Doubly Stochastic Matrices in Stan

I needed to use Stan with an unknown but doubly stochastic matrix, so I implemented the transformation described in

in the attached Stan program (2.9 KB) . You have to do the transformation again outside of Stan due to the inability to call functions that modify the target keyword outside the model block.

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Hi Ben @bgoodri ,

Thanks for implementing this. It’s been very helpful to me for one of my projects.

I have a question regarding this. The doubly stochastic matrix ‘X’ is a local variable in the model block. Is there any way I can get extract the estimates for this matrix?

Thanks in advance,
Gaurav

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Not tested but it may be sufficient to add another function that copies all the stick_breaking_lp function code but with commenting out the target line and then using it in the generated quantities block on matrix B.

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That would be fine

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Great. I’ll try that. Thanks.