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  • #1593
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Issue created Feb 02, 2018 by Johannes Pfeifer@JohannesPfeiferDeveloper

Add truncated priors

Following the discussions in #1591 and #750 (closed), we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature that e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait. My specific proposal would be to add a new token truncated_norm_pdf that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution. @stepan-a What do you think? @rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?

Edited Aug 02, 2021 by Johannes Pfeifer
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