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Complete Wiener First Passage Time Model a la BRMS #8

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alizma opened this issue Aug 8, 2022 · 1 comment
Open

Complete Wiener First Passage Time Model a la BRMS #8

alizma opened this issue Aug 8, 2022 · 1 comment
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model addition adding a new model to the package

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@alizma
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alizma commented Aug 8, 2022

This model lends itself well to the fit() and predict() methodology. For a simple example, see this and its sequel.

Regression should occur on every model parameter specified in the Stan math documentation. However, the estimation part of this model may require some waiting time since Stan does not currently have a variate generation method from this distribution, as mentioned in this issue.
@alizma alizma added enhancement New feature or request model addition adding a new model to the package and removed enhancement New feature or request labels Aug 8, 2022
@WardBrian
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Moved existing work to https://github.com/WardBrian/scikit-stan/tree/feature/8-wiener

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feature/8-wiener WardBrian/scikit-stan
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