vectorized-Poisson

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Kristen Altenburger

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Nov 27, 2012, 12:19:47 PM11/27/12
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Thank you for all your work on Stan!

 

Does anyone know if the vectorized Poisson distribution feature will be added to the next version of Stan? If so, when could we anticipate this addition? In the meantime, is there an alternative approach?

 

Cheers,

Kristen

Bob Carpenter

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Nov 27, 2012, 2:20:17 PM11/27/12
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The alternative is a loop!

y ~ poisson(lambda)

-->

if y is vector, lambda scalar

for (i in 1:size(y))
y[i] ~ poisson(lambda);

if both are vectors,

for (i in 1:size(y))
y[i] ~ poisson(lambda[i]);

etc.

Poisson has been vectorized, and that'll show
up in the next release. We still haven't vectorized
any truncated distributions, and our users seem to be
throwing down lots of truncated Poissons.

Next release (1.0.4 or maybe 1.1.0) will be in a week
or two.

- Bob
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