Prior predictive sampling with transformed RV

Questions
17

@lucianopaz @junpenglao – I’m left with two questions:

  1. If a transformed RV does not support predictive sampling, why don’t we signal an exception when the programmer tries to sample from such a distribution? We could easily make it a special exception so that the user who understands the limitation could set a handler that accepts the un-transformed samples. I’m kind of disturbed that I have been reporting results that are inaccurate for months without realizing it.

  2. Could this be fixed in draw_values? Could we check to see if a variable is transformed, and if so, collect the un-transformed value from the random method and transform it?