Closed statsccpr closed 5 years ago
this is probably feature bloat or too hard to implement.
the specific example i had in mind could probably be handled by combining the two unequal length inner arrays by padding the spaces with NaN, then post processing it after
Is it currently (or in the future) possible to use an array of arrays in a stochastic node?
say, an outer array of 2 inner arrays, where the inner arrays can vary in length (3 and 5 in this case)
the example above would represent times of event A and times of event B
a single 'array of arrays' is one 'data point' to be collectively used in one log pdf evaluation
my_user_defined_logpdf(one_array_of_arrays)
using rstats terminology for the data structures, i'm hoping to supply a list of unequal length numeric vectors into the likelihood
i've seen past threads say you can use an array of multivariate distributions in the stochastic node
https://github.com/brian-j-smith/Mamba.jl/issues/44
where it seems the above snippet is somewhat related to what i need for the array of arrays
Some pseudo code is below highlighting the important portions. the custom log likelihood i plan to use has the scope
my_user_defined_logpdf_internal_calculations(mu=d.mu, alpha=d.alpha, alpha=d.beta, x=array_of_array)
where the three sets of parameters are
and the array of arrays is used as the x argument (the data)
x=array_of_arrays
If the above functionality is supported, i guess an open question is what would be the appropriate typing for the data argument
x=array_of_arrays
function insupport{T<:Real}(d::NewMultivarDist, x::AbstractVector{T})