Dear community, For fitting DDM I use Wiener First Passage Time Distribution and all works fine in terms of chain diagnostics. However, I cannot run predictive checks since the wiener_rng function is not yet implemented in Stan math library. What can be a current alternative? We tried writing our o…

This works, don’t ask me how I got it to (it was messy). functions { real fs_cdf(real t, real a) { if (a < 1) { reject("a must be >= 1, found a = ", a); } return erfc(inv_sqrt(2 * a * t)); } vector make_vars(real mu) { real mu2 = pow(mu, 2); real t_tilde = 0.…

Alternative to wiener_rng in Stan

General

WardBrian August 4, 2022, 6:24pm 2

Based on this old thread it seems like it should be possible to implement the wiener_rng function using uniform_rng in pure-Stan. It will likely not be particularly fast, due to the use of a kind of rejection sampling

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Alternative to wiener_rng in Stan

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