Edward A. Roualdes

#### Summary: Tail effective sample size (ESS) is one of the latest [convergence diagnostics](https://arxiv.org/abs/1903.08008). While the packages RStan, posterior, and ArviZ use this new calculation, Stan/CmdStan does not yet. Tail...

Add Rhatv5

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#### Summary: Rhatv5 is one of the latest [convergence diagnostics](https://arxiv.org/abs/1903.08008). While the packages RStan, posterior, and ArviZ use this new calculation, Stan/CmdStan does not yet. The following functionality needs to...

Add functions to write hessian vector products into an array

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The functions 1. [`stan::math::internal::finite_diff_hessian_times_vector_auto()`](https://github.com/stan-dev/math/blob/9f2689e920f41cec1de74fc673cb4b99e20623ba/stan/math/rev/functor/finite_diff_hessian_times_vector_auto.hpp#L44) 2. [`stan::math::hessian_times_vector()`](https://github.com/stan-dev/math/blob/9f2689e920f41cec1de74fc673cb4b99e20623ba/stan/math/mix/functor/hessian_times_vector.hpp#L13C1-L18C73) accept the hessian vector product (hvp or Hv, respectively) as an `Eigen::VectorXd&` out parameter. Similar to issue #2739, it would benefit [BridgeStan](https://github.com/roualdes/bridgestan/blob/8b216c8dcf595503fa4331287d8c8697834f765f/src/model_rng.cpp#L287) to allow...

Testing against known models, use mcse instead of absolute tolerance

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Consider the scenario of testing a sampler against a model where we know the expectations (e.g. any Normal model). The Metropolis sampler has tests along the lines of ``` model...