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feature/issue 2736 add gp covfun to lang #2758

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@drezap
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commented May 14, 2019

Submission Checklist

  • Run unit tests: make ......./gp_regression_test.stan
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

Add the GP covariance functions to the language (primitives of some popular materns, a dot product, and the periodic)

Intended Effect

New covariance functions.

How to Verify

Side Effects

Documentation

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):

Copyright 2019 Andre Zapico

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

@drezap

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commented May 14, 2019

Can I have a review please?

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commented May 18, 2019

This has been sitting here a while. The bugs in the last merged and reverted (PR #2739) were fixed in stan-dev/math (PR #1176).

If there's any doubt that this won't compile one can clone and run: make test/test-models/good/function-signatures/math/matrix/gp_regression_test

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commented Jun 27, 2019

Heeyyy are we ever going go release this?

@bob-carpenter

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commented Jun 28, 2019

Sorry this languished. We need to be better at getting PRs through. Feel free to ping one or more relevant people via email as not reviewing something this simple is usually just an oversight.

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Thanks. Looks great. Could you open an issue on the docs repo to add this to the docs? Thanks.

@bob-carpenter bob-carpenter merged commit 43969f9 into stan-dev:develop Jun 28, 2019

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commented Jun 28, 2019

Got it, I'll look at doing docs this weekend. Thanks

@serban-nicusor-toptal serban-nicusor-toptal added this to the 2.20.0 milestone Jul 18, 2019

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