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vector-output log density functions #1697
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Just found this, this would be really useful in many situations. |
+1. There have been more and more cases where I've wanted to do this. It shouldn't be too hard by decorating the log density functions with one more layer of suffix. |
Yes I think it's very doable as laid out above, mostly need to find time do it. There's a few places we need to be careful but for the most part a couple template tricks should handle everything |
For me I think my question is whether the <> syntax is the right choice for this? The alternative that comes to my mind is if we add a keyword argument syntax |
Idea from Aki Vehtari on stan-dev:
In Stan 2.8, log density functions like
normal_log()
output the sum of the densities of their components (with appropriate broadcasting of scalars).It would be nice to allow them to be specified to return a vector, for instance for WAIC or LOO calculations. Aki suggests somethign roughly like
or maybe with
vec=true
instead ofsum=false
.The result of #1683 will help with implementation.
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