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poisson_log cdfs #90

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3 tasks
syclik opened this issue Jul 6, 2015 · 4 comments
Open
3 tasks

poisson_log cdfs #90

syclik opened this issue Jul 6, 2015 · 4 comments

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@syclik
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syclik commented Jul 6, 2015

From @bob-carpenter on April 29, 2015 13:47

Requested by Henrik Mannerström on stan-users:

Add:

  • poisson_log_cdf
  • poisson_log_cdf_log
  • poisson_log_ccdf_log

And then we can do truncations.

Copied from original issue: stan-dev/stan#1432

@syclik
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syclik commented Jul 6, 2015

From @betanalpha on April 29, 2015 14:6

There’s no computational benefit to having inputs on the log scale for the CDFs as they’re typically given by transcendental functions and not amenable to the analytic simplifications the PDFs are.

@syclik
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syclik commented Jul 6, 2015

From @bob-carpenter on April 29, 2015 14:18

Even if there's no computational benefit, it's conceptually cleaner to have them match, and it also allows people to write truncated models, as in:

  y ~ poisson_log(alpha) T[3,];

So even a simple implementation in terms of just exp() transforming the alpha argument would be worth adding for convenience.

@bob-carpenter bob-carpenter added this to the v3.0.0 milestone Aug 18, 2016
@bob-carpenter bob-carpenter self-assigned this Aug 18, 2016
@bob-carpenter bob-carpenter assigned ghost and unassigned bob-carpenter Oct 3, 2016
@ghost
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ghost commented Oct 12, 2016

Question: in the stan manual at E.6 it says we're moving from say, poisson_cdf_log to poisson_lcdf etc.

It seems like this happened in the stan language as of 2.10 but not at all in the math library. Advice on how to proceed?

This already has a ticket: #320

@bob-carpenter
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The library should continue with the _log convention, then
we'll change them all in one big pull request. The code
generator isn't set up to understand built in _lpdfs yet.

  • Bob

On Oct 12, 2016, at 3:46 PM, thelseraphim notifications@github.com wrote:

Question: in the stan manual at E.6 it says we're moving from say, poisson_cdf_log to poisson_lcdf etc.

It seems like this happened in the stan language as of 2.10 but not at all in the math library. Advice on how to proceed?


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