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Bump On Thursday, May 4, 2017 at 10:06:34 PM UTC+3, Michael Betancourt wrote: In order to improve our

I think this is strictly an RStan issue and as such should probably be raised on their issue tracker.

It is not unusual to employ separate models for the first few observations in a time series, eg p(y)

Migrating to discourse.mc-stan.org On Monday, June 5, 2017 at 3:54:49 PM UTC-7, Dalton Hance wrote:

Following up on this earlier discussion (https://groups.google.com/forum/#!topic/stan-users/

Theres a discussion of just this issue in the problematic posteriors chapter of the manual. It can be

Thanks for looking into the formatting. The real problem is the long function names. There's a

There is definitely a plan to do this. It might be there already, actually. A On Jun 2, 2017, at 6:29

I didn't understand what "group" was in your notation. When you say "specify

Thanks Bob, it is there. cheers emille PS: I will definitely get in touch more often in case of a

Thanks for the suggestion. This might work, but is not as convenient as it could be because I need to

It's repo, not file oriented. 1. To use like Dropbox, download a tarball of the whole repo. 2. To

On Saturday, May 27, 2017 at 9:40:53 PM UTC-4, anupam singh wrote: Where am I going wrong ? You

First you have to get your model to compile. You want to pull your model into a separate file and

Lemme just @ myself here, but I dug around and found answers questions (if anyone stumbles across

Thanks Bob, if I have any more specific coding questions I'll make sure to ask. Best On Fri, May

Thanks Bob, yes perhaps I think look into the Kronecker matrix theory as currently it is quite

> On May 24, 2017, at 4:13 PM, Jan Münch <jan.lenna...@gmail.com> wrote: > > Hi

That error just means you are trying to overwrite a parameter (as defined in parameters block), which

Thanks Ben. As always, this has been exceptionally helpful! On Wednesday, May 24, 2017 at 12:24:18 AM

No problem! Glad the package has been useful. Jonah On Wed, May 24, 2017 at 4:10 AM Björn Holzhauer

We're shuttering this list and moving to: http://discourse.mc-stan.org I'm surprised the

Based on the conclusion of a twitter discussion with Krzysztof Sakrejda... I'm silly - I excluded

Hey Stan Team and discussion participians, one of my toy models for inferencing Markov Models of Ion

hello everybody i want estimation parameters mixture GB2 distribution to covariat: i have two

Hi Bob, Yes-you are correct about the improper way in which I wrote out the math (I'm not sure

thanks for all your input, especially Ben catching the missing exp, that eluded me. Here is the final

No, looping with multiple calls to an _rng function isn't slow. Unlike R or Python in their

On Monday, January 30, 2017 at 9:30:44 PM UTC+1, Bob Carpenter wrote: That report is unfortunate, but

Each chain is run as a separate process that automatically get run on different cores if available. I