add +Jacobian adjustment option for optimization

[bob-carpenter]

Summary:

Add a new argument to optimization methods to allow inclusion of Jacobian in order to produce the maximum a posteriori (MAP) estimate in addition to the existing penalized maximum likelihood estimate.

Description:

Add a new argument

• jacobian: boolean valued, default false, indicating whether to include Jacobian in log density target

Expected Output:

This is testable with a constrained parameter that induces a Jacobian adjustment. A simple one like a single positive-constrained value is easy to test.

Other information

This will have to be staged after an upgrade to optimization service functions in Stan, which in turn require an update to the optimization functions.

Current Version:

v2.30.1

[mitzimorris]

stan-dev/stan#3152

[mitzimorris]

Also update CmdStan User's Guide.