Hello! I am attempting to build a dynamic linear model where the coefficients are constrained to be above 0 for domain-specific reasons. I would like to model the covariance between the coefficients (e.g. if one goes up, does that make another more likely to increase? decrease?) Stan does not allow…

[image] Multi_normal_lcdf? Modeling The linked conversation was me asking for a truncated MVN, way back when. Ben provided the attached solutions. tMVN.pdf (2.4 MB) tMVN.stan (1.3 KB)

How to truncate a multivariate normal distribution? (sidebar, how to access old stan mailing lists posts?)

Modeling

bgoodri June 16, 2019, 2:29am 2

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CFA model cannot recover simulated values

Chain Finishing Unexpectedly in High Dimension Hierarchical Model

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How to truncate a multivariate normal distribution? (sidebar, how to access old stan mailing lists posts?)

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