unchanged Stan programs, we recommend calling
## rstan_options(auto_write = TRUE)
library(gdata)
## gdata: read.xls support for 'XLS' (Excel 97-2004) files ENABLED.
## 
## gdata: read.xls support for 'XLSX' (Excel 2007+) files ENABLED.
## 
## Attaching package: 'gdata'
## The following object is masked from 'package:stats':
## 
##     nobs
## The following object is masked from 'package:utils':
## 
##     object.size
## The following object is masked from 'package:base':
## 
##     startsWith
library(bayesplot)
## This is bayesplot version 1.7.0
## - Online documentation and vignettes at mc-stan.org/bayesplot
## - bayesplot theme set to bayesplot::theme_default()
##    * Does _not_ affect other ggplot2 plots
##    * See ?bayesplot_theme_set for details on theme setting
seaice <- read.csv("seaice.csv", stringsAsFactors = F)
head(seaice)
##   year extent_north extent_south
## 1 1979       12.328       11.700
## 2 1980       12.337       11.230
## 3 1981       12.127       11.435
## 4 1982       12.447       11.640
## 5 1983       12.332       11.389
## 6 1984       11.910       11.454
colnames(seaice) <- c("year", "extent_north", "extent_south")

Plot the data

plot(extent_south ~ year, pch = 20, data = seaice)

Run a general linear model using lm()

lm1 <- lm(extent_south ~ year, data = seaice)
summary(lm1)
## 
## Call:
## lm(formula = extent_south ~ year, data = seaice)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.23372 -0.18142  0.01587  0.18465  0.88814 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)  
## (Intercept) -14.199551  10.925576  -1.300   0.2018  
## year          0.012953   0.005468   2.369   0.0232 *
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.3843 on 37 degrees of freedom
## Multiple R-squared:  0.1317, Adjusted R-squared:  0.1082 
## F-statistic: 5.611 on 1 and 37 DF,  p-value: 0.02318
plot(extent_south ~ year, pch = 20, data = seaice)
abline(lm1, col = 2, lty = 2, lw = 3)

Prepare the data, re-run the lm() and extract summary statistics

x <- I(seaice$year - 1978)
y <- seaice$extent_south
N <- length(seaice$year)

lm1 <- lm(y ~ x)
summary(lm1)
## 
## Call:
## lm(formula = y ~ x)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.23372 -0.18142  0.01587  0.18465  0.88814 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 11.421555   0.125490  91.015   <2e-16 ***
## x            0.012953   0.005468   2.369   0.0232 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.3843 on 37 degrees of freedom
## Multiple R-squared:  0.1317, Adjusted R-squared:  0.1082 
## F-statistic: 5.611 on 1 and 37 DF,  p-value: 0.02318
lm_alpha <- summary(lm1)$coeff[1]
lm_beta <- summary(lm1)$coeff[2]
lm_sigma <- sigma(lm1)

stan_data <- list(N = N, x = x, y = y)

Write the Stan model

write("// Stan model for simple linear regression

data {
 int < lower = 1 > N; // Sample size
 vector[N] x; // Predictor
 vector[N] y; // Outcome
}

parameters {
 real alpha; // Intercept
 real beta; // Slope (regression coefficients)
 real < lower = 0 > sigma; // Error SD
}

model {
 y ~ normal(alpha + x * beta , sigma);
}

generated quantities {
} // The posterior predictive distribution",

"stan_model1.stan")

