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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 `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
## Description Building `lib/tbb/libtbb.dylib` results in one warning; adding option -Wno-unused-but-set-variable to `make/libraries` will fix. ## Example ``` > make lib/tbb/libtbb.dylib ... clang++ -o arena.o -c -MMD -O2 -DUSE_PTHREAD -DDO_ITT_NOTIFY...
_From @bob-carpenter on February 12, 2014 18:9_ It'd be nice to have the Zipf distribution in Stan: See: http://mathworld.wolfram.com/ZipfDistribution.html The pmf is involves the Riemann zeta function, which is available...
## Description We currently use a separate declaration to handle calls to the distribution functions without the `propto` parameter: ```cpp template inline return_type_t normal_lpdf(const T_y& y, const T_loc& mu, const...
## Description This is an issue for making variadic forms of the other higher order functions (similar to #1642) - [ ] integrate_1d - [x] algebra_solver - [x] algebra_solver_newton -...
## Description The `licenses/` directory includes a file called `eigen-license.txt` which contains the LGPL3 license. Eigen's license has changed to be "primarily" MPL2, see: https://gitlab.com/libeigen/eigen/-/blob/3.4/COPYING.README The file `dependencies.txt` in that...
## Description Consider a program: ``` data{ real y; } parameters{ real mu; real sigma; } model{ target += normal_lcdf(y | mu, sigma); } ``` When `y` is infinite (and...
Hi, Looking at the original post for the SDE distribution, https://github.com/stan-dev/stan/issues/2312, there is a "2" in the PDF which is not in the PDF from the original paper that is...
I wish to execute the normal CDF on vector inputs to obtain a vector of cumulative probabilities. However, I am getting a dimension mismatch error. The error says the return...
## Description ### Problem When inverting a quantile function Q: $[0,1]\rightarrow\mathbb{R}$, I want to use a *bracketing rootfinder* to constrain the roots to $[0,1]$ interval. ### Derivative-based vs bracketing rootfinders...