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I have tried to do this with custom(), it is useful for vectors (like observations), but not for scalars, like the following sample in Stan reference manual.
y ~ normal(0, 1);
if (y < -0.5 || y > 2.1) {
target += negative_infinity();
} else {
target += -log_diff_exp(normal_lcdf(2.1 | 0, 1),
normal_lcdf(-0.5 | 0, 1));
}
I don't know if I miss someting, or it's not supported. Thanks!
In Stan code, there are truncated distributions, like
So how can this be put in the
flist
forulam
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