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discuss propto with double vs. autodiff variables in User's Guide
Summary:
In the User's Guide chapter on efficiency, we should discuss the tradeoff between evaluating propto=true with double and autodiff variables.
Description:
The issue is that
propto=truerequires us to compute autodiff in order to drop normalizing constant calculations (we drop ones that aren't autodiff vars)propto=falserequires computation of normalizing constants overdouble, but no autodiff
For double input, either of these can be faster depending on how expensive the normalizing constants are to compute
Current Version:
v2.32
Also tie this in to how generated quantities work, in particular for _lupdf.
To do this, we'd have to explain how the C++ class worked and how propto=true vs. propto=false works. If we exposed propto in our user-defined functions, then we'd have to define this (and I think it would be nice if we could so that we could define proper _lupdf and _lpdf versions. It might make most sense to put this description in the reference manual.
stanc will prevent a program from calling a lupdf in the generated quantities block, I assume for exactly this reason