Andrew Johnson

Gaussian Copulas

17

Hey Paul, I'm currently working on adding gaussian copulas to `brms` using @spinkney's implementations over in https://github.com/spinkney/helpful_stan_functions/blob/main/functions/copula/centered_gaussian_copula.stanfunctions The Stan code in that repository is licensed under BSD-3, which I believe...

Update plugin libs arg for inline and 4.2 compatibility

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@bgoodri or @jgabry, this PR fixes compatibility of rstan 2.21 with R4.2 (using the fix implemented by @hsbadr for 2.26). This resolves the errors seen in #1007 and [this forum...

Windows R session crashes when assigning multiple runs to same output

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#### Summary: Following on from [this issue in the brms repo](https://github.com/paul-buerkner/brms/issues/994), the R session on Windows will crash when repeatedly assigning to the same output. This is most easily replicated...

This PR adds the Makevars changes needed for compatibility with the upcoming rstan release. The compiler/linker flags have been updated to match those provided by `rstantools`, and a conditional flag...

Fix compilation under rstan 2.26

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This PR adds `Makevars` flags needed to build `rstanarm` against the new 2.26 version of `rstan`

As mentioned in #196, the `gtools` package has been orphaned and is now causing downstream warnings/notes when shinystan is installed. This PR replaces the `gtools` functionality with the `stringi` package

Expose `hypergeometric_3F2` function

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## Summary This PR renames and exposes the internal `F32` function as `hypergeometric_3F2`, and updates the calculations to be on the log-scale for additional stability. The function currently uses autodiff...

Add `log_inc_beta` function

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## Description The Binomial (LC)CDF functions are defined using the `inc_beta` function, however this can underflow to 0 for large inputs. By using the relationship with the Gauss Hypergeometric function,...

Improve Numerical Stability of Bernoulli CDF functions

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## Summary This PR updates the Bernoulli CDF functions (`_cdf`, `_lcdf`, and `_lccdf`) to operate on the log scale as much as possible, to avoid issues with underflow and resolution...

OpenCL - buffer creation fails with Integrated Graphics

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## Description Attempting to run OpenCL code with Intel Integrated graphics gives the error: ``` [ RUN ] ProbDistributionsBernoulliCdf.opencl_matches_cpu_small exception thrown in signature const std::tuple&]: unknown file: Failure C++ exception...