stan-dev
Adding 7-Parameter Drift Diffusion Model (DDM) CDF and CCDF with partial derivatives to Stan Math
Description
As the PDF function for the 7-parameter diffusion model with its partial derivatives was implemented in issue #2682 and discussed in PR #2822, I now also want to add the CDF and CCDF functions for the 7-parameter diffusion model with their partial derivatives. With these new functions, it is possible to model truncated or censored data.
Example
An example call would be wiener_full_lcdf(y, a, t0, w, v, sv, sw, st0);,
with
double y = 2;
double a = 2;
double t0 = .2;
double w = .6;
double v = -.9;
double sv = .2;
double sw = .2;
double st0 = .25;
The expected output for these parameters would be -1.55387294861195.
Current Version:
v4.7.0
Looking forward to it! I am really glad you stuck with the pdf PR and it's nearly done.
