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Add functors for the embedded Laplace approximation #1513
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Typechecking for laplace_marginal is in principle done but needs a lot of care for better error messages
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #1513 +/- ##
==========================================
+ Coverage 89.60% 89.76% +0.15%
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Files 66 66
Lines 9707 9895 +188
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+ Hits 8698 8882 +184
- Misses 1009 1013 +4
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Currently failing
Ok, I think this is pretty much ready on the compiler side. There are a few things that need attention in the codegen or underlying C++:
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As of stan-dev/math@80904889a2, this is now passing CI |
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This is a draft until stan-dev/math#3097 is updated and merged. It could probably also do with some more code-gen tests.
Similar to reduce_sum, these functions have too many rules to fit into the general variadic framework, so they have custom typechecking and errors, which make up most of this PR.
Closes #1511
Submission Checklist
Release notes
Added new functions for the embedded Laplace approximation.
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license the submitted work under the BSD 3-clause license (https://opensource.org/licenses/BSD-3-Clause)