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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 newish [categorical_logit_glm](https://mc-stan.org/docs/2_29/functions-reference/categorical-logit-glm.html) function is a great improvement over "manual" softmax regression in terms of efficiency, but I noticed that the current signatures do not allow a case where each...
#### Summary: Want to create a Laplace approximation for the following distributions: - Normal - Poisson - Binomial - Negative binomial #### Description: Doing a Laplace approximation with the current...
## Summary This is a WIP for supporting sparse matrix unary operations in Stan math. Related to #2597 , this API will return a sparse matrix with all values filled...
Stan Math functions that are meant to be exposed in the Stan language have 2 expressions requirements: - they have to be able to accept Eigen expressions - they have...
gp_dot_prod_cov currently allows only scalar sigma. it would be useful to allow vector sigma in addition of scalar sigma. This would be useful for making faster inference for sparse models...
#### Summary: Add wrapped cauchy density to Stan math library. #### Description: Implement a wrapped cauchy distribution (a useful distribution in circular statistics) as described in ``An extended family of...
## Overview Provide an implementation of the generalized Pareto distribution as described here: * Wikipedia: [generalized Pareto distribution](https://en.wikipedia.org/wiki/Generalized_Pareto_distribution) This distribution is often used in extreme value theory to model rare...
I was wondering if Stan developers are working on including a function to calculate eigenvectors and eigenvalues for a non-symmetric matrix. I realize that this feature exists for a symmetric...
Hi, it'd be great to add Stan Math (and eventually CmdStan) to Homebrew, so Mac users can install it with: ```sh brew install stan-math ``` I've created [a formula](https://github.com/Homebrew/homebrew-core/pull/99934), but...
## Description Looking at the [Stan docs](https://mc-stan.org/docs/2_27/functions-reference/multivariate-normal-distribution.html) we only accept arrays of vectors and row vectors for the multivariate distributions. What do folks think about allowing matrices as well? We...