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### **Question 1:**
The first partial derivative of the log of normal distribution `(l=-log(N~(μ,σ^2)))` with respect to the parameters μ and σ is
- ∂l/∂μ = (μ - x)/σ^2
- ∂l/∂σ = (σ^2 - (μ - x)^2)…
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Hi,
Very nice work. Thank you for your contribution.
At the step where we feed in "Custom" covariate models, I am interested in providing custom fit and predict functions. I see from the source co…
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More of a question than an issue (I hope that is okay). How do I implement a truncated normal distribution in Hydenet? I understand that I have to use “floor” from base R but I can not work out how to…
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Implement one or more forms of the matrix normal distribution. The general distribution is of the form
```
matrix_normal(matrix[N, P] y | matrix[N, P] mu, cov_matrix[N, N] SigmaRow, cov_matrix[P,…
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## Description
Add the bivariate normal distribution with scalar inputs. Specifically, add:
* [ ] binormal_lpdf(reals y_1, reals y_2 | reals mu_1, reals mu_2, reals sigma_1, reals sigma_2, reals r…
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## 🚀 Feature
Implement truncated normal distribution.
## Motivation
A truncated normal distribution is useful as initializer of weights or when sampling from ReLU potentials. This has been re…
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Please consider adding the complex multivariate normal distribution.
A helpful reference: [Picinbono, B. (1996). Second-order complex random vectors and normal distributions.](http://ai2-s2-pdfs.s3…
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As per Nelson (2013), the examination activity uses a Normal distribution with mean 16. During experimentation this mean may be lowered. In some cases a negative value may be sampled. The normal d…
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Normal distributions seem to be problematic on both ends of the curve. The model must be able to accept at minimum the generic curves in EGM 01-03, EGM 04-01, and EGM 09-04. Most site specific curves …