#758 closed enhancement (fixed)
Cannot express a truncated uniform prior over missing values in BSR
Reported by: | Víctor de Buen Remiro | Owned by: | Víctor de Buen Remiro |
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Priority: | highest | Milestone: | BSR hierarchy and priors |
Component: | Math | Version: | 2.0.1 |
Severity: | blocker | Keywords: | |
Cc: |
Description (last modified by )
Now missing values accept prior with scalar distribution normal, truncated normal and pure non informative (no prior).
Adding truncated uniform prior we could use it to simulate censored data.
This feature should be used carefully over input missing due it could give a non regular regression matrix if there are simultaneous input missing without normal or truncated normal prior.
Change History (3)
comment:1 Changed 15 years ago by
Description: | modified (diff) |
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Status: | new → accepted |
comment:2 Changed 15 years ago by
Resolution: | → fixed |
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Status: | accepted → closed |
comment:3 Changed 15 years ago by
There are four alternative ways to define scalar priors over missing values in function of fields of structure @Bsr.Missing.Info
- Truncated Normal:
Prior.Average is known and finite and 0 < Prior.Sigma < +INF and Prior.LowerBound > -INF or Prior.UpperBound < +INF
- Normal:
Prior.Average is known and finite and 0 < Prior.Sigma < +INF and Prior.LowerBound = -INF or ? and Prior.UpperBound = +INF or ?
- Truncated uniform:
Prior.Average is known and finite but is used just as initial value and Prior.Sigma = +INF or ? and Prior.LowerBound > -INF or Prior.UpperBound < +INF
- None:
Prior.Average is known and finite but is used just as initial value and Prior.Sigma = +INF or ? and Prior.LowerBound = -INF or ? and Prior.UpperBound = +INF or ?
(In [1531]) Fixed #758