~ multi_normal()T[lower,upper] impossible in stan

[jsocolar]

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

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 the truncation of multivariate distributions. However, it seems that I am not the first person that has asked this question [38] But when I click on that link I get the following warning: [18] I…