The toy example below is an attempt to do a constrained version of b ~ multi_normal(mu, quad_form_diag(Omega, tau)), where the off diagonals of Omega are set to rho. data { vector[2] mu; vector[2] tau; vector[2] lb; vector[2] ub; real rho; } parameters { real g_std; // group effec…

[image] lukas-rokka: However, I get a lot of “divergent transitions after warmup” messages. Is there better way to keep individual parameters within constraints when there exist a group effect? [image] Multi_normal_lcdf? Modeling The linked conversation was me askin…

Thanks @bgoodri , that works nicely. Based on your paper, I added the case with both lower and upper bounds functions { vector[] make_stuff(vector mu, matrix L, vector lb, vector ub, vector u) { int K = rows(mu); vector[K] d; vector[K] z; vector[K] out[2]; for (k in 1:K) { int km1 =…

Constrained multinormal

Modeling

bgoodri August 30, 2019, 11:49am 2

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Constrained multinormal

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