It'd be useful for both efficiency and ease of notation if we had a function defined by:
foo_cdf_diff_log(U,L,theta)
=def= log(foo_cdf(U,theta) - foo_cdf(L,theta))
= log_diff_exp(foo_cdf_log(U,theta), foo_cdf_log(L,theta))
The negation of this is what gets added when T[L,U] is added to probability function foo.
Then we'd use those for censoring and truncation instead of the expression the right, which we're using now. It should be done with a log-sum-exp type operation. Even a utility implementation that just used Stan's existing log_diff_exp function would be useful.
It'd be useful for both efficiency and ease of notation if we had a function defined by:
The negation of this is what gets added when
T[L,U]is added to probability functionfoo.Then we'd use those for censoring and truncation instead of the expression the right, which we're using now. It should be done with a log-sum-exp type operation. Even a utility implementation that just used Stan's existing
log_diff_expfunction would be useful.