paul-buerkner/brms

Multivariate asymmetric Laplace Distribution

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#728 opened on Aug 9, 2019

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Description

Hi,

It would be great if you incorporated multivariate version of asymmetric Laplace distribution in brms. Here is the paper that describes its properties: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.496.9720&rep=rep1&type=pdf . I am also attaching wikipedia article about it: https://en.wikipedia.org/wiki/Multivariate_Laplace_distribution . (This one has same authors as the reference papers).

Contributor guide

Research direction
Study existing multivariate distribution implementations in brms (e.g., multivariate normal) and follow the pattern to add a new distribution. Read the paper and Wikipedia article for mathematical definitions, then implement the log PDF and related Stan functions. Update the brms family functions and documentation.
Tech stack
r
Domain
backend
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
4
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
Over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
RStan
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
30