Sean Pinkney
Sean Pinkney
## Description Weibull (l)cdf errors when the input value == 0 although this value is valid. The issue is that the gradient for alpha needs special handling when the input...
atan2 is not vectorized though the manual confusingly says that it takes reals but it was vectorized in 2.13. https://github.com/stan-dev/docs/issues/576
## Description According to [Wikipedia the exponentially modified Gaussian](https://en.wikipedia.org/wiki/Exponentially_modified_Gaussian_distribution#cite_note-Kalambet2011-2) can be made more precise by a reparameterization and using the scaled erfc. I have implemented the reparameterization and the issue...
#### Summary: The Laplace approximation code at https://github.com/stan-dev/stan/blob/a3ee52eee6a294638445f2db5fed37214fae3142/src/stan/services/optimize/laplace_sample.hpp#L83 uses a Cholesky decomposition. In other parts of Stan's code base we use the ldlt decomposition from Eigen due to it's superior...
I'd like to add some additional constraint transforms and have these be referenced more easily. Is it a heavy lift to reorganize and have a folder dedicated to these?
## Summary This adds derivatives for the `multi_student_t_cholesky_lpdf`. ## Tests Added a mix test. ## Side Effects No. ## Release notes Adds derivatives for the `multi_student_t_cholesky_lpdf` ## Checklist - [x]...
## Summary I've converted the partial matrices to vectors and looped over them to update the derivatives. ## Tests No new tests. I did run a benchmark against the develop...
The proposal is to have the following ```stan ordered[N] x1; ordered[N] x2; ordered[N] x3; ``` For scalar a, b this is straightforward. When a, b are vectors they have to...
The `student_t_cdf` (and `student_t_lcdf` because it's just the logged version of the former) is quite poor for large negative and positive values. ```r out
I am following http://www.pqr-project.org/INSTALL.txt for Ubuntu. I have created a folder 'pqr-2020-07-23-myconfig' and run the command '~/pqr_source/pqr-2020-07-23-myconfig$ ../pqR-2020-07-23/configure --enable-R-shlib'. After a long list of checks I get the output ```bash...