stan-dev / stan-dev/docs

`gaussian_dlm_obs` summary does not state if sequential processing is used

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Description

When V is a vector sequential processing is used. This should be explicit in the first paragraph. Right now it just says that a more effecient processing can be used when V is a diagonal matrix. So the user does not know if Stan ever does this sequential processing or only if a diagonal matrix is supplied. In fact, it is used only when V is a vector see https://github.com/stan-dev/math/blob/c0de977b5a3c701b1e71c4f7a15d806b0159d4c6/stan/math/prim/prob/gaussian_dlm_obs_lpdf.hpp#L40

Doc is at https://mc-stan.org/docs/2_26/functions-reference/gaussian-dynamic-linear-models.html#ref-DurbinKoopman:2001

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Research direction

Open the gaussian dynamic linear models section at the linked Functions Reference page and compare its first paragraph with stan/math/prim/prob/gaussian_dlm_obs_lpdf.hpp around line 40. Update the summary so it explicitly distinguishes vector V, which uses sequential processing, from diagonal-matrix processing; the documentation is done when that behavior is unambiguous.

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Assessment

Tech stack
tex
Domain
documentation
Issue type
Documentation
Difficulty
1/5
Estimated time
Under an hour
Activity status
Stale
Clarity
Clearly specified
Newbie friendliness
68/100

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