zero_truncated_normal.stan File Reference

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Functions
real	zero_truncated_normal_lpdf (vector y, real mu, real sigma)

Function Documentation

zero_truncated_normal_lpdf()

real zero_truncated_normal_lpdf	(	vector	y,
		real	mu,
		real	sigma
	)

Compute log PDF for a zero-truncated normal distribution

Calculates the log probability density for a vector of observations assumed to follow a zero-truncated normal distribution with specified mean and standard deviation. This function is useful in contexts where the normal distribution is truncated to exclude values below zero.

Parameters

y	Vector of observations.
mu	Mean of the zero-truncated normal distribution.
sigma	Standard deviation of the zero-truncated normal distribution.

Returns

The log probability density of the observations given the zero-truncated normal distribution.

Note

The function performs the following calculation:

1. Computes the normal log PDF of y given mu and sigma.
2. Subtracts the log cumulative complementary distribution function (LCCDF) of zero under the normal distribution to account for truncation. The term g * normal_lccdf(0 | mu, sigma) adjusts for the probability mass excluded by truncation, where g is the number of elements in y.

See also

This function is used in effect_priors_lp for applying a zero-truncated normal prior to the standard deviations of random effects in a regression context.

Definition at line 29 of file zero_truncated_normal.stan.