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stan-dev
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...
## Summary There have been discussions about moving to C++17 for [a while](https://github.com/stan-dev/math/issues/1300). Stan compiles fine under `-std=c++17` since https://github.com/stan-dev/math/pull/2693, and C++17 is already used by RStan. There so far...
## Summary Decided to dive in on the sparse cholesky. This is a WIP. - [ ] Implement prim sparse cholesky - [ ] Implement prim sparse triangular solves -...
## Description Provide basic support for an integrated Laplace approximation. The motivation is to handle hierarchical models with a latent Gaussian model of the form $\eta \sim p(\eta)$ $\theta \sim...
## Summary This adds a cmake build system for Stan Math. The main features are 1. This works with cmakes `FetchContent` module. So users can call the following to include...
Neither boost nor Eigen has a sincos function however Julia has a succinct implementation in C at https://github.com/JuliaLang/julia/blob/eabd0212ed974b7128ec77180424090edb4a6d04/base/fastmath.jl#L299. The code is MIT license that is compatible with ours. A few...
## Description Eigen assertions from Stan code are always indicative of a bug (see #3075, most recently) but they lack any contextual information about where the assertion occurs. We can...