update manual to include new GP covariance functions

[drezap]

Summary:

Descriptions about how to use new covariance functions.

Description:

Additions IBNLT

1. combining kernels,
2. ARD: de-mystify, how to use new implementation
3. new functions and their properties
4. more examples that are currently in there (something with periodic/matern/dot product).
5. Computational limits of GPs in Stan (wrt to Stan's autodiff, etc).

More generally, try to forecast errors that new users of GPs will have, so we can document properly. Disambiguation.

I'll update as I think of stuff, this is a place holder.

Current Version:

v2.19.0

[bob-carpenter]

Thanks for adding this so we don't forget. I think the location of the docs may be in flux---@seantalts was talking about moving the reference manual and functions reference back into stan-dev/stan.

[bbbales2]

The function reference is missing docs for:

gp_exp_quad_cov, gp_matern52_cov, gp_periodic_cov, gp_dot_prod_cov, gp_matern32_cov, and gp_exponential_cov

[drezap]

Yeah this is waiting on me.

…

On Wednesday, September 25, 2019, Ben Bales ***@***.***> wrote: The function reference is missing docs for: gp_exp_quad_cov, gp_matern52_cov, gp_periodic_cov, gp_dot_prod_cov, gp_matern32_cov, and gp_exponential_cov — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <https://github.com/stan-dev/stan/issues/2744?email_source=notifications&email_token=ACY543DHBXZI2JNXRZPYEU3QLKOONA5CNFSM4HAKXXO2YY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOD7QC4GI#issuecomment-534785561>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ACY543DBQH343Y7ZF37CRRLQLKOONANCNFSM4HAKXXOQ> .

-- Best, Andre Zapico