Hi, could u please share the solution of doing integral in stan? Specifically, my problem is as follows: y = E(exp(kx))+b; where E(exp(kx)) is the integral of exp(kx) in infinite horizon and x~normal(0,1). k and b are parameters I wanna estimate. How to do integral in stan? Thanks!

How to do integral in stan

randommm June 22, 2017, 3:23pm 9

Maybe in the next release or the other we will also have https://github.com/stan-dev/math/pull/566

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