implement funnel distribution

[bob-carpenter]

If it's easy to add new distributions, it'd be nice to have Neal's funnel, even if only in 2D. The density is given by

a ~ normal(0, 3)
b ~ normal(0, exp(a / 2))

where the normal is taking a scale parameter (std deviation). The funnel is originally described in this paper:

• Neal, Radford M. 2003. Slice Sampling. Annals of Statistics 31 (3): 705–67.

P.S. Thanks for producing this---I direct people to the app all the time.

[storopoli]

Neal Funnels would be awesome. I also direct a lot of students to this app all the time.

[storopoli]

Thank you! Works like a charm!