Left Hand Side Sampling Error

[Markian Pahuta]

Hi,

I am using a multivariate normal likelihood. However, not all of my observations contain all data points. So I have created a temporary vector for each observation which excludes missing data points. As a result, I get the following warning: 

DIAGNOSTIC(S) FROM PARSER:


Warning (non-fatal): Left-hand side of sampling statement (~) contains a non-linear transform of a parameter or local variable.
 You must call increment_log_prob() with the log absolute determinant of the Jacobian of the transform.
  Sampling Statement left-hand-side expression:
    temp1 ~ multi_normal_cholesky_log(...)

I just wanted to ask whether I need to do something additional to make the code work correctly? all seems to work OK right now

[Bob Carpenter]

No, that won't require a Jacobian. Just selecting
things and including them based on data is a linear
operation.

- Bob

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