Add variate generation for Wiener First Passage Time Distribution
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- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
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.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the Wiener First Passage Time Distribution documentation and comparing existing distribution _rng methods in the Stan Math Library. Determine the corresponding C++ entry point and test pattern, then add generation support usable in generated quantities or transformed data and verify the generated variates follow the documented distribution.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100