I am trying to fit a multi logit regression. If I use the code in the user guide :
data {
int K;
int N;
int D;
int y[N];
matrix[N, D] x;
}
parameters {
matrix[D, K] beta;
}
model {
matrix[N, K] x_beta = x * beta;
to_vector(beta) ~ normal(0, 2);
for (n in 1:N)
y[n] ~ categorical_logit(x_beta[n]);
}
I get the following syntax errors:
YNTAX ERROR, MESSAGE(S) FROM PARSER:
Unknown variable: to_vector
No matches for:
int ~ categorical_logit(row vector)
Available argument signatures for categorical_logit:
int ~ categorical_logit(vector)
int[] ~ categorical_logit(vector)
require real scalar return type for probability function.
Lastly I think that the normal(0,5) priors specified in the text do not match that declared in the code.