Question: using coga C++ code directly in Bayesian inference (Stan)

ChaoranHu / coga

R package for Convolution of Gamma Distributions

GNU General Public License v3.0

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Question: using coga C++ code directly in Bayesian inference (Stan) #5

Closed stemangiola closed 1 year ago

stemangiola commented 4 years ago

I would like to infer alpha, beta parameters of a convoluted gamma distribution (3+ components). Is there a C++ file I can have a look to see the function I can use independently in platforms such a Stan.

What is the best choice in terms of efficiency/accuracy if such calculation must be do a very large number of times?

Thanks!

ChaoranHu commented 1 year ago

Sorry for the very late reply, @stemangiola! I believe you should already get this solved. Just in case you still need them, they are stored in src folder.

-- C.Hu