interval CDF differences for interval censoring/truncation
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- C++
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Description
It'd be useful for both efficiency and ease of notation if we had a function defined by:
foo_cdf_diff_log(U,L,theta)
=def= log(foo_cdf(U,theta) - foo_cdf(L,theta))
= log_diff_exp(foo_cdf_log(U,theta), foo_cdf_log(L,theta))
The negation of this is what gets added when T[L,U] is added to probability function foo.
Then we'd use those for censoring and truncation instead of the expression the right, which we're using now. It should be done with a log-sum-exp type operation. Even a utility implementation that just used Stan's existing log_diff_exp function would be useful.
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.
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Research direction
Start by locating the existing censoring and truncation probability-function code and the uses of Stan's log_diff_exp utility. Compare those expressions with the proposed foo_cdf_diff_log(U,L,theta) behavior, then verify that interval censoring and truncation use the stable log-difference operation consistently.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100