Giter Site home page Giter Site logo

Comments (3)

rmcelreath avatar rmcelreath commented on August 24, 2024

I think this is the expected behavior. eta=1 is uniform over matrices, not correlations. So even with K=3, you'll see concentration of mass around rho=0, just because it's not possible to build valid matrices with independent correlations.

library(rethinking)
R <- rlkjcorr(1e4,K=3,eta=1)
plot( R[,1,2] , R[,1,3] , col=col.alpha("black",0.2) , pch=16 )

The Stan functions behave the same way:

mc <- "
parameters{
    corr_matrix[3] Rho;
}
model{
    Rho ~ lkj_corr(1);
}"
m <- stan(model_code=mc,chains=1,warmup=100,iter=1e4)
R <- extract.samples(m)$Rho
plot( R[,1,2] , R[,1,3] , col=col.alpha("black",0.2) , pch=16 )

from rethinking.

jgabry avatar jgabry commented on August 24, 2024

Indeed, even in 3 dimensions the space of possible correlation
matrices looks like a stuffed Dorito rather than a full cube.

On Thursday, January 21, 2016, Richard McElreath [email protected]
wrote:

Closed #17 #17.


Reply to this email directly or view it on GitHub
#17 (comment).

from rethinking.

davharris avatar davharris commented on August 24, 2024

Ah, you're right. I mis-remembered or misunderstood the Stan documentation. Sorry for the false alarm.

Hope you're enjoying Germany!

from rethinking.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.