Sean Pinkney
Sean Pinkney
If you have a matrix I can test using the `QZ` library in R which is based on Fortran routines.
Is the decomposition supposed to be unique?
Thanks Bob, just saw your response.
FYI, some of these are really difficult...like multi normal and involve integrating the pdf.
@benlambertStan I could not find the wrapped cauchy code in your repo. Do you still have it?
@WardBrian and @bob-carpenter for the `generalized_inverse` the following mathoverflow post https://mathoverflow.net/questions/25778/analytical-formula-for-numerical-derivative-of-the-matrix-pseudo-inverse for the derivatives > For complex matrices, the above formula works if Hermitian conjugates are used instead of transposes....
Quantile functions for discrete distributions are tricky. See https://www.boost.org/doc/libs/1_78_0/libs/math/doc/html/math_toolkit/pol_tutorial/understand_dis_quant.html. The way Stan currently handles cdfs for discrete distributions is that the input must be an integer type. That means we...
@SteveBronder or @bob-carpenter , everything is working well except that the expression_tests fail for `multi_normal_log`. I assume that if the expression_tests got to `multi_normal_lpdf` it would fail also. However, if...
The one issue is the failing expression test. The issue is that the multi normal is testing the expression `vector, array[] vector, matrix` whereas the cholesky version is testing `array[]...
This is ready, @bob-carpenter will you have time to look prior to the feature freeze?