Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Feature/issue 587 expose hessians #590

Open
wants to merge 12 commits into
base: develop
Choose a base branch
from

Conversation

rgiordan
Copy link

This PR is to clarify and focus conversation on #587.

Summary:

Expose Hessian methods of the stan model in the stanfit object.

Intended Effect:

Provide the functions rstan::hessian_log_prob and rstan::hessian_times_vector_log_prob that work analogously to rstan::grad_log_prob.

How to Verify:

TBD with the help of the Stan team.

Side Effects:

None.

Documentation:

TBD with the help of the Stan team.

Reviewer Suggestions:

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):

Ryan Giordano

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

@rgiordan
Copy link
Author

This depends on stan-dev/stan#2701.

@stan-buildbot
Copy link

Can one of the admins verify this patch?

@jgabry
Copy link
Member

jgabry commented Nov 30, 2020

Looks like this old PR is still open. @bgoodri @rgiordan Is this still a work in progress or should this be closed?

@rgiordan
Copy link
Author

rgiordan commented Dec 7, 2020

This particular PR is surely out of date. I do think it would be great to have some clarity over whether Stan might support exposing these methods even if in the future.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

3 participants