Merge branch 'master' into deprecation-policy-update

Author: WardBrian

src/functions-reference/binary_distributions.Rmd

@@ -264,3 +264,22 @@ The log Bernoulli probability mass of y given chance of success
 The log Bernoulli probability mass of y given chance of success
 `inv_logit(alpha + x * beta)` dropping constant additive terms.
 `r since("2.25")`
+
+<!-- array[] int; bernoulli_logit_glm_rng; (matrix x, vector alpha, vector beta); -->
+\index{{\tt \bfseries bernoulli\_logit\_glm\_rng  }!{\tt (matrix x, vector alpha, vector beta): array[] int}|hyperpage}
+
+`array[] int` **`bernoulli_logit_glm_rng`**`(matrix x, vector alpha, vector beta)`<br>\newline
+Generate an array of Bernoulli variates with chances of success
+`inv_logit(alpha + x * beta)`; may only be used in transformed data and generated
+quantities blocks.
+`r since("2.29")`
+
+
+<!-- array[] int; bernoulli_logit_glm_rng; (row_vector x, vector alpha, vector beta); -->
+\index{{\tt \bfseries bernoulli\_logit\_glm\_rng  }!{\tt (row\_vector x, vector alpha, vector beta): array[] int}|hyperpage}
+
+`array[] int` **`bernoulli_logit_glm_rng`**`(row_vector x, vector alpha, vector beta)`<br>\newline
+Generate an array of Bernoulli variates with chances of success
+`inv_logit(alpha + x * beta)`; may only be used in transformed data and generated
+quantities blocks.
+`r since("2.29")`

src/functions-reference/deprecated_functions.Rmd

@@ -50,7 +50,8 @@ $$ 1.0 / 2.0 = 0.5 $$
 
 *Replacement*: Use the integer division operator `operator%/%` instead.
 
-## integrate_ode_rk45, integrate_ode_adams, integrate_ode_bdf ODE integrators {#functions-old-ode-solver}
+
+## integrate_ode_rk45, integrate_ode_adams, integrate_ode_bdf ODE Integrators {#functions-old-ode-solver}
 
 These ODE integrator functions have been replaced by those described in:
 
@@ -201,7 +202,7 @@ with values consisting of solutions at the specified times.
 The sizes must match, and in particular, the following groups are of
 the same size:
 
-  *   state variables passed into the system function,  derivatives
+*   state variables passed into the system function,  derivatives
 returned by the system function, initial state passed  into the
 solver, and rows of the return value of the solver,
 
@@ -210,3 +211,65 @@ solver,
 
 *   parameters, real data and integer data passed to the solver will
 be passed to the system function
+
+
+## Exponentiated quadratic covariance functions {#cov_exp_quad}
+
+These covariance functions have been replaced by those described in:
+
+```{r results='asis', echo=FALSE}
+if (knitr::is_html_output()) {
+  cat(' * <a href="gaussian-process-covariance-functions.html">Gaussian Process Covariance Functions</a>\n')
+}
+```
+
+With magnitude $\alpha$ and length scale $l$, the exponentiated quadratic kernel is:
+
+$$
+k(x_i, x_j) = \alpha^2 \exp \left(-\dfrac{1}{2\rho^2} \sum_{d=1}^D (x_{i,d} - x_{j,d})^2 \right)
+$$
+
+<!-- matrix; cov_exp_quad; (row_vectors x, real alpha, real rho); -->
+\index{{\tt \bfseries cov\_exp\_quad }!{\tt (row\_vectors x, real alpha, real rho): matrix}|hyperpage}
+
+`matrix` **`cov_exp_quad`**`(row_vectors x, real alpha, real rho)`<br>\newline
+The covariance matrix with an exponentiated quadratic kernel of x.
+`r since("2.16, deprecated since 2.20, scheduled for removal in 2.32")`
+
+<!-- matrix; cov_exp_quad; (vectors x, real alpha, real rho); -->
+\index{{\tt \bfseries cov\_exp\_quad }!{\tt (vectors x, real alpha, real rho): matrix}|hyperpage}
+
+`matrix` **`cov_exp_quad`**`(vectors x, real alpha, real rho)`<br>\newline
+The covariance matrix with an exponentiated quadratic kernel of x.
+`r since("2.16, deprecated since 2.20, scheduled for removal in 2.32")`
+
+<!-- matrix; cov_exp_quad; (array[] real x, real alpha, real rho); -->
+\index{{\tt \bfseries cov\_exp\_quad }!{\tt (array[] real x, real alpha, real rho): matrix}|hyperpage}
+
+`matrix` **`cov_exp_quad`**`(array[] real x, real alpha, real rho)`<br>\newline
+The covariance matrix with an exponentiated quadratic kernel of x.
+`r since("2.16, deprecated since 2.20, scheduled for removal in 2.32")`
+
+<!-- matrix; cov_exp_quad; (row_vectors x1, row_vectors x2, real alpha, real rho); -->
+\index{{\tt \bfseries cov\_exp\_quad }!{\tt (row\_vectors x1, row\_vectors x2, real alpha, real rho): matrix}|hyperpage}
+
+`matrix` **`cov_exp_quad`**`(row_vectors x1, row_vectors x2, real alpha, real rho)`<br>\newline
+The covariance matrix with an exponentiated quadratic kernel of x1 and
+x2.
+`r since("2.18, deprecated since 2.20, scheduled for removal in 2.32")`
+
+<!-- matrix; cov_exp_quad; (vectors x1, vectors x2, real alpha, real rho); -->
+\index{{\tt \bfseries cov\_exp\_quad }!{\tt (vectors x1, vectors x2, real alpha, real rho): matrix}|hyperpage}
+
+`matrix` **`cov_exp_quad`**`(vectors x1, vectors x2, real alpha, real rho)`<br>\newline
+The covariance matrix with an exponentiated quadratic kernel of x1 and
+x2.
+`r since("2.18, deprecated since 2.20, scheduled for removal in 2.32")`
+
+<!-- matrix; cov_exp_quad; (array[] real x1, array[] real x2, real alpha, real rho); -->
+\index{{\tt \bfseries cov\_exp\_quad }!{\tt (array[] real x1, array[] real x2, real alpha, real rho): matrix}|hyperpage}
+
+`matrix` **`cov_exp_quad`**`(array[] real x1, array[] real x2, real alpha, real rho)`<br>\newline
+The covariance matrix with an exponentiated quadratic kernel of x1 and
+x2.
+`r since("2.18, deprecated since 2.20, scheduled for removal in 2.32")`