try scaling: https://github.com/paul-buerkner/brms/blob/350e0b54621cf…

…2774c4deb7bf8ae2b8547af5ba2/inst/chunks/fun_cholesky_cor_ar1.stan\#L19
openpharma · May 31, 2024 · 9e042a6 · 9e042a6
1 parent 688bffe
commit 9e042a6
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/vignettes/sbc/R/response.R b/vignettes/sbc/R/response.R
@@ -150,7 +150,8 @@ simulate_ar1 <- function(data, formula, prior) {
   diag(correlation) <- 1
   for (patient in seq_len(n_patient)) {
     rows <- seq_len(n_time) + n_time * (patient - 1L)
-    covariance <- diag(sigma[rows]) %*% correlation %*% diag(sigma[rows])
+    covariance <- (1 / (1 - ar ^ 2)) *
+      diag(sigma[rows]) %*% correlation %*% diag(sigma[rows])
     response <- MASS::mvrnorm(mu = x_beta[rows], Sigma = covariance)
     data[[attr(data, "brm_outcome")]][rows] <- response
   }