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nile.stan file missing #73
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I don't remember actually adding this to the repo; to the extent I'm working on DLM stuff I'm working on a complete replacement. So I'd probably delete these examples before going back and figuring out how I did it. |
@jrnold Do you have the current stan models for those two examples (nile & fx rates) somewhere else so I can follow along? I am trying to write dlm code for my work but there are limited examples on the internet. |
I can't seem to find any examples for writing a generated quantities block for a Gaussian Dynamic Linear Model. I wrote the one shown below but stan produces an error. Any help will be much appreciated. @jrnold stan_model1 <- " // holdout dataset generated quantities { log_lik_h <- gaussian_dlm_obs_lpdf(y_h, design_matrix, trans_matrix, sigma_obs, sigma_theta, mu_theta_init_h, sigma_theta_init_h); HERE IS THE ERROR MESSAGE: ERROR at line 52 50: matrix[n_rows_h, n_cols_h] log_lik_h; PARSER EXPECTED: |
Would you mind moving this from this issue to our user
lists? Only some of our developers regularly read issues
and we want to keep the issue discussion focused on the
issues being brought up.
|
The answer is that you need to use "|" in place of the first comma in an lpdf. I'm going to change that error message for the next release as per stan-dev/stan#1940 I'm closing this issue as it looks like @jrnold has an alternative fix in mind. Re-open if I'm closing in error. |
@jrnold It appears the "nile.stan" file is missing from the repo "stan-dev/example-models/misc/dlm". Could you upload it or paste the stan code here so that I can replicate your results? thanks.
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