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stan-dev / example-models

Example models for Stan
http://mc-stan.org/
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Dan inla stan #113

Closed dpsimpson closed 7 years ago

dpsimpson commented 7 years ago

I have a comparision with INLA that has matching priors etc. you get basically the same answer.

While doing this, I found an error in how I used the scaling_factor in the .stan file I wrote (it needed to scale the standard deviation properly!). This is fixed now.

Some of the differences in the results disappear with a longer Stan chain and with the slower (ie non-default) INLA commands that have been commented out in the file.

bob-carpenter commented 7 years ago

Thanks, @dpsimpson, this is fantastic. It should go a long way toward assuaging the BUGS users fears about Stan.

dpsimpson commented 7 years ago

Procrastination is sometimes a wonderful thing @bob-carpenter!

(Today's activity involves actively disliking Eigen's documentation)

bob-carpenter commented 7 years ago

That's Andrew's strategy---productive procrastination. When you next want to procrastinate, our matrix library could use some tuning at the C++ level :-)

I really like Eigen's overview docs and how-to guides for the basic matrix functionality. Their developer-facing stuff like the how-to-write functions and the doxygen doc usually leave me confused. The code itself is very hard to read unless you're way into templated C++.

dpsimpson commented 7 years ago

Today it was "I know there's got to be a reverse iterator but I had to grep through the rep to find it"...

More annoyingly, I can't work out the return type of a function...