Combine independent priors into one joint prior

Stan writes a joint prior as one sampling statement per parameter and lets the product take care of itself. This is that, as an object: give it the per-parameter priors in the order the simulator expects them and it returns the product prior, with dim the total, lower/upper stacked, and a log_prob that sums the parts. It is the thing most prior_custom() calls were written to do by hand.

Usage

prior_independent(...)

Arguments

...

Priors, one per block of parameters. Name them (prior_independent(beta = ..., gamma = ...)) to name the parameters: a name given here beats the component's own param_names for a one-parameter component, and a multi-parameter component keeps its own names, or takes name1, name2, ... when it has none.

Value

An nsbi_prior object.

Details

Components may themselves cover several parameters, so prior_independent(prior_normal(mean = c(0, 0)), prior_beta(2, 15)) is a three-parameter prior. Any nsbi_prior works as a component, including a prior_custom(); the result can only be written out by stan_code() when every component comes from a named family (see prior_families).

See also

prior_families for the components, prior_truncated() to bound one, priors for the rest.

Examples

prior <- prior_independent(
  p_S1S2 = prior_beta(2, 15),
  hr_S1  = prior_lognormal(log(3), 0.3),
  hr_S2  = prior_lognormal(log(10), 0.25)
)
prior
#> <nsbi_prior> type=independent, dim=3
#>   parameters: p_S1S2, hr_S1, hr_S2 
#>   lower: 0, 0, 0 
#>   upper: 1, Inf, Inf 
#>   p_S1S2 ~ beta(2, 15)
#>   hr_S1 ~ lognormal(1.099, 0.3)
#>   hr_S2 ~ lognormal(2.303, 0.25)
sample_prior(prior, 3)
#>         p_S1S2    hr_S1    hr_S2
#> [1,] 0.1385162 2.483443 12.77441
#> [2,] 0.1078683 1.788164  6.66167
#> [3,] 0.1462143 2.657680 10.04431