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Yes, the transform is at the scalar level---it's just $\alpha + \beta \cdot x$ for scalar offset $\alpha$, scalar multiplier $\beta$, and scalar value $x$. This is in contrast to the multivariate affine transform, which we do not support. That is also $\alpha + \beta \cdot x$, but now $\alpha$ is a vector, $\beta$ is a matrix, and $x$ is a vector. We'd want to do the multivariate form to do a non-centered multivariate prior where we'd take the offset to the be a location and the multiplier to be a Cholesky factor of covariance.
Feel free to rewrite to make it clearer that it's a scalar operation that can be applied elementwise to a container of any shape.
The Stan Reference Manual has sections: "Affinely Transformed Scalar" - https://mc-stan.org/docs/reference-manual/transforms.html#affinely-transformed-scalar and https://mc-stan.org/docs/reference-manual/types.html#affine-transform.section
The following program compiles:
here
x
is a vector, not a scalar. scatter plots ofx[1]
vsx[2]
etc look pretty normal...The text was updated successfully, but these errors were encountered: