Hi, I’m trying to fit data that represents the difference between latent random variable that are gamma distributed (with the same rate). I’m obviously not succeeding. I generate my data like this in r. Basically I want to fit Y, assuming I know alpha2, and beta. rgammadiff <- function(N, alpha1…

[image] bnicenboim: why near alpha1=1? Give the prior that I had originally, where most of the prob mass was near 500. Yeah, it’s not obvious. The HMC algorithm doesn’t inspect the priors. It just picks a random point consistent with the constraints declared in the parameters block and then f…

Using integration to fit the difference of gamma distributed random variable

Modeling

nhuurre July 1, 2020, 3:36pm 14

I don’t think that’s possible.

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Using integration to fit the difference of gamma distributed random variable

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