Is there a function in stan that will integrate over a custom lpdf to test if it integrates to 1?
If so, can you provide any links or examples on how to call that function?
As example, the custom lpdf is just the Normal
real custom_normal_lpdf(real y, real mu, real scale){
out = log(sigma)−0.5*log(2*pi)−(y−mu)^2/(2*sigma^2)
}
Thank you