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Add variate generation for Wiener First Passage Time Distribution
The current implementation of the Wiener First Passage Time Distribution lacks a generation step for a variate following this distribution. This feature should be analogous to the _rng methods that other distributions have and which can only be used in generated quantities or transformed data blocks.
I have written the wiener_rng function in Stan at https://discourse.mc-stan.org/t/alternative-to-wiener-rng-in-stan/28443/8?u=spinkney. It should be pretty straightforward for someone to put this into stan-math.
And now it actually works too! https://discourse.mc-stan.org/t/alternative-to-wiener-rng-in-stan/28443/11?u=spinkney