Sean Pinkney
Sean Pinkney
It's a probabilistic programming language that is available in highlight.js. Mainpage: https://mc-stan.org/ Github: https://github.com/stan-dev
Stan now allows the ending `.stanfunctions` PR in Stan that allows this: https://github.com/stan-dev/stanc3/pull/1022 Repo using them example: https://github.com/spinkney/helpful_stan_functions/blob/main/functions/distribution/unit_johnson_su.stanfunctions ## Checklist: - [x] **I am fixing a misclassified language** - [x]...
Boost has both of these functions. The hypergeometric 1F1 function is interesting in that the lower incomplete gamma function can be expressed as $$ \gamma(a, x) = a^{-1} x^a {...
With vectorized indexing I expected to be able to increment/decrement the `array[] int` but that is not allowed. For this special case I think it makes sense to allow adding...
## Description With the incorporation of `inv_inc_beta` from pr #2637 it is easy to add. Will follow the organization of the files from the std_normal_qf pr #2744 ## Example ```stan...
The ldlt code can basically piggy back off of the the reverse mode cholesky adjoints. In the cholesky reverse mode code it already handles the diagonal and off diagonal elements...
## Summary This shows that `multi_normal` should just take the cholesky decomposition and call `multi_normal_cholesky`. I just copied all the `multi_normal_cholesky_lpdf` code over. I wasn't sure how to just call...
Can we expose these but for cholesky factors since Stan doesn't have LDLt decomp?
Stan math contains numerically stable versions of functions in error prone areas such as `log1p`, I suggest wrapping Boost's implementations of `cospi()`, `sinpi()`, `tanpi()`. These are useful when the input...
## Description When we do CDF regressions, the order statistic pdf updates the target density with the appropriate change of variables. There are 2 possible parameterizations. One involving the k_th...