We now have in Stan two functions meant to appear on the rhs of
target +=, but which don’t behave as conventionals lpdf’s:
hmm_marginal. The prototype embedded Laplace approximations behave similarly.
Currently, in the documentation, log mix is under REAL-VALUED BASIC FUNCTION > Composed Functions. I could create a similar section under Matrix operations for
hmm_marginal. But it might be appropriate to add an Additional Distributions or Additional log densities section, following the discrete and continuous distributions sections.