student-t distribution cannot be truncated about multibugs HOT 1 OPEN

Thanks for the report.

Unfortunately @helsinkiant tells me this is a bug in OpenBUGS rather than in MultiBUGS. That is, OpenBUGS should prevent you doing this because it is not able to calculate the normalising constants needed for truncation correctly - the results from OpenBUGS will in general be incorrect. MultiBUGS throws the error to prevent this from occurring.

It would be good to allow truncation of student-t distributions in MultiBUGS, and @helsinkiant might be able to implement this eventually. Internally OpenBUGS and MultiBUGS use a mixture representation X ~ dnorm(mu, lambda * tau) lambda ~ dgamma(k/2, k/2) for student-t distributions so that everything stays conjugate. The difficulty is that the normalising constant needed for truncation depends on mu, tau and k, not just the internal parents of X. That makes implementing truncation for student-t a bit harder.

It looks like JAGS has student-t truncation implemented properly.

from multibugs.