kaskr

@jeffeaton I updated Eigen/unsupported to version 3.4 and can now do (without further changes): **tensor.cpp** ```cpp #include #undef eval // Workaround #include template Type objective_function::operator() () { PARAMETER(p); Eigen::Tensor a(2,...

Nice work @jaganmn - thanks for sharing! I'll have it mind for future addition to TMB.

@jaganmn I was about to copy your code, but then got confused over a couple of details... Given that your version of `dwishart` is formulated in transformed parameter space, did...

The point of my example was only to demonstrate that the density doesn't integrate to one.

Conventionally, all densities in TMB integrate to one, and I'm quite determined not to break that pattern. Beyond Bayesian priors the two typical use cases are: 1. You have Wishart...

Yes, good point - many of these special functions are generally useful.

Eigenvectors are not unique: If `x` is an eigenvector then so is `-x`. You should be able to match each of `es.eigenvectors()` with one of R's eigenvectors multiplied by either...

@jkbest2 Should be fixed - please test.

@jimianelli This is unlikely a TMB issue. FWIW, the message `Symbol not found: ___addtf3*` indicates a linkage problem on your Mac system. The library `/usr/local/lib/libquadmath.0.dylib` seems broken?

@LuisACubillos So, you get the VAST compilation error when using the current CRAN version of TMB. This is as expected. Would you mind testing if `devtools::install_github("kaskr/adcomp/TMB")` solves the problem?