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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...
Can we expose these but for cholesky factors since Stan doesn't have LDLt decomp?
Stan math contains numerically stable versions of functions in error prone areas such as `log1p`, I suggest wrapping Boost's implementations of `cospi()`, `sinpi()`, `tanpi()`. These are useful when the input...
## Description `scale_matrix_exp_multiply(t, A, B)` doesn't always equal `matrix_exp(tA) * B`. Might be a precision issue, where `scale_matrix_exp_multiply` does some sort of approximation and therefore doesn't give same result as...
## Description The function `scale_matrix_exp_multiply` (and `matrix_exp_multiply`) appear to be having a bug. The results of these functions are not (always) identical to what one gets by using `matrix_exp` and...
## Description A few tests in our non-prob unit tests take an extraordinarily long amount of time to run. We currently run 5005 tests in the Full Unit tests on...
## Description The distribution tests on develop currently run for 12h. The recently added varmat signatures basically added a x2 testing burden but the distribution tests were unsustainable even before...
## Description When we do CDF regressions, the order statistic pdf updates the target density with the appropriate change of variables. There are 2 possible parameterizations. One involving the k_th...
## Description I'm working on some of the testing stuff for sparse matrices and had a quick Q. For a sparse matrix, how should we handle functions where an input...
## Description We would like to have an orthonormal matrix type for constrained variables in Stan. That requires defining the transform and its inverse plus log Jacobian determinant in the...
## Summary This pull request implements the 5-parameter variant of the DDM by adding two new functions: `ddm_lpdf()` and `ddm_lcdf()`. This pull request addresses [issue #2584: Adding 5-Parameter Drift Diffusion...
