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Implement jacobian+= statement #1435

Merged
merged 4 commits into from
Jul 9, 2024
Merged

Implement jacobian+= statement #1435

merged 4 commits into from
Jul 9, 2024

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WardBrian
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@WardBrian WardBrian commented Jul 1, 2024

Implements https://github.com/stan-dev/design-docs/blob/master/designs/0034-jacobian.md

This required some trickery because jacobian is not yet a reserved word, but it isn't too bad IMO. The comments TODO(2.38) identify locations where this is being done.

Closes stan-dev/stan#1289
Closes #979

Submission Checklist

  • Run unit tests
  • Documentation
    • If a user-facing facing change was made, the documentation PR is here: TBD

Release notes

Added the jacobian += statement, an analogue of target += but which can be conditionally disabled by Stan's algorithms when a unadjusted estimate is required.

Copyright and Licensing

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the BSD 3-clause license (https://opensource.org/licenses/BSD-3-Clause)

@WardBrian WardBrian added the feature New feature or request label Jul 1, 2024
@WardBrian WardBrian requested review from SteveBronder and nhuurre July 1, 2024 16:20
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@WardBrian WardBrian merged commit 27aac06 into master Jul 9, 2024
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@WardBrian WardBrian deleted the jacobian-plus-equal branch July 9, 2024 16:10
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Inconsistency of allowing target+= increment_log_jacobian in transformed parameters
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