A few years ago (december 2016), the Gamma quantile function was discussed. I can’t find out which RSTAN code there currently is (2 years later) for this?
I need to use formule 4 in
for new methodology
I have been thinking to call R from within RSTAN in order to ask R to compute the quantiles, however, how can I call R from inside RSTAN?
Hi, the article is paywalled, can you post the relevant equation?
You can’t. Use the algebraic solver to compute quantile functions numerically.
Formule: Γ^-1(p; λ^-2), with mu 0 and sigma 1 and p the percentage you want to compute the time for and lambda sometimes expressed as Q (third parameter generalized gamma)
I hope this helps.
I have started one month ago with RSTAN. I don’t know how to use the “algebraic solver” to solve this, neither what the algebraic solver is. Would you be so kind to help me a little bit further?
Chapter 20 of the Stan User Manual
I have been trying to answer the same question as Mario (without noticing this thread):
I feel like I am almost there, but am having a variable type mismatch in the solver. Do you have any suggestions?Apologies for cross-posting - I only just saw this thread.