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Log Riemann Zeta plus Zipf distribution #551

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bob-carpenter opened this issue Feb 12, 2014 · 1 comment
Closed

Log Riemann Zeta plus Zipf distribution #551

bob-carpenter opened this issue Feb 12, 2014 · 1 comment

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@bob-carpenter
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It'd be nice to have the Zipf distribution in Stan:

See: http://mathworld.wolfram.com/ZipfDistribution.html

The pmf is involves the Riemann zeta function, which is available from Boost:

http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/zetas/zeta.html

so we could add it directly with auto-diff. But auto-diffing these numerical
approximations to functions isn't ideal.

Plus, we really need log_zeta for Stan, and then we'd want a direct scheme
for evaluating both

log(zeta(s)

and

  d/ds log(zeta(s)) = 1/zeta(s) d/ds zeta(s).
@syclik syclik modified the milestones: v2.3.0, Future May 15, 2014
@syclik syclik removed the C++ API label Sep 19, 2014
@syclik
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syclik commented Jul 6, 2015

This issue was moved to stan-dev/math#28

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