Thanks for all the support so far. My model is running and I am just tuning my hyperpriors. However, now I have another programming-related question.
parameters {
matrix[K, D - 1] mu;
matrix<lower=0>[K, D - 1] sigma;
matrix[K, D - 1] beta[L];
}
in order to align beta[i] with mu and sigma.
In my setup, beta is a K by (D-1) matrix of parameters. Now, suppose I want to restrict some of the elements of beta to be 0. The easiest thing to do this in my mind is to define another K by (D-1) matrix that consists of only 1’s and 0’s. I can even supply this binary matrix as data input. Then I can do an element-by-element matrix multiplication between beta and this user-supplied matrix in the transformed parameters block. But is this doable in Stan? If not, do you have any work-around to recommend? Thanks again!