stan-dev / stan-dev/math

A log_add_exp function that returns containers

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@MichaScant is already working on this.

Since Nov 18, 2024.

feature good first issue new function
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C++
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Description

It would be nice to have a function that works like log_sum_exp but elementwise, so the return was also a container.

I have a similar issue with log_sum_exp where I wanted it to vector[n] a = log_sum_exp(vector[n] b, vector[n] c) across each element, however it doesn't do this type of elementwise sum. Maybe if we had a log_add_exp which I've seen in other languages.

Originally posted by @spinkney in https://github.com/stan-dev/docs/issues/832#issuecomment-2478728469

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