I was wondering whether there are any plans of adding generalized gamma distribution to Stan. It’s a commonly used distribution especially in survival analysis since it incorporates Weibull, gamma, and lognormal as special cases. The distribution is available in JAGS, however, I am planning to work with the stan_surv function from rstanarm, which I find extremely promising, so I would be interested in using Stan instead of JAGS.
I do not have sufficient knowledge to propose anything, but there were some posts suggesting how it could be done parameterizations:
I did want to add those distributions and we had some dev discussion about it but there wasn’t much support for including them in the language. They work fine as user defined functions though.
Not all the parametrizations of the generalized gamma work well near the boundaries, such as when the data is actually gamma distributed, but one of them was pretty stable (as was the weibull and the other outlier-friendly gamma in the package).