Biased urn problem & Wallenius' noncentral hypergeometric distribution

[spinkney]

@mathDR

I would like to apply analytical gradients to help speed things up, but don’t have the best handle on the c++ templating. Is this something you are familiar with?

I can help with this.

To help get started with adding the cpp code and gradients check out

• Gamma distribution quantile and inverse quantile function - #37 by andrjohns
• Hoping for some guidance / help with implementing custom log likelihood and gradient for research project (details below) - #14 by rok_cesnovar
• Vector-valued functions with manual gradients in external C++ - #3 by stevebronder