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Normal CDF implementation in stan #4

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pboesu opened this issue Nov 3, 2021 · 0 comments
Open

Normal CDF implementation in stan #4

pboesu opened this issue Nov 3, 2021 · 0 comments
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consistency this is something that isn't handled consistently across the project

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@pboesu
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pboesu commented Nov 3, 2021 •
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Currently the likelihood calculations use the stan Phi() function for CDF terms but normal_lpdf() for PDF terms.
Investigate whether there are computational (speed, stability) or consistency gains to be made by using Phi_approx() or normal_(l)cdf() instead.
@pboesu pboesu added the consistency this is something that isn't handled consistently across the project label Nov 3, 2021
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