Documentation for gradlogpdf

[cgarling]

Thanks for your work maintaining this package. Quick question: I see that gradlogpdf is tested in test/gradlogpdf.jl but I do not see the method in the documentation. Is gradlogpdf considered part of the public API? If so, it should have a docstring right?

[mschauer]

First of all, withholding docstrings for functions that are not part of the public API is bad policy, also non-trivial internal functions need documentation in form of docstrings. Second, gradlogpdf is widely adopted, so we cannot make breaking changes to it without consideration, https://juliahub.com/ui/Search?q=gradlogpdf&type=code

Adding a docstring is a good idea.