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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 Right now most files include `stan/math/prim/fun/Eigen.hpp` before everything else. ``` #include #include #include #include ``` But our rules for fwd and rev are the you should always include...
## Description The function log_mix taking two collections does not check that the first container is a simplex. ## Expected Output Rejection when the first argument is not a simplex,...
## Description When we do not have a reverse or forward mode specialization for a function we default to the function available in prim. When we write functions with no...
## Summary This unblocks the new wiener cdf functions from #3042 for inclusion in the language (https://github.com/stan-dev/stanc3/pull/1576). 1. Adds [missing precision default](https://github.com/stan-dev/math/pull/3258#issuecomment-3646722307). 2. Cleans up an [unused variable warning](https://github.com/stan-dev/math/pull/3258#issuecomment-3646736730). 3....
Good day, I was experimenting with `gp_periodic_cov()` yesterday after getting some unexpected results in a model. I noticed that when I provide an integer for the `period` parameter I get...
## Summary This PR makes the following changes for the laplace approximation: 1. Adds a wolfe line search to the Newton solver used in the laplace approximation to improve convergence....
See https://discourse.mc-stan.org/t/possible-issue-with-gamma-lccdf/ The function `gamma_lccdf` results in numerical instability for alpha approximately greater than 30. It’s due to gamma_q or grad_reg_inc_gamma. I can rewrite this to use gamma_p and grad_reg_lower_inc_gamma,...
Discussed in https://github.com/stan-dev/design-docs/pull/53, but doesn't require any additional new syntax: An `M` component mixture where each component uses the same distribution function could be written with a variadic function as...
Another part of https://github.com/stan-dev/stan/issues/3300#issuecomment-3188755711 Two useful functions: - `select(ints, T)` takes in a container container of integers in {0, 1} and a same-sized other container and returns a new container...
This would be required for https://github.com/stan-dev/stan/issues/3300 We'd like to be able to write things like `vector == real` and get back and array of ints. The math library functions required:...