|Re: [eigen] Stan project using Eigen|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Stan project using Eigen
- From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
- Date: Wed, 10 Oct 2012 19:51:30 +0200
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congratulation for the release. I added a link in our project list.
Is there a simple example of using stan/agrad? I could not find
anything in the manual.
On Fri, Oct 5, 2012 at 7:49 PM, Bob Carpenter <carp@xxxxxxxxxxx> wrote:
> Speaking of the projects that use Eigen list...
> We finally released the official version of Stan,
> our BSD-licensed statistical model compiler and C++ API:
> The multivariate component for vector, row vector and
> matrix data types, operations and solvers is all Eigen.
> Stan also depends on Boost, but is otherwise dependency
> free (other than Google Test for the unit tests).
> It includes, among other things, an extensible implementation
> of reverse-mode automatic (algorithmic) differentiation
> for calculating gradients of matrix operations and solvers,
> with a wide range of special functions and probability functions.
> We haven't yet solved the mixed-operation type problem, so right
> now the code has a combination of hand-unrolled basic matrix
> operations and promoting non-variable arguments to auto-dif
> variables where necessary in solvers.
> - Bob