Sean Pinkney
Sean Pinkney
Exciting!
> I think the line search can stay the same, except for checking both objective and gradient and in case a non-finite objective or gradient is observed, the line search...
@andrjohns thanks for getting to this! In the signature ```stan real gaussian_copula_cholesky_lpdf(vector | tuple-of-tuples, cholesky_factor_corr) ``` Does this imply that it is looped over for each observation, that is for...
Just typing that out was tiresome and made me think another way ```stan // lcdf functors tuple( real, real, ... ) marginal_lcdf_tuples = tuple( k1_lcdf, k2_lcdf, ..., K_lcdf ); //...
Is it legal to have a user defined `_lcdf/_lpdf` input into the signature as functor? I'm not up-to-date with the use of functors in Stan functions. @WardBrian @SteveBronder
Thanks @andrjohns for tackling this! Do you happen to know any particular ranges which are problematic for the current implementation?
That's great!
@andrjohns you think you can update those docs over the next 2 weeks?
I'm ok with it just being something simple like $k$ as in `unit_vector` we note that this is related to the chisquare distribution degrees of freedom. The log-pdf of the...
Cool, I just didn't know if we'd allow strings like that since all the other values users put in to are numbers