primarycensored.stan File Reference

Functions in this File
real	primarycensored_log_normalizer (real log_cdf_D, real log_cdf_L, real L)
real	primarycensored_apply_truncation (real log_cdf, real log_cdf_L, real log_normalizer, real L)
vector	primarycensored_truncation_bounds (data real L, data real D, data int dist_id, array[] real params, data real pwindow, data int primary_id, array[] real primary_params)
real	primarycensored_cdf (data real d, data int dist_id, array[] real params, data real pwindow, data real L, data real D, data int primary_id, array[] real primary_params)
real	primarycensored_lcdf (data real d, data int dist_id, array[] real params, data real pwindow, data real L, data real D, data int primary_id, array[] real primary_params)
real	primarycensored_lpmf (data int d, data int dist_id, array[] real params, data real pwindow, data real d_upper, data real L, data real D, data int primary_id, array[] real primary_params)
real	primarycensored_pmf (data int d, data int dist_id, array[] real params, data real pwindow, data real d_upper, data real L, data real D, data int primary_id, array[] real primary_params)
vector	primarycensored_sone_lpmf_vectorized (data int max_delay, data real L, data real D, data int dist_id, array[] real params, data real pwindow, data int primary_id, array[] real primary_params)
vector	primarycensored_sone_pmf_vectorized (data int max_delay, data real L, data real D, data int dist_id, array[] real params, data real pwindow, data int primary_id, array[] real primary_params)

Function Documentation

primarycensored_apply_truncation()

real primarycensored_apply_truncation	(	real	log_cdf,
		real	log_cdf_L,
		real	log_normalizer,
		real	L )

Apply truncation normalization to a log CDF value

Computes log((F(x) - F(L)) / (F(D) - F(L)))

Parameters

log_cdf	Log CDF value to normalize
log_cdf_L	Log CDF at lower truncation point L (negative_infinity if L = -inf, i.e. no lower truncation)
log_normalizer	Log normalizer from primarycensored_log_normalizer
L	Lower truncation point (-inf indicates no lower truncation)

Returns

Normalized log CDF value

Definition at line 38 of file primarycensored.stan.

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primarycensored_log_normalizer()

real primarycensored_log_normalizer	(	real	log_cdf_D,
		real	log_cdf_L,
		real	L )

Primary event censored distribution functions Compute the log normalizer for truncation: log(F(D) - F(L))

Parameters

log_cdf_D	Log CDF at upper truncation point D
log_cdf_L	Log CDF at lower truncation point L (negative_infinity if L = -inf, i.e. no lower truncation)
L	Lower truncation point (-inf indicates no lower truncation)

Returns

Log normalizer for truncation

Definition at line 16 of file primarycensored.stan.

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primarycensored_truncation_bounds()

vector primarycensored_truncation_bounds	(	data real	L,
		data real	D,
		data int	dist_id,
		array[]real	params,
		data real	pwindow,
		data int	primary_id,
		array[]real	primary_params )

Compute log CDFs at both truncation bounds L and D

Parameters

L	Lower truncation point (-inf indicates no lower truncation)
D	Upper truncation point (+inf indicates no upper truncation)
dist_id	Distribution identifier
params	Array of distribution parameters
pwindow	Primary event window
primary_id	Primary distribution identifier
primary_params	Primary distribution parameters

Returns

2-element vector: [log_cdf_L, log_cdf_D]

Note

F(L) for finite L is computed via primarycensored_lcdf with internal bounds [0, +inf] for distributions with non-negative support and [-inf, +inf] for distributions with support on the reals, controlled by dist_has_positive_support(dist_id). The positive-support branch lets the d <= L early-exit short-circuit F(L) = 0 for L <= 0, while the real-support branch evaluates the underlying CDF directly so F(L) is non-zero for negative L.

Definition at line 69 of file primarycensored.stan.

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