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Exgauss wald #238
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Exgauss wald #238
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Ok few high level comments:
- The current implementation I think assumes that across choice options the basic parameters for the shifted-wald, as well as ex-gaussian distributions, are the same. You actually want to allow for those to differ across choice options, so it would make sense to write the underlying simulator a priori general to allow passing e.g. a vector of
muof the length of the choice options (can take the template on dimension handling on that front from e.g.the race models) and similarly for the other parameters. - Then the simulator can operate in
bernoulli/multinomialmode, where a choice is determined by the sample from that distribution, but you can also let it operate inracemode, where a choice is determined by which of then(fornchoice options) sampledrtswas shortest. Does that make sense?
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