Hi all, I’m a new Stan user learning the paradigm for expressing models as Stan programs. I am modeling a time series data，and I wonder how can I do it using non-centered parameters? such as beta[t]=rhobeta[t-1]+sigmaepsilon[t] where epsilon[t]~normal(0,1) ? Thanks a lot for any input

How to I do non-centered parameterize time series parameters?

aswell272 April 13, 2017, 6:49am 3

Thank you very much.
Can I finish it with a vector version?

Time series random walk parameters

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