wiener distribution

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Guido Biele

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Dec 23, 2014, 8:03:06 AM12/23/14
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Hello stan users & developers,

The stan-user mailing list and the stan-issues on github give the impression that the dev-team is working the wiener first passage time distribution.
Are there concrete plans if/when the wiener distribution will be available in stan?

Cheers - Guido

Bob Carpenter

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Dec 23, 2014, 2:15:31 PM12/23/14
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It's not on any of the core developer's short-term to-do lists as
far as I know.

There's a branch, but it's stale:

https://github.com/stan-dev/stan/tree/feature/issue-765-wiener-distribution

Mike Lawrence had a standalone extension working, but to get
everything into Stan, we need doc and tests and then a pull request.

- Bob
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