I think there’s a typo in the User’s Guide (2.19) recommendation for truncated random number generation. The section currently recommends the following for sampling from the standard normal distribution (untruncated)
real standard_normal_rng() {
real u = uniform_rng(0, 1);
real y = Phi(u);
return y;
}
A function \Phi is defined as the inverse cdf in the prose, but shouldn’t the Stan code use inv_Phi(u)
? Phi
is used throughout the section.