add one-dimensional integator

[bob-carpenter]

Summary:

Expose one dimensional integrator function from the math library to the language.

/**
 * Return definite integral of specified function between lower bound and upper
 * bound, with specified absolute and relative tolerances.
 * @param f one-dimensional function to integrate
 * @param lb lower bound of integration
 * @param ub upper bound of integration
 * @param theta vector of parameters
 * @param atol absolute tolerance of solution
 * @param rtol relative tolerance of solution
 * @return integral of f between lb and ub
 * @throw if lb, ub, atol, rtol are not finite or if atol and rtol are not positive or if lb > ub
 */
real integrate_definite(fun(real -> real) f, real lb, real ub, vector theta, real atol, real rtol);

The function f must have the signature

real f(real y, vector theta)

and what gets returned is

INTEGRAL_lb^ub  f(y, theta) d.y

See: stan-dev/math#566

Description

This will require a special expression as it takes a function as input.

Current Version:

v2.17.1

[aornugent]

Sorry to pester -is this far from making into the language? Ben's doc looks good.

[seantalts]

Was this fixed by #2627?

[bob-carpenter]

The PR naming and it being merged would indicate that. The code looks complete. I didn't actually try it.

…

On Sep 23, 2019, at 6:14 PM, seantalts ***@***.***> wrote: Was this fixed by #2627? — You are receiving this because you were assigned. Reply to this email directly, view it on GitHub, or mute the thread.

[seantalts]

I've also seen branches reference issues they didn't intend to fully close before too. I think it's a lot easier if the PR just says "Fixes #2466" on it. That syntax is supported by GitHub and will automatically link and close the referenced issue.

[bob-carpenter]

Yes. Can you remind me where that needs to go? I thought it just needed a "fixes #xyz" in one of the commit messages, but I think I've been doing that and not seeing issues close.

…

On Sep 23, 2019, at 6:20 PM, seantalts ***@***.***> wrote: I've also seen branches reference issues they didn't intend to fully close before too. I think it's a lot easier if the PR just says "Fixes #2466" on it. That syntax is supported by GitHub and will automatically link and close the referenced issue. — You are receiving this because you were assigned. Reply to this email directly, view it on GitHub, or mute the thread.

[seantalts]

It should just be able to go in any of the commit messages in a PR https://help.github.com/en/articles/closing-issues-using-keywords On Mon, Sep 23, 2019 at 12:27 PM Bob Carpenter <notifications@github.com> wrote:

…

Yes. Can you remind me where that needs to go? I thought it just needed a "fixes #xyz" in one of the commit messages, but I think I've been doing that and not seeing issues close. > On Sep 23, 2019, at 6:20 PM, seantalts ***@***.***> wrote: > > I've also seen branches reference issues they didn't intend to fully close before too. I think it's a lot easier if the PR just says "Fixes #2466" on it. That syntax is supported by GitHub and will automatically link and close the referenced issue. > > — > You are receiving this because you were assigned. > Reply to this email directly, view it on GitHub, or mute the thread. > — You are receiving this because you commented. Reply to this email directly, view it on GitHub <#2466?email_source=notifications&email_token=AAGET3HWF62JADJ7M4IXA3LQLDVABA5CNFSM4EPVYYBKYY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOD7LOI5I#issuecomment-534176885>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AAGET3FRRXXKZOCZ7E52OULQLDVABANCNFSM4EPVYYBA> .

[bob-carpenter]

Thanks. It was probably user error then if that's how it's supposed to work.

…

On Sep 23, 2019, at 6:30 PM, seantalts ***@***.***> wrote: It should just be able to go in any of the commit messages in a PR https://help.github.com/en/articles/closing-issues-using-keywords On Mon, Sep 23, 2019 at 12:27 PM Bob Carpenter ***@***.***> wrote: > Yes. Can you remind me where that needs to go? I thought it just needed a > "fixes #xyz" in one of the commit messages, but I think I've been doing > that and not seeing issues close. > > > On Sep 23, 2019, at 6:20 PM, seantalts ***@***.***> wrote: > > > > I've also seen branches reference issues they didn't intend to fully > close before too. I think it's a lot easier if the PR just says "Fixes > #2466" on it. That syntax is supported by GitHub and will automatically > link and close the referenced issue. > > > > — > > You are receiving this because you were assigned. > > Reply to this email directly, view it on GitHub, or mute the thread. > > > > — > You are receiving this because you commented. > Reply to this email directly, view it on GitHub > <#2466?email_source=notifications&email_token=AAGET3HWF62JADJ7M4IXA3LQLDVABA5CNFSM4EPVYYBKYY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOD7LOI5I#issuecomment-534176885>, > or mute the thread > <https://github.com/notifications/unsubscribe-auth/AAGET3FRRXXKZOCZ7E52OULQLDVABANCNFSM4EPVYYBA> > . > — You are receiving this because you were assigned. Reply to this email directly, view it on GitHub, or mute the thread.

[mcol]

Fixed by #2627.