stanc("stan_model1.stan")
## $status
## [1] TRUE
## 
## $model_cppname
## [1] "model7da568e44cf9_stan_model1"
## 
## $cppcode
## [1] "// Code generated by Stan version 2.19.1\n\n#include <stan/model/model_header.hpp>\n\nnamespace model7da568e44cf9_stan_model1_namespace {\n\nusing std::istream;\nusing std::string;\nusing std::stringstream;\nusing std::vector;\nusing stan::io::dump;\nusing stan::math::lgamma;\nusing stan::model::prob_grad;\nusing namespace stan::math;\n\nstatic int current_statement_begin__;\n\nstan::io::program_reader prog_reader__() {\n    stan::io::program_reader reader;\n    reader.add_event(0, 0, \"start\", \"model7da568e44cf9_stan_model1\");\n    reader.add_event(22, 20, \"end\", \"model7da568e44cf9_stan_model1\");\n    return reader;\n}\n\nclass model7da568e44cf9_stan_model1 : public prob_grad {\nprivate:\n        int N;\n        vector_d x;\n        vector_d y;\npublic:\n    model7da568e44cf9_stan_model1(stan::io::var_context& context__,\n        std::ostream* pstream__ = 0)\n        : prob_grad(0) {\n        ctor_body(context__, 0, pstream__);\n    }\n\n    model7da568e44cf9_stan_model1(stan::io::var_context& context__,\n        unsigned int random_seed__,\n        std::ostream* pstream__ = 0)\n        : prob_grad(0) {\n        ctor_body(context__, random_seed__, pstream__);\n    }\n\n    void ctor_body(stan::io::var_context& context__,\n                   unsigned int random_seed__,\n                   std::ostream* pstream__) {\n        typedef double local_scalar_t__;\n\n        boost::ecuyer1988 base_rng__ =\n          stan::services::util::create_rng(random_seed__, 0);\n        (void) base_rng__;  // suppress unused var warning\n\n        current_statement_begin__ = -1;\n\n        static const char* function__ = \"model7da568e44cf9_stan_model1_namespace::model7da568e44cf9_stan_model1\";\n        (void) function__;  // dummy to suppress unused var warning\n        size_t pos__;\n        (void) pos__;  // dummy to suppress unused var warning\n        std::vector<int> vals_i__;\n        std::vector<double> vals_r__;\n        local_scalar_t__ DUMMY_VAR__(std::numeric_limits<double>::quiet_NaN());\n        (void) DUMMY_VAR__;  // suppress unused var warning\n\n        try {\n            // initialize data block variables from context__\n            current_statement_begin__ = 4;\n            context__.validate_dims(\"data initialization\", \"N\", \"int\", context__.to_vec());\n            N = int(0);\n            vals_i__ = context__.vals_i(\"N\");\n            pos__ = 0;\n            N = vals_i__[pos__++];\n            check_greater_or_equal(function__, \"N\", N, 1);\n\n            current_statement_begin__ = 5;\n            validate_non_negative_index(\"x\", \"N\", N);\n            context__.validate_dims(\"data initialization\", \"x\", \"vector_d\", context__.to_vec(N));\n            x = Eigen::Matrix<double, Eigen::Dynamic, 1>(N);\n            vals_r__ = context__.vals_r(\"x\");\n            pos__ = 0;\n            size_t x_j_1_max__ = N;\n            for (size_t j_1__ = 0; j_1__ < x_j_1_max__; ++j_1__) {\n                x(j_1__) = vals_r__[pos__++];\n            }\n\n            current_statement_begin__ = 6;\n            validate_non_negative_index(\"y\", \"N\", N);\n            context__.validate_dims(\"data initialization\", \"y\", \"vector_d\", context__.to_vec(N));\n            y = Eigen::Matrix<double, Eigen::Dynamic, 1>(N);\n            vals_r__ = context__.vals_r(\"y\");\n            pos__ = 0;\n            size_t y_j_1_max__ = N;\n            for (size_t j_1__ = 0; j_1__ < y_j_1_max__; ++j_1__) {\n                y(j_1__) = vals_r__[pos__++];\n            }\n\n\n            // initialize transformed data variables\n            // execute transformed data statements\n\n            // validate transformed data\n\n            // validate, set parameter ranges\n            num_params_r__ = 0U;\n            param_ranges_i__.clear();\n            current_statement_begin__ = 10;\n            num_params_r__ += 1;\n            current_statement_begin__ = 11;\n            num_params_r__ += 1;\n            current_statement_begin__ = 12;\n            num_params_r__ += 1;\n        } catch (const std::exception& e) {\n            