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Feature/3146 laplace approx #3148
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…re/3146-laplace-approx
…-dev/stan into feature/3146-laplace-approx
link to issue #3146 |
mitzimorris
approved these changes
Oct 21, 2022
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code and unit test look good.
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Submission Checklist
./runTests.py src/test/unit
make cpplint
COULD NOT DO THIS BECAUSE I GET THIS ERROR:Summary
Implements Laplace approximations as a service function for Stan models taking an unconstrained mode and returning draws from the Laplace approximation calculated using the Hessian derived by central finite differences.
Intended Effect
Set up the service function so interfaces can offer Laplace approximation.
How to Verify
Unit tests
Side Effects
No
Documentation
Yes
Copyright and Licensing
Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Simons Foundation
By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses: