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It'd be nice to have the Zipf distribution in Stan:
See: http://mathworld.wolfram.com/ZipfDistribution.html
The pmf is involves the Riemann zeta function, which is available from Boost:
http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/zetas/zeta.html
so we could add it directly with auto-diff. But auto-diffing these numerical approximations to functions isn't ideal.
Plus, we really need log_zeta for Stan, and then we'd want a direct scheme for evaluating both
log_zeta
log(zeta(s)
and
d/ds log(zeta(s)) = 1/zeta(s) d/ds zeta(s).
The text was updated successfully, but these errors were encountered:
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It'd be nice to have the Zipf distribution in Stan:
See: http://mathworld.wolfram.com/ZipfDistribution.html
The pmf is involves the Riemann zeta function, which is available from Boost:
http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/zetas/zeta.html
so we could add it directly with auto-diff. But auto-diffing these numerical
approximations to functions isn't ideal.
Plus, we really need
log_zeta
for Stan, and then we'd want a direct schemefor evaluating both
and
The text was updated successfully, but these errors were encountered: