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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
The text was updated successfully, but these errors were encountered:
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.
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:
The text was updated successfully, but these errors were encountered: