Hi @andrjohns ,
Thank you so much for working on this. I really appreciate it.
I am working on two projects where pFq turns up. One on N-mixture models that uses pFq and one on local adaptation which uses 1F1. It would be extremely helpful to have both pFq and 1F1 functions. I wrote my own implementation here, but they are very slow.
If you are looking for a case study that uses pFq, I can provide my code on the N-mixture model. These models are widely used in ecology. Having native implementation of pFq and grad_pFq in Stan would speed up these models by orders of magnitude.