mercredi 1 juillet 2015

Is it possible to define a Stan model in terms of an arbitrary posterior function?

Is it possible to define a Stan model in terms of an arbitrary posterior function?

I'm thinking something like MCMCPack's MCMCmetrop1R() functionality where the user defines an arbitrary posterior function. I would be fine with digging into the C++ API to do this if there's a good example of how to go about it.

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