Skip to content
This repository has been archived by the owner. It is now read-only.

Fix prior sampling with prior_trunc #997

Closed
JohannesPfeifer opened this issue Jul 24, 2015 · 0 comments

Comments

Projects
None yet
1 participant
@JohannesPfeifer
Copy link
Contributor

commented Jul 24, 2015

For the inverse gamma in case of bound violations, sampling instead comes from the inverse gamma I distribution. This yields incorrect results and may result in (almost) infinite loops.

For the uniform distribution, prior_trunc is completely ignored.

@JohannesPfeifer JohannesPfeifer changed the title Fix prior sampling for inverse gamma II distribution with prior_trunc Fix prior sampling with prior_trunc Jul 24, 2015

Sign up for free to subscribe to this conversation on GitHub. Already have an account? Sign in.
You can’t perform that action at this time.