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Provide functions in rstan to return the Hessian and Hessian-vector product of a model. #587

@rgiordan

Description

@rgiordan

Summary:

Once the stan::model class has implemented Hessians and Hessian-vector products, expose them in the rstan modelfit class. See stan-dev/stan#2692.

Description:

See above. Note that I am working on this.

Reproducible Steps:

There are no steps to reproduce. I am filing this issue as the first step towards contributing a change as requested (here)[https://github.com/stan-dev/stan/wiki/Developer-process-overview].

Current Output:

N/A

Expected Output:

N/A

RStan Version:

2.18.1

R Version:

R version 3.4.4 (2018-03-15)

Operating System:

Ubuntu 16.04

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