I am finishing up the DDM with across-trial variability in drift, starting point, and non-decision time.
For drift, you can use analytic integration of the likelihood function. See HDDM for a use case example. That works fine.
For the starting point and non-decision time, numerical integration is used (Ratcliff and Tuerlinckx, 2002). This part tends to be the most computationally expensive.
I am going to start with just coding up Simpson's Method. But I figured I would ask if you knew of some alternatives that are notoriously fast in Julia. I was looking at something like HCubature.jl or QuadGK.jl.
I am finishing up the DDM with across-trial variability in drift, starting point, and non-decision time.
For drift, you can use analytic integration of the likelihood function. See HDDM for a use case example. That works fine.
For the starting point and non-decision time, numerical integration is used (Ratcliff and Tuerlinckx, 2002). This part tends to be the most computationally expensive.
I am going to start with just coding up Simpson's Method. But I figured I would ask if you knew of some alternatives that are notoriously fast in Julia. I was looking at something like HCubature.jl or QuadGK.jl.