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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...

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`cholesky_factor_corr[n]` reliably fails to initialize (from [-2,+2]) for "moderate" `n`

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Using the `cholesky_factor_corr[n]` parameter type reliably causes initialization to fail from around `n=40`. This happens because for high enough `n` and if uniformly sampling the unconstrained draws from [-2,+2], some...

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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...

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