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Expose std_normal_log_qf #1258

Merged
merged 2 commits into from
Oct 17, 2022
Merged

Expose std_normal_log_qf #1258

merged 2 commits into from
Oct 17, 2022

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WardBrian
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@WardBrian WardBrian commented Oct 13, 2022

Closes #1213. For the time being this is just exposed as a "normal" function. As we add more it will make more sense to categorize them into a new suffix type in our distribution list.

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Added quantile functions (inverse-CDFs) std_normal_qf and std_normal_log_qf. std_normal_qf is a synonym for inv_Phi, and std_normal_log_qf is the same but with the input on the log-scale.

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The latter is just a synonym for inv_Phi
@WardBrian WardBrian added the feature New feature or request label Oct 13, 2022
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Expression tests are failing due to std_normal_qf not really existing in Math, see stan-dev/math#2824

@WardBrian WardBrian merged commit cf8fd0a into master Oct 17, 2022
@WardBrian WardBrian deleted the feature/std-normal-qf branch October 17, 2022 13:23
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Expose std_normal_log_qf
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