# Bayesian analysis with Python

## Contents

Aside from my previous post on carrying out Bayesian analysis with Rhttps://aliquote.org/post/bayesian-analysis-with-r/, here is an illustration on a Hierarchical Poisson failure rates from Clark and Gelfand^{(1)}, using Python and the PyMC package.

The Python code is as simple as the R code, although it is obviously more object-oriented. The main part are highlighted below. These are in fact where we specify the prior distributions

```
alpha0 = Exponential('alpha0', 1.0, value=1.)
beta0 = Gamma('beta0', alpha=0.1, beta=1.0, value=1.)
theta = Gamma('theta', alpha=alpha0, beta=beta0, value=ones(k))
```

Running the model is as simple as:

```
var_list = [alpha0, beta0, theta, y]
M = MCMC(var_list)
M.use_step_method(AdaptiveMetropolis, [alpha0, beta0])
M.isample(100000,burn=20000,thin=1,verbose=2)
Matplot.plot(M)
```

### Installing PyMC

As of June, the 27th, there are problem with the `gp`

package (`gp_submodel.py`

isn’t in the source distribution, nor does it commes from the Universal installer through pypi). This is discussed on one Google group thread. I happened to setup a working version of PyMC by downloading the source from the Github repository and compiling from scratch, with the following commands:

```
$ export LDFLAGS="-Wall -lgfortran -undefined dynamic_lookup -bundle -arch x86_64"
$ python setup.py config_fc --fcompiler gnu95 build
$ sudo python setup.py install
```

### References

- Clark, J.S. and Gelfand, A. (2006).
*Hierarchical modelling for the environmental sciences: statistical methods*. Oxford university Press.

[pipy]: http:// pypi.python.org/