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Adding 5-Parameter Drift Diffusion Model (DDM) PDF and CDF to Stan Math

1

## Description Ratcliff's Diffusion Decision Model (DDM) is a popular model for jointly modelling binary responses and their associated response times. The DDM exists in several parameterizations, and currently Stan...

kendalfoster

unit_vector transform should work with zero-length unconstrained

3

## Description Unit vector transforms should work with a zero-length unconstrained vector. ## Example The size-1 unit vector is just a constant `[1]'`. This should be the result of transforming...

bob-carpenter

quad_form_diag derivatives

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Provide a reverse-mode specialization for `quad_form_diag`.

spinkney

## Description After #2559 is merged, it'd be nice to refactor the implementations. * [ ] Single Jacobian-templated implementation. Those are going to look as follows. ``` template inline auto...

bob-carpenter

optimization

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## Summary Optimize kernel generator so it can use `matrix_cl`'s move assignment where possible instead of copying the data. ## Tests Added a test to check that the new optimization...

t4c1

matrix normal distribution

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Implement one or more forms of the matrix normal distribution. The general distribution is of the form ``` matrix_normal(matrix[N, P] y | matrix[N, P] mu, cov_matrix[N, N] SigmaRow, cov_matrix[P, P]...

syclik

Update `multi_normal` to call `multi_normal_cholesky` after the cholesky

1

The `multi_normal` lpdf relies on autodiff but the `multi_normal_cholesky` has derivatives. It makes sense to just call `multi_normal_cholesky` once the Cholesky decomposition is taken of the covariance matrix in the...

spinkney

Deducing Return type for new matrix when no inputs are matrix<var> or var<matrix>

3

## Description For the `var` our current rules are that if any of the inputs are `var` the output will also be `var`. But there's several functions like `pow()` which...

SteveBronder

Having a logger with levels?

2

## Description I think it would be nice to have a global logger or something of the sort that only does certain checks if a log level is set. This...

SteveBronder

Fix include orders to make sure specializations are used in classes

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## Description We need to be more careful with our include orders when constructing classes. A good example is in the [`accumulator`](https://github.com/stan-dev/math/blob/develop/stan/math/prim/fun/accumulator.hpp) class where we call `stan::math::sum()`. On develop, the...

SteveBronder