BoundsError on basic Turing model

Specific Domains Probabilistic Programming
3

I’m afraid that I didn’t understand your suggestion of constructing a new vector, but I did manage to fix the issue due to your first question! γ[X] was indeed weird.

@cpfiffer Thanks!

For the interested reader, now the model is

using DataFrames
using Distributions
using Random
using MCMCChains
using Statistics
using Turing

df = DataFrame(
    x = [1, 1, 2, 2, 3, 3],
    y = [90.0, 95.0, 100.0, 105.0, 110.0, 115.0]
)

@model function my_model(X, Y, n_groups)
    α ~ Normal(100, 10)
    σ ~ truncated(Cauchy(0, 2), 0, Inf)

    α_group ~ filldist(Normal(α, σ), n_groups)

    μ = α_group[X]
    Y .~ Normal.(μ, σ)
end

Random.seed!(0)
n_groups = length(unique(df.x))
chains = sample(my_model(df.x, df.y, n_groups), NUTS(0.65), 5000)

which is based on the multilevel model on page 403 of Statistical Rethinking 2nd Edition. The output is

┌ Info: Found initial step size
└   ϵ = 0.0125
Sampling 100%|██████████████████████████████████████████████| Time: 0:00:08
Chains MCMC chain (5000×17×1 Array{Float64,3}):

Iterations        = 1:5000
Thinning interval = 1
Chains            = 1
Samples per chain = 5000
parameters        = α, α_group[1], α_group[2], α_group[3], σ
internals         = acceptance_rate, hamiltonian_energy, hamiltonian_energy_error, is_accept, log_density, lp, max_hamiltonian_energy_error, n_steps, nom_step_size, numerical_error, step_size, tree_depth

Summary Statistics
  parameters       mean       std   naive_se      mcse         ess      rhat
      Symbol    Float64   Float64    Float64   Float64     Float64   Float64

           α   102.1064    4.1199     0.0583    0.0753   3118.7230    0.9998
  α_group[1]    95.6620    4.0696     0.0576    0.0602   4150.9502    0.9999
  α_group[2]   102.2216    4.0961     0.0579    0.0667   3918.5134    0.9998
  α_group[3]   109.0440    4.0813     0.0577    0.0644   3742.4896    0.9999
           σ     6.1596    2.2583     0.0319    0.0512   1708.5842    1.0006

Quantiles
  parameters       2.5%      25.0%      50.0%      75.0%      97.5%
      Symbol    Float64    Float64    Float64    Float64    Float64

           α    93.5765    99.5942   102.1675   104.7270   110.1281
  α_group[1]    87.5076    93.3065    95.7007    98.0714   103.3676
  α_group[2]    93.9497    99.8729   102.3474   104.6314   110.0684
  α_group[3]   100.8964   106.6675   109.0747   111.4941   116.8196
           σ     3.4933     4.6871     5.6461     7.0598    11.4700