Skip to content

vector-output log density functions #1697

Open
stan-dev/math
#2751
@bob-carpenter

Description

@bob-carpenter

Idea from Aki Vehtari on stan-dev:

In Stan 2.8, log density functions like normal_log() output the sum of the densities of their components (with appropriate broadcasting of scalars).

It would be nice to allow them to be specified to return a vector, for instance for WAIC or LOO calculations. Aki suggests somethign roughly like

log_lik <- normal_ld<norm=true, sum=false>(y | X * b, sigma);

or maybe with vec=true instead of sum=false.

The result of #1683 will help with implementation.

Metadata

Metadata

Assignees

Labels

Type

No type

Projects

No projects

Milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions