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The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modelin...
The [current implementation](https://mc-stan.org/docs/functions-reference/wiener-first-passage-time-distribution.html) of the Wiener First Passage Time Distribution lacks a generation step for a variate following this distribution. This feature should be analogous to the ``_rng`` methods that...
I've just recently read https://academic.oup.com/imajna/article/41/4/2311/5893596?login=false which shows that for log-softmax implemented as ```r a
## Summary This PR renames and exposes the internal `F32` function as `hypergeometric_3F2`, and updates the calculations to be on the log-scale for additional stability. The function currently uses autodiff...
**Feature request: glms for positive continuous distributions** It would be very useful to include `_glm_lpdf` functions positive-only data with positively-skewed errors. (See my post here https://discourse.mc-stan.org/t/trying-to-understand-glm-lp-f-functions-in-stan/16400/5). In cognitive psychology and...
## Description The composed function `log_inv_logit_diff(x, y)` does not return the same value as `log(inv_logit(x) - inv_logit(y))` when `x` is infinite. If this is expected behavior, feel free to close...
## Description In order to build robust count models based for example on SICHEL distribution, a continuous version of the BesselK function is needed (nu being real instead of int)....
## Summary This cleans up a lot of the doxygen to remove a lot of the warnings we previously had. The biggest warning was about parameters being defined multiple times...
## Description The Binomial (LC)CDF functions are defined using the `inc_beta` function, however this can underflow to 0 for large inputs. By using the relationship with the Gauss Hypergeometric function,...
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 {...
## Description Analogous to other distributions, add support for the [inverse Gaussian distribution](https://www.wikiwand.com/en/Inverse_Gaussian_distribution) with a sampling statement and Stan functions for working with its log density, CDF, and CCDF. This...