I have two parameters (random variables):
parameters{
vector[3] Alpha;
vector[2] Beta;
…
}
model{
Alpha ~ normal(mu1, var1);
Beta ~ normal(mu2, var2);
…
}
The 5 means and 5 variances are estimated from the data (this is working for me, based on long-format data).
I would like to have another parameter where the mixture (combination/sum) of each combination between alpha and beta is shown.
vector[6] mixture; // 3 times 2=6 combinations
mixture ~ normal(mu1+mu2, var1+ var2 + 2*cov(1,2));
Is this possible within the .stan file or otherwise with the results in R? I was unsure what to look for… A nudge in the right direction is appreciated!