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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 The top-level goal is to be able to look at continuous integration failures and figure out how to run tests locally. Here are a few points, but the...
#### Summary: From @bgoodri on http://discourse.mc-stan.org/t/numerical-error-tanks-stepsize-other-possibilities/293/3 For the complete Gamma function, I was thinking the other day that Stan could do better. It is known https://www.vttoth.com/CMS/projects/41-the-lanczos-approximation1 how to get arbitrary...
_From @mbrubake on February 18, 2014 22:44_ Currently still uses inverse_spd/log_determinant_spd which may be less than optimal for large systems. _Copied from original issue: stan-dev/stan#574_
_From @bob-carpenter on February 4, 2015 1:49_ Right now, when external programs use numeric_limits, new `vari` instances are created in the memory arena. This is done by some routines in...
_From @bob-carpenter on November 11, 2014 16:31_ - [ ] density - [ ] `dirichlet_multinomial_lpdf` function - [ ] distribution tests - [ ] model instantiation tests - [ ]...
_From @betanalpha on May 21, 2015 12:55_ In ODE models some components can be solved analytically such that some state components are given in closed form and some need to...
_From @bob-carpenter on June 8, 2015 19:34_ Request from Slawek Smyl via stan-users group: "... please add the Skew Student distribution - it would be very general and useful." The...
## Description I'm opening this as a reference issue for implementing the distribution quantile functions, since there are likely to be quite a few PRs along the way. I'll be...
## Description We should have L1 and L2 norm functions in the Stan language. They have to be implemented in the math library first, which is what this PR is...
## Description As with the unary and binary functions, it would useful to add a framework for vectorising ternary functions (like `fma`, `inc_beta`, and `if_else`). Eigen has a framework `CwiseTernaryOp`...