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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...
I’m working on a project whose main bottleneck is a series of 1d discrete convolutions, basically a lot of dot products within a for loop. Similar computations also came up...
## Description It would be a lot of work, but I think if we supported Eigen's Tensor types we could use those for much more efficient array structures. In Stan,...
## Description Currently we if-def around single-core vs multi-core implementation of functions which implement parallelism. The if-def asks for the availability of STAN_THREADS being set or not during compilation. Since...
## Description Rather than bundling libraries (e.g., Boost/Eigen) with the Math library, it would be good to add functionality to use the libraries that are already installed on the system....
## Description One of the pre-requisites for implementing the inverse-CDF (quantile) of the Gamma distribution is the hypergeometric 2F2 function, which is needed for the gradients. The gradients are the...
## Description As the shape arguments for the beta part get large (roughly > 1e14) the `beta_binomial_lpmf` function starts to return problematic values. ## Example ```c++ beta_binomial_lpmf(500, 1000, 0.5 *...
## Description I was going through adding some simple var matrix functions like ```cpp template inline Eigen::Index cols(const T& m) { return m.cols(); } ``` It just requires changing the...
## Description Functions such as `bernoulli_cdf` and `bernoulli_pmf` only accept integer values. This is mathematically imprecise, as CDFs and PMFs should be defined for all real numbers (e.g., `pbinom` and...
This is a step towards closing https://github.com/stan-dev/math/issues/1300 (moving up to C++17) that we can do immediately after the release. The immediate consequence of moving up to C++14 (we currently support...
This is a request for additional polynomial functions in Stan. I think it's as easy as wrapping boost functions from boost sf_poly https://www.boost.org/doc/libs/1_75_0/libs/math/doc/html/math_toolkit/sf_poly/ the relevant hpp files are at https://github.com/boostorg/math/tree/develop/include/boost/math/special_functions....
