Expose multi student t cholesky

stan-dev / stanc3

The Stan transpiler (from Stan to C++ and beyond).

BSD 3-Clause "New" or "Revised" License

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Expose multi student t cholesky #1197

Closed spinkney closed 2 years ago

spinkney commented 2 years ago

Submission Checklist

[x] Run unit tests
Documentation
- [x] If a user-facing facing change was made, the documentation PR is here: https://github.com/stan-dev/docs/pull/530

Release notes

Added multi_student_t_cholesky_lpdf and multi_student_t_cholesky_rng distribution functions.

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 commented 2 years ago

Hi @spinkney - the expression tests failing here means the function is evaluating it's argument (an eigen expression in this case) more than once per call - it looks like it's happening 3 times. I believe this needs to be changed on the C++ side

spinkney commented 2 years ago

@WardBrian I believe this is ready to be merged