Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Provide functions in rstan to return the Hessian and Hessian-vector product of a model. #587

Open
rgiordan opened this issue Nov 15, 2018 · 1 comment

Comments

@rgiordan
Copy link

Summary:

Once the stan::model class has implemented Hessians and Hessian-vector products, expose them in the rstan modelfit class. See stan-dev/stan#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
Copy link
Author

A draft PR that accomplishes this is in #590.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant