Prototype embbeded Laplace approximation

@stevebronder

If I wanted to access the latest working development branch with Stan’s embedded Laplace approximation, what branches of stan-math and stanc3 would I need to download? Also, we put together some documentation a bit ago, do you know which branch of stan-doc I would need?

(p.s. is the API documented in the docs still correct or does it need to be updated? I take it we have a few more control parameters for the internal Newton solver but I’m not sure which ones we decided to expose.)

The main development branches contain the laplace approximation as it was pre-2.37 rc window. Steve’s changes since then are all in GitHub - stan-dev/math at fix/wolfe-zoom1

Steve recently updated the math signatures for the tol versions, which will need to be updated in the compiler. But the non-tol versions you should be able to use the nightly compiler (the one that gets downloaded whenever you make clean && make build). Updating the compiler’s tol versions is on my to-do list for next week

Yes @charlesm93 once we have everything good to go in the math library Brian is going to update the compiler and then I’ll ping you.