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Also tie this in to how generated quantities work, in particular for _lupdf.
To do this, we'd have to explain how the C++ class worked and how propto=true vs. propto=false works. If we exposed propto in our user-defined functions, then we'd have to define this (and I think it would be nice if we could so that we could define proper _lupdf and _lpdf versions. It might make most sense to put this description in the reference manual.
Summary:
In the User's Guide chapter on efficiency, we should discuss the tradeoff between evaluating
propto=true
withdouble
and autodiff variables.Description:
The issue is that
propto=true
requires us to compute autodiff in order to drop normalizing constant calculations (we drop ones that aren't autodiff vars)propto=false
requires computation of normalizing constants overdouble
, but no autodiffFor
double
input, either of these can be faster depending on how expensive the normalizing constants are to computeCurrent Version:
v2.32
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