Add option to output Hessian, disable LP calculations in Laplace #3261
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Submission Checklist
./runTests.py src/test/unit
make cpplint
Summary
Closes #3215
Closes #3260
Intended Effect
This adds two new options to the laplace approximation service function. The first is a boolean
calculate_lp
, similar to #3249The second is a structured writer which will save the result of the evaluation at the mode, namely it will produce a JSON file like
How to Verify
Tests added
Side Effects
I left the existing function for backwards compatibility. The above arguments default to
true
and a no-op writer, respectively.Documentation
Added inline documentation, online doc will come with the cmdstan PR.
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):
Simons Foundation
By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses: