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## 14.1 Calling the Integrator

Suppose that our model requires evaluating the lpdf of a left-truncated normal, but the truncation limit is to be estimated as a parameter. Because the truncation point is a parameter, we must include the normalization term of the truncated pdf when computing our model’s log density. Note this is just an example of how to use the 1D integrator. The more efficient way to perform the correct normalization in Stan is described in the chapter on Truncated or Censored Data of this guide.

Such a model might look like (include the function defined at the beginning of this chapter to make this code compile):

data {
int N;
real y[N];
}

transformed data {
real x_r;
int x_i;
}

parameters {
real mu;
real<lower = 0.0> sigma;
real left_limit;
}

model {
mu ~ normal(0, 1);
sigma ~ normal(0, 1);
left_limit ~ normal(0, 1);
target += normal_lpdf(y | mu, sigma);
target += log(integrate_1d(normal_density,
left_limit,
positive_infinity(),
{ mu, sigma }, x_r, x_i, 1e-8));
}

### 14.1.1 Limits of Integration

The limits of integration can be finite or infinite. The infinite limits are made available via the Stan calls negative_infinity() and positive_infinity().

If both limits are either negative_infinity() or positive_infinity(), the integral and its gradients are set to zero.

### 14.1.2 Data Versus Parameters

The arguments for the real data x_r and the integer data x_i must be expressions that only involve data or transformed data variables. theta, on the other hand, can be a function of data, transformed data, parameters, or transformed parameters.

The endpoints of integration can be data or parameters (and internally the derivatives of the integral with respect to the endpoints are handled with the Leibniz integral rule).