stan::lang::rethrow_located(e, current_statement_begin__, prog_reader__());\n            // Next line prevents compiler griping about no return\n            throw std::runtime_error(\"*** IF YOU SEE THIS, PLEASE REPORT A BUG ***\");\n        }\n    }\n\n    ~model7da568e44cf9_stan_model1() { }\n\n\n    void transform_inits(const stan::io::var_context& context__,\n                         std::vector<int>& params_i__,\n                         std::vector<double>& params_r__,\n                         std::ostream* pstream__) const {\n        typedef double local_scalar_t__;\n        stan::io::writer<double> writer__(params_r__, params_i__);\n        size_t pos__;\n        (void) pos__; // dummy call to supress warning\n        std::vector<double> vals_r__;\n        std::vector<int> vals_i__;\n\n        current_statement_begin__ = 10;\n        if (!(context__.contains_r(\"alpha\")))\n            stan::lang::rethrow_located(std::runtime_error(std::string(\"Variable alpha missing\")), current_statement_begin__, prog_reader__());\n        vals_r__ = context__.vals_r(\"alpha\");\n        pos__ = 0U;\n        context__.validate_dims(\"parameter initialization\", \"alpha\", \"double\", context__.to_vec());\n        double alpha(0);\n        alpha = vals_r__[pos__++];\n        try {\n            writer__.scalar_unconstrain(alpha);\n        } catch (const std::exception& e) {\n            stan::lang::rethrow_located(std::runtime_error(std::string(\"Error transforming variable alpha: \") + e.what()), current_statement_begin__, prog_reader__());\n        }\n\n        current_statement_begin__ = 11;\n        if (!(context__.contains_r(\"beta\")))\n            stan::lang::rethrow_located(std::runtime_error(std::string(\"Variable beta missing\")), current_statement_begin__, prog_reader__());\n        vals_r__ = context__.vals_r(\"beta\");\n        pos__ = 0U;\n        context__.validate_dims(\"parameter initialization\", \"beta\", \"double\", context__.to_vec());\n        double beta(0);\n        beta = vals_r__[pos__++];\n        try {\n            writer__.scalar_unconstrain(beta);\n        } catch (const std::exception& e) {\n            stan::lang::rethrow_located(std::runtime_error(std::string(\"Error transforming variable beta: \") + e.what()), current_statement_begin__, prog_reader__());\n        }\n\n        current_statement_begin__ = 12;\n        if (!(context__.contains_r(\"sigma\")))\n            stan::lang::rethrow_located(std::runtime_error(std::string(\"Variable sigma missing\")), current_statement_begin__, prog_reader__());\n        vals_r__ = context__.vals_r(\"sigma\");\n        pos__ = 0U;\n        context__.validate_dims(\"parameter initialization\", \"sigma\", \"double\", context__.to_vec());\n        double sigma(0);\n        sigma = vals_r__[pos__++];\n        try {\n            writer__.scalar_lb_unconstrain(0, sigma);\n        } catch (const std::exception& e) {\n            stan::lang::rethrow_located(std::runtime_error(std::string(\"Error transforming variable sigma: \") + e.what()), current_statement_begin__, prog_reader__());\n        }\n\n        params_r__ = writer__.data_r();\n        params_i__ = writer__.data_i();\n    }\n\n    void transform_inits(const stan::io::var_context& context,\n                         Eigen::Matrix<double, Eigen::Dynamic, 1>& params_r,\n                         std::ostream* pstream__) const {\n      std::vector<double> params_r_vec;\n      std::vector<int> params_i_vec;\n      transform_inits(context, params_i_vec, params_r_vec, pstream__);\n      params_r.resize(params_r_vec.size());\n      for (int i = 0; i < params_r.size(); ++i)\n        params_r(i) = params_r_vec[i];\n    }\n\n\n    template <bool propto__, bool jacobian__, typename T__>\n    T__ log_prob(std::vector<T__>& params_r__,\n                 std::vector<int>& params_i__,\n                 std::ostream* pstream__ = 0) const {\n\n        typedef T__ local_scalar_t__;\n\n        local_scalar_t__ DUMMY_VAR__(std::numeric_limits<double>::quiet_NaN());\n        (void) DUMMY_VAR__;  // dummy to suppress unused var warning\n\n        T__ lp__(0.0);\n        stan::math::accumulator<T__> lp_accum__;\n        try {\n            stan::io::reader<local_scalar_t__> in__(params_r__, params_i__);\n\n            // model