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Implement analytical solutions to PMFs directly in the stan code #100

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seabbs opened this issue Sep 21, 2024 · 1 comment
Open
3 tasks

Implement analytical solutions to PMFs directly in the stan code #100

seabbs opened this issue Sep 21, 2024 · 1 comment
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enhancement New feature or request

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@seabbs
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seabbs commented Sep 21, 2024

Currently we also drop down to the CDF solutions but there is likely a significant speed up available (due to reducing cdf calls) in directly implementing the analytical solutions for the PMFs.

We should:

  • Check the equations to make sure we do indeed expect a speedup
  • Implement the PMFs in stan
  • unit test PMFs against CDFs
@seabbs
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seabbs commented Oct 4, 2024

I think in the first instance we only need to do this for the vectorised helpers as this is where the most obvious speed up will be and its also where performance is most critical.

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