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Feature/issue 2692 expose hessian methods #2701

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rgiordan
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Submission Checklist

  • Run unit tests: ./runTests.py src/test/unit
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

Create analogues of stan::model::log_prob_grad for the stan::math::hessian and stan::math::hessian_vector_product functions.

Intended Effect

How to Verify

This question under investigation.

Side Effects

None.

Documentation

In the code.

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
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I could use some help from the Stan team setting up the unit tests and getting the headers right.

Previously I have been testing this functionality with rstan, but because of stan-dev/rstan#588 I cannot test this branch that way, so I'm not actually currently sure that the PR works.

@rok-cesnovar
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Closing stale stan-dev/stan pull requests. This one has been stale for 2+ years and has a lot of unresolved conflicts. Feel free to reopen if you wish to continue on this.

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3 participants