add missig model

code/Chp_04.ipynb

@@ -4148,6 +4148,36 @@
     "var_names=[\"β0_scaled\", \"β1_scaled\"], figsize=(10, 3), combined=True)\n",
     "plt.savefig(\"../fig/neg_vs_mlb.png\")"
    ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Exercise 5 - model_t2"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "ans = pd.read_csv('../data/anscombe.csv')\n",
+    "\n",
+    "x_4 = ans[ans.group == 'IV']['x'].values\n",
+    "y_4 = ans[ans.group == 'IV']['y'].values\n",
+    "\n",
+    "with pm.Model() as model_t2:\n",
+    "    α = pm.Normal('α', mu=0, sigma=100)\n",
+    "    β = pm.Normal('β', mu=0, sigma=1)\n",
+    "    ϵ = pm.HalfCauchy('ϵ', 5)\n",
+    "    ν = pm.Exponential('ν', 1/30)\n",
+    "    #ν = pm.Gamma('ν', mu=20, sigma=15)\n",
+    "    #ν = pm.Gamma('ν', 2, 0.1)\n",
+    "\n",
+    "    y_pred = pm.StudentT('y_pred', mu=α + β * x_4, sigma=ϵ, nu=ν, observed=y_4)\n",
+    "    idata_t2 = pm.sample(2000)"
+   ]
   }
  ],
  "metadata": {

code/data/anscombe.csv

@@ -0,0 +1,45 @@
+group,x,y
+I,10.0,8.04
+I,8.0,6.95
+I,13.0,7.58
+I,9.0,8.81
+I,11.0,8.33
+I,14.0,9.96
+I,6.0,7.24
+I,4.0,4.26
+I,12.0,10.84
+I,7.0,4.82
+I,5.0,5.68
+II,10.0,9.14
+II,8.0,8.14
+II,13.0,8.74
+II,9.0,8.77
+II,11.0,9.26
+II,14.0,8.1
+II,6.0,6.13
+II,4.0,3.1
+II,12.0,9.13
+II,7.0,7.26
+II,5.0,4.74
+III,10.0,7.46
+III,8.0,6.77
+III,13.0,12.74
+III,9.0,7.11
+III,11.0,7.81
+III,14.0,8.84
+III,6.0,6.08
+III,4.0,5.39
+III,12.0,8.15
+III,7.0,6.42
+III,5.0,5.73
+IV,8.0,6.58
+IV,8.0,5.76
+IV,8.0,7.71
+IV,8.0,8.84
+IV,8.0,8.47
+IV,8.0,7.04
+IV,8.0,5.25
+IV,19.0,12.5
+IV,8.0,5.56
+IV,8.0,7.91
+IV,8.0,6.89