Complete Wiener First Passage Time Model a la BRMS
Opened this issue · 1 comments
alizma commented
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.
WardBrian commented
Moved existing work to https://github.com/WardBrian/scikit-stan/tree/feature/8-wiener