/stan_numerical_solvers

Studying numerical solvers (mainly ODE) in Stan.

Primary LanguageR

Experiments with numerical solvers in Stan (mostly ODE)

  • case_study_num - a draft study with ODE and PDE solvers (see draft)
  • case_study_ode - a case study with ODE solvers (using cmdstanr and the "new" ODE interface of Stan)
  • case_study_ode_rstan - a case study with ODE solvers (using rstan)
  • benchmark_vec - speed comparison between a vectorized and non-vectorized way of computing likelihood of an ODE model (using cmdstanr and the "new" ODE interface of Stan)
  • max_num_steps_reached - studying ODE solver and Stan sampler behaviour when max_num_steps is reached