greta-dev / greta

simple and scalable statistical modelling in R
https://greta-stats.org
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add reference implementation of the normalising constant in lkj distribution #737

Open njtierney opened 3 weeks ago

njtierney commented 3 weeks ago

Currently there seems to be a difference with our implementation of normalising constant of the log prob in the lkj_correlation distribution. So, we need to find a different reference implementation of the normalising constant. This does not impact MCMC or sampling, but may affect future uses of lkj_correlation. For example, in the integration and marginalisation interface.