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Fast autodiff.
Right now we have an efficient matrix multiplication operation that admits expression template arguments but it only works for functions and not for operator overloading. Investigate this issue and see...
Comparison operators are very bad for autodiff because they admit the construction of discontinuous functions. Equals operators are particularly bad because they can't even be tested with finite differences, as...
What should we do with domain errors? The easiest solution would be to use std::nan() for the values and gradients, but then errors could not be traced back to their...
Finish up a first draft of the manual, - [x] Automatic Differentiation - [ ] Implementation - [x] Using Nomad - [x] Nomad Reference Guide Should we have a separate...
One of the nice things about the new autodiff system is that it incorporates operands and partials directly, which will make implementing functions and implementing distributions identical. An immediate feature...
Miscellaneous special functions that have been implemented in Stan, some requiring the Boost libraries and some requiring the polygamma functions #3. - [ ] bessel_first_kind - [ ] bessel_second_king -...