Add sig_figs option for log_prob.

[tillahoffmann]

Submission Checklist

• Run unit tests
• Declare copyright holder and open-source license: see below

Summary

Add sig_figs option to the log_prob method, e.g., for checking manual gradients to higher precision. I have added tests that compare with a literal string of the expected digits because estimating the number of digits from a float can be fiddly.

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): Harvard University

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)

[WardBrian]

Thanks, this being missing was definitely an oversight.

A couple (small) things:

[tillahoffmann]

Thanks for the speedy input. It looks like there's something up with the cached precompiled header, but I couldn't figure out the root cause.

[WardBrian]

Yeah, I think we want to delete the cached precompiled header each time. I made the change here: 4bc77be in #691

It's odd this wasn't an issue until a couple weeks ago I first noticed it with the github runners.

[codecov-commenter]

Codecov Report

Merging #692 (6365fda) into develop (b5d7484) will decrease coverage by 0.13%.
The diff coverage is n/a.

@@             Coverage Diff             @@
##           develop     #692      +/-   ##
===========================================
- Coverage    80.03%   79.90%   -0.13%     
===========================================
  Files           72       48      -24     
  Lines        10962     7312    -3650     
===========================================
- Hits          8773     5843    -2930     
+ Misses        2189     1469     -720     

see 26 files with indirect coverage changes

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