parameters\n            current_statement_begin__ = 10;\n            local_scalar_t__ alpha;\n            (void) alpha;  // dummy to suppress unused var warning\n            if (jacobian__)\n                alpha = in__.scalar_constrain(lp__);\n            else\n                alpha = in__.scalar_constrain();\n\n            current_statement_begin__ = 11;\n            local_scalar_t__ beta;\n            (void) beta;  // dummy to suppress unused var warning\n            if (jacobian__)\n                beta = in__.scalar_constrain(lp__);\n            else\n                beta = in__.scalar_constrain();\n\n            current_statement_begin__ = 12;\n            local_scalar_t__ sigma;\n            (void) sigma;  // dummy to suppress unused var warning\n            if (jacobian__)\n                sigma = in__.scalar_lb_constrain(0, lp__);\n            else\n                sigma = in__.scalar_lb_constrain(0);\n\n            // model body\n\n            current_statement_begin__ = 16;\n            lp_accum__.add(normal_log<propto__>(y, add(alpha, multiply(x, beta)), sigma));\n\n        } catch (const std::exception& e) {\n            stan::lang::rethrow_located(e, current_statement_begin__, prog_reader__());\n            // Next line prevents compiler griping about no return\n            throw std::runtime_error(\"*** IF YOU SEE THIS, PLEASE REPORT A BUG ***\");\n        }\n\n        lp_accum__.add(lp__);\n        return lp_accum__.sum();\n\n    } // log_prob()\n\n    template <bool propto, bool jacobian, typename T_>\n    T_ log_prob(Eigen::Matrix<T_,Eigen::Dynamic,1>& params_r,\n               std::ostream* pstream = 0) const {\n      std::vector<T_> vec_params_r;\n      vec_params_r.reserve(params_r.size());\n      for (int i = 0; i < params_r.size(); ++i)\n        vec_params_r.push_back(params_r(i));\n      std::vector<int> vec_params_i;\n      return log_prob<propto,jacobian,T_>(vec_params_r, vec_params_i, pstream);\n    }\n\n\n    void get_param_names(std::vector<std::string>& names__) const {\n        names__.resize(0);\n        names__.push_back(\"alpha\");\n        names__.push_back(\"beta\");\n        names__.push_back(\"sigma\");\n    }\n\n\n    void get_dims(std::vector<std::vector<size_t> >& dimss__) const {\n        dimss__.resize(0);\n        std::vector<size_t> dims__;\n        dims__.resize(0);\n        dimss__.push_back(dims__);\n        dims__.resize(0);\n        dimss__.push_back(dims__);\n        dims__.resize(0);\n        dimss__.push_back(dims__);\n    }\n\n    template <typename RNG>\n    void write_array(RNG& base_rng__,\n                     std::vector<double>& params_r__,\n                     std::vector<int>& params_i__,\n                     std::vector<double>& vars__,\n                     bool include_tparams__ = true,\n                     bool include_gqs__ = true,\n                     std::ostream* pstream__ = 0) const {\n        typedef double local_scalar_t__;\n\n        vars__.resize(0);\n        stan::io::reader<local_scalar_t__> in__(params_r__, params_i__);\n        static const char* function__ = \"model7da568e44cf9_stan_model1_namespace::write_array\";\n        (void) function__;  // dummy to suppress unused var warning\n\n        // read-transform, write parameters\n        double alpha = in__.scalar_constrain();\n        vars__.push_back(alpha);\n\n        double beta = in__.scalar_constrain();\n        vars__.push_back(beta);\n\n        double sigma = in__.scalar_lb_constrain(0);\n        vars__.push_back(sigma);\n\n        double lp__ = 0.0;\n        (void) lp__;  // dummy to suppress unused var warning\n        stan::math::accumulator<double> lp_accum__;\n\n        local_scalar_t__ DUMMY_VAR__(std::numeric_limits<double>::quiet_NaN());\n        (void) DUMMY_VAR__;  // suppress unused var warning\n\n        if (!include_tparams__ && !include_gqs__) return;\n\n        try {\n            if (!include_gqs__ && !include_tparams__) return;\n            if (!include_gqs__) return;\n        } catch (const std::exception& e) {\n            stan::lang::rethrow_located(e, current_statement_begin__, prog_reader__());\n            // Next line prevents compiler griping about no return\n            throw std::runtime_error(\"*** IF YOU SEE THIS, PLEASE