Joint priors in stan


How to specify a joint prior for parameters in STAN?


If the distribution is not available in Stan, you can increment the target density of the distribution that Stan samples manually using the target += syntax: 7.3 Increment log density | Stan Reference Manual .

So if you have a particular p(x, y) that Stan doesn’t have, if you can compute log(p(x, y)) you can do:

target += log_p_x_y;
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