Provide functions in rstan to return the Hessian and Hessian-vector product of a model.
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Description
Summary:
Once the stan::model class has implemented Hessians and Hessian-vector products, expose them in the rstan modelfit class. See https://github.com/stan-dev/stan/issues/2692.
Description:
See above. Note that I am working on this.
Reproducible Steps:
There are no steps to reproduce. I am filing this issue as the first step towards contributing a change as requested (here)[https://github.com/stan-dev/stan/wiki/Developer-process-overview].
Current Output:
N/A
Expected Output:
N/A
RStan Version:
2.18.1
R Version:
R version 3.4.4 (2018-03-15)
Operating System:
Ubuntu 16.04
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the rstan modelfit class and review the linked Stan issue 2692 for the Hessian and Hessian-vector product support in stan::model. Done means exposing corresponding functions through modelfit, with behavior aligned to the underlying Stan implementation; the issue names no tests or specific files.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- api
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100