REPORT A BUG ***\");\n        }\n    }\n\n    template <typename RNG>\n    void write_array(RNG& base_rng,\n                     Eigen::Matrix<double,Eigen::Dynamic,1>& params_r,\n                     Eigen::Matrix<double,Eigen::Dynamic,1>& vars,\n                     bool include_tparams = true,\n                     bool include_gqs = true,\n                     std::ostream* pstream = 0) const {\n      std::vector<double> params_r_vec(params_r.size());\n      for (int i = 0; i < params_r.size(); ++i)\n        params_r_vec[i] = params_r(i);\n      std::vector<double> vars_vec;\n      std::vector<int> params_i_vec;\n      write_array(base_rng, params_r_vec, params_i_vec, vars_vec, include_tparams, include_gqs, pstream);\n      vars.resize(vars_vec.size());\n      for (int i = 0; i < vars.size(); ++i)\n        vars(i) = vars_vec[i];\n    }\n\n    static std::string model_name() {\n        return \"model7da568e44cf9_stan_model1\";\n    }\n\n\n    void constrained_param_names(std::vector<std::string>& param_names__,\n                                 bool include_tparams__ = true,\n                                 bool include_gqs__ = true) const {\n        std::stringstream param_name_stream__;\n        param_name_stream__.str(std::string());\n        param_name_stream__ << \"alpha\";\n        param_names__.push_back(param_name_stream__.str());\n        param_name_stream__.str(std::string());\n        param_name_stream__ << \"beta\";\n        param_names__.push_back(param_name_stream__.str());\n        param_name_stream__.str(std::string());\n        param_name_stream__ << \"sigma\";\n        param_names__.push_back(param_name_stream__.str());\n\n        if (!include_gqs__ && !include_tparams__) return;\n\n        if (include_tparams__) {\n        }\n\n        if (!include_gqs__) return;\n    }\n\n\n    void unconstrained_param_names(std::vector<std::string>& param_names__,\n                                   bool include_tparams__ = true,\n                                   bool include_gqs__ = true) const {\n        std::stringstream param_name_stream__;\n        param_name_stream__.str(std::string());\n        param_name_stream__ << \"alpha\";\n        param_names__.push_back(param_name_stream__.str());\n        param_name_stream__.str(std::string());\n        param_name_stream__ << \"beta\";\n        param_names__.push_back(param_name_stream__.str());\n        param_name_stream__.str(std::string());\n        param_name_stream__ << \"sigma\";\n        param_names__.push_back(param_name_stream__.str());\n\n        if (!include_gqs__ && !include_tparams__) return;\n\n        if (include_tparams__) {\n        }\n\n        if (!include_gqs__) return;\n    }\n\n}; // model\n\n}  // namespace\n\ntypedef model7da568e44cf9_stan_model1_namespace::model7da568e44cf9_stan_model1 stan_model;\n\n"
## 
## $model_name
## [1] "stan_model1"
## 
## $model_code
## [1] "// Stan model for simple linear regression\n\ndata {\n int < lower = 1 > N; // Sample size\n vector[N] x; // Predictor\n vector[N] y; // Outcome\n}\n\nparameters {\n real alpha; // Intercept\n real beta; // Slope (regression coefficients)\n real < lower = 0 > sigma; // Error SD\n}\n\nmodel {\n y ~ normal(alpha + x * beta , sigma);\n}\n\ngenerated quantities {\n} // The posterior predictive distribution"
## attr(,"model_name2")
## [1] "stan_model1"
stan_model1 <- "stan_model1.stan"
fit <- stan(file = stan_model1, data = stan_data, warmup = 500, iter = 1000, chains = 4, cores = 2, thin = 1)
fit
## Inference for Stan model: stan_model1.
## 4 chains, each with iter=1000; warmup=500; thin=1; 
## post-warmup draws per chain=500, total post-warmup draws=2000.
## 
##        mean se_mean   sd  2.5%   25%   50%   75% 97.5% n_eff Rhat
## alpha 11.41    0.00 0.13 11.15 11.33 11.42 11.50 11.66   838    1
## beta   0.01    0.00 0.01  0.00  0.01  0.01  0.02  0.02   922    1
## sigma  0.40    0.00 0.05  0.32  0.36  0.39  0.43  0.52   963    1
## lp__  16.29    0.05 1.33 12.84 15.77 16.63 17.21 17.72   800    1
## 
## Samples were drawn using NUTS(diag_e) at Sun Jul 21 14:21:59 2019.
## For each parameter, n_eff is a crude measure of effective sample size,
## and Rhat is the potential scale reduction factor on split chains (at 
## convergence, Rhat=1).

