I want to create a custom lpdf function which takes 2 variables and 3 parameters
real dist_lpdf(real y1, int y2, …)
Just to make it more interesting, one variable is continuous and the other is discrete, but I can make y2 continuous as a hack.
When I do the
target += dist_lpdf(y1, y2 | …) stan expects a | after y1.
Do I need to make y1 and y2 into a vector?
Ok I think I am going with
real dist_lpdf(real[] y, …)
and
target += dist_lpdf({y1, y2}| …)
Yes, Stan’s syntax is not particularly suited for such a use case, but using real[] as argument is sensible. Alternatively, you can just drop the _lpdf suffix and Stan will then not enforce any | in your calls (but the generated C++ code will be almost the same).
Best of luck with your model!