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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...
## Description Add support for the geometric distribution and the corresponding GLM. It's a special case of the negative binomial distribution (when n=1 in the usual parametrization) which is already...
## Summary With this PR the lccdf of beta negative binomial distribution are added. See issue https://github.com/stan-dev/math/issues/3113 Expressions involved: CCDF $C(r,\alpha,\beta)$: $$ P(Y > y) = 1 - F(r,\alpha,\beta) =...
## Description This issue is a feature proposal. As a continuation of #3107, we will add lccdf for beta negative binomial distribution. ## Expected Output `real beta_neg_binomial_lccdf(ints n, reals r,...
In https://discourse.mc-stan.org/t/a-better-unit-vector/26989/30 Seth Axen lays out the reasoning for adding an additional parameter which repels values away from 0. The current implementation is equivalent to ```stan data { int N;...
## Description When I try to add an array of integers and a single integer, I get the error: ``` Ill-typed arguments supplied to infix operator +. Available signatures: ......
From [@avehtari on discourse](https://discourse.mc-stan.org/t/embedded-laplace-numerical-problem/39700/2) I'm trying to simplify the result here but have not been successful yet. i.e. this gives correct values. @WardBrian can you see anything here that is...
## Summary This PR adds the (vectorised) student-t quantile function with signature: ``` reals student_t_qf(reals p, reals nu, reals mu, reals sigma) ``` The current implementation directly estimates the quantile...
## Summary Closes #3202. Note that this is branched off of #3209, since doing the two changes independently would lead to a great many merge conflicts. ## Tests Existing tests...
Discussed in https://github.com/stan-dev/math/issues/3202#issuecomment-2968011809, counterpart to https://github.com/stan-dev/stanc3/pull/1521 ## Summary Theta0 is now a tolerance parameter rather than required. When not provided, we assume a vector of 0s is sufficient. This required...
## Summary Opening this as a draft PR for feedback on the signature/approach. For the Gaussian copula (and other copula families), the user needs to provide both the `y` variable...