Run the Stan model

posterior <- extract(fit)
str(posterior)
## List of 4
##  $ alpha: num [1:2000(1d)] 11.4 11.5 11.3 11.1 11 ...
##   ..- attr(*, "dimnames")=List of 1
##   .. ..$ iterations: NULL
##  $ beta : num [1:2000(1d)] 0.01737 0.00792 0.01673 0.02846 0.02593 ...
##   ..- attr(*, "dimnames")=List of 1
##   .. ..$ iterations: NULL
##  $ sigma: num [1:2000(1d)] 0.435 0.385 0.402 0.385 0.39 ...
##   ..- attr(*, "dimnames")=List of 1
##   .. ..$ iterations: NULL
##  $ lp__ : num [1:2000(1d)] 16.8 17.4 16.6 13.8 13.1 ...
##   ..- attr(*, "dimnames")=List of 1
##   .. ..$ iterations: NULL

Compare your results to our results to “lm”

plot(y ~ x, pch = 20)

abline(lm1, col = 2, lty = 2, lw = 3)
abline( mean(posterior$alpha), mean(posterior$beta), col = 6, lw = 2)

for (i in 1:500) {
 abline(posterior$alpha[i], posterior$beta[i], col = "gray", lty = 1)
}

plot(y ~ x, pch = 20)

for (i in 1:500) {
 abline(posterior$alpha[i], posterior$beta[i], col = "gray", lty = 1)
}

abline(mean(posterior$alpha), mean(posterior$beta), col = 6, lw = 2)

plot(posterior$alpha, type = "l")

plot(posterior$beta, type = "l")

plot(posterior$sigma, type = "l")

par(mfrow = c(1,3))

plot(density(posterior$alpha), main = "Alpha")
abline(v = lm_alpha, col = 4, lty = 2)

plot(density(posterior$beta), main = "Beta")
abline(v = lm_beta, col = 4, lty = 2)

plot(density(posterior$sigma), main = "Sigma")
abline(v = lm_sigma, col = 4, lty = 2)

sum(posterior$beta>0)/length(posterior$beta)
## [1] 0.9925
sum(posterior$beta>0.2)/length(posterior$beta)
## [1] 0
traceplot(fit)

stan_dens(fit)

stan_hist(fit)
## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

plot(fit, show_density = FALSE, ci_level = 0.5, outer_level = 0.95, fill_color = "salmon")
## ci_level: 0.5 (50% intervals)
## outer_level: 0.95 (95% intervals)

write("// Stan model for simple linear regression

data {
 int < lower = 1 > N; // Sample size
 vector[N] x; // Predictor
 vector[N] y; // Outcome
}

parameters {
 real alpha; // Intercept
 real beta; // Slope (regression coefficients)
 real < lower = 0 > sigma; // Error SD
}

model {
 y ~ normal(x * beta + alpha, sigma);
}

generated quantities {
 real y_rep[N];

 for (n in 1:N) {
 y_rep[n] = normal_rng(x[n] * beta + alpha, sigma);
 }

}",

"stan_model2_GQ.stan")

stan_model2_GQ <- "stan_model2_GQ.stan"

fit3 <- stan(stan_model2_GQ, data = stan_data, iter = 1000, chains = 4, cores = 2, thin = 1)

y_rep <- as.matrix(fit3, pars = "y_rep")
dim(y_rep)
## [1] 2000   39
ppc_dens_overlay(y, y_rep[1:200, ])

ppc_stat(y = y, yrep = y_rep, stat = "mean")
## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

ppc_scatter_avg(y = y, yrep = y_rep)

available_ppc()
## bayesplot PPC module:
##   ppc_bars
##   ppc_bars_grouped
##   ppc_boxplot
##   ppc_data
##   ppc_dens
##   ppc_dens_overlay
##   ppc_ecdf_overlay
##   ppc_error_binned
##   ppc_error_hist
##   ppc_error_hist_grouped
##   ppc_error_scatter
##   ppc_error_scatter_avg
##   ppc_error_scatter_avg_vs_x
##   ppc_freqpoly
##   ppc_freqpoly_grouped
##   ppc_hist
##   ppc_intervals
##   ppc_intervals_data
##   ppc_intervals_grouped
##   ppc_loo_intervals
##   ppc_loo_pit
##   ppc_loo_pit_overlay
##   ppc_loo_pit_qq
##   ppc_loo_ribbon
##   ppc_ribbon
##   ppc_ribbon_data
##   ppc_ribbon_grouped
##   ppc_rootogram
##   ppc_scatter
##   ppc_scatter_avg
##   ppc_scatter_avg_grouped
##   ppc_stat
##   ppc_stat_2d
##   ppc_stat_freqpoly_grouped
##   ppc_stat_grouped
##   ppc_violin_grouped
color_scheme_view(c("blue", "gray", "green", "pink", "purple",
 "red","teal","yellow"))

color_scheme_view("mix-blue-red")

color_scheme_set("blue")