I am looking to add a new diffusion decision model (DDM) PDF to the Stan Math library. Currently in the Stan Math library, this PDF exists in its 4-parameter variant (
wiener_lpdf). I have followed the guidelines and have implemented the 5-parameter version (plus corresponding tests) in a forked version of the Stan Math library based on the existing code (
Now, I would like to test this version while actually fitting data (and not only when compiling the Stan Math library directly at the shell). Is there a way to use any of the Stan interfaces such as
CmdStanR with a new addition to the Stan Math library? I have not found any corresponding documentation and my attempts were not fruitful.
A section in the guidelines suggest adding code to expose new functions in a specific file in the Stan library, but the link to this file 404s.
Using the related function
wiener_lpdf as a template (a process put forth in the guidelines), I added
- the file
ddm_lpdf.hppto the directory
- the line
#include <stan/math/prim/prob/ddm_lpdf.hpp>to line 74 of the file
stan/math/prim/prob.hpp(to maintain alphabetical ordering)
- the file
ddm_test.cppto the directory
I ran the tests
./runTests.py test/unit and
make test-headers, as described in the guidelines, and no errors were produced.
My question is: how can I use my new _lpdf function
ddm_lpdf when actually fitting some data through a Stan interface (e.g.,