Andrew Johnson

Oh interesting, thanks for prototyping! The best example for the use-case is anything that needs to use the `gradient` or `hessian` functors. These involve [looping through each parameter value](https://github.com/stan-dev/math/blob/be485f45f04632407d48bbd0cce3506e7815ff7b/stan/math/prim/functor/finite_diff_gradient_auto.hpp#L55) and...

@spinkney would you be able to have a look at this when you get a minute? Once this is in I'll be able to start adding the rest of the...

> This is great news! I may have some time tomorrow to look at this. Can you add some documentation about the simplified way the derivatives are calculated? Thanks! Doc...

> @andrjohns, can you annotate the code to make the review easier? > > Some general things that would help immensely: > > 1. replace `auto` with proper types when...

> Thanks for the updates! > > 1. Re: auto. Thank you! > > 2. Re: describing code blocks. No need! Thanks for adding the math in the doxygen comment;...

@syclik small ping

@syclik can we look at merging this soon? I've got a few functions that depend on it

@spinkney I'm working on translating the code across now, and it looks like there are improvements for the regular version as well (hooray!). [This test](https://github.com/stan-dev/math/blob/7a039beb24510a4577d560167f3d92fb22b1953a/test/unit/math/prim/fun/inv_Phi_test.cpp#L62) which used to underflow to...

> Additionally, it also detected that some of the exact values are actually a little bit off Ahhh I take it back, it's a floating-point precision issue. Using exact inputs...

Needing to compile all of `mix` the tests first, only to have a failure in one or two can lead to a bit of wasted computation. The `--jumbo` flag already...