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RStan, the R interface to Stan
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Provide functions in rstan to return the Hessian and Hessian-vector product of a model. #587

Open rgiordan opened 5 years ago

rgiordan commented 5 years ago

Summary:

Once the stan::model class has implemented Hessians and Hessian-vector products, expose them in the rstan modelfit class. See https://github.com/stan-dev/stan/issues/2692.

Description:

See above. Note that I am working on this.

Reproducible Steps:

There are no steps to reproduce. I am filing this issue as the first step towards contributing a change as requested (here)[https://github.com/stan-dev/stan/wiki/Developer-process-overview].

Current Output:

N/A

Expected Output:

N/A

RStan Version:

2.18.1

R Version:

R version 3.4.4 (2018-03-15)

Operating System:

Ubuntu 16.04

rgiordan commented 5 years ago

A draft PR that accomplishes this is in https://github.com/stan-dev/rstan/pull/590.