update docs and cleanup signatures for laplace. Put internal functions in internal namespace

Author: SteveBronder

doxygen/doxygen.cfg

@@ -2741,3 +2741,38 @@ MSCGEN_TOOL            =
 # command).
 
 MSCFILE_DIRS           =
+
+ALIASES += laplace_options="\
+\param[in] tolerance controls the convergence criterion when finding the mode in the Laplace approximation. \
+\param[in] max_num_steps maximum number of steps before the Newton solver breaks and returns an error. \
+\param[in] hessian_block_size Block size of Hessian of log likelihood w.r.t latent Gaussian variable theta. \
+\param[in] solver Type of Newton solver. Each corresponds to a distinct choice of B matrix (i.e. application SWM formula): \
+1. computes square-root of negative Hessian. \
+2. computes square-root of covariance matrix. \
+3. computes no square-root and uses LU decomposition. \
+\param[in] max_steps_line_search Number of steps after which the algorithm gives up on doing a line search. If 0, no linesearch. \
+"
+
+ALIASES += laplace_common_template_args="\
+ \tparam ThetaVec A type inheriting from `Eigen::EigenBase` with dynamic sized rows and 1 column. \
+ \tparam CovarFun A functor with an `operator()(CovarArgsElements..., {TrainTupleElements...| PredTupleElements...})` \
+ method. The `operator()` method should accept as arguments the \
+ inner elements of `CovarArgs`. The return type of the `operator()` method \
+ should be a type inheriting from `Eigen::EigenBase` with dynamic sized \
+ rows and columns. \
+ \tparam CovarArgs A tuple of types to passed as the first arguments of `CovarFun::operator()`\
+"
+
+ALIASES += laplace_common_args="\
+\param[in] theta_0 the initial guess for the Laplace approximation. \
+\param[in] covariance_function a function which returns the prior covariance. \
+\param[in] covar_args arguments for the covariance function. \
+"
+
+ALIASES += msg_arg="\
+\param[in, out] msgs stream for messages from likelihood and covariance \
+"
+
+ALIASES += rng_arg="\
+\param[in, out] rng Random number generator \
+"

stan/math/mix/functor/laplace_base_rng.hpp

@@ -22,27 +22,14 @@ namespace math {
  * To sample the "original" theta's, set pred_tuple = train_tuple.
  * @tparam LLFunc Type of likelihood function.
  * @tparam LLArgs Tuple of arguments types of likelihood function.
- * @tparam ThetaVec A type inheriting from `Eigen::EigenBase` with dynamic
- * sized rows and 1 column.
- * @tparam CovarFun A functor with an
- *  `operator()(CovarArgsElements..., {TrainTupleElements...|
- PredTupleElements...})`
- *  method. The `operator()` method should accept as arguments the
- *  inner elements of `CovarArgs`. The return type of the `operator()` method
- *  should be a type inheriting from `Eigen::EigenBase` with dynamic sized
- *  rows and columns.
+ * \laplace_common_template_args
  * @tparam RNG A valid boost rng type
- * @tparam CovarArgs A tuple of types to passed as the first arguments of
- `CovarFun::operator()`
  * @param ll_fun Likelihood function.
  * @param ll_args Arguments for likelihood function.
- * @param theta_0 Initial guess for finding the mode of the conditional
-                  pi(theta_pred | y, phi, x_pred).
- * @param covariance_function Covariance function.
- * @param covar_args Observed/training covariates for covariance function.
+ * \laplace_common_args
  * @param options Control parameter for optimizer underlying Laplace approx.
- * @param rng Rng number.
- * @param msgs Stream for function prints.
+ * \rng_arg
+ * \msg_arg
  */
 template <
     typename LLFunc, typename LLArgs, typename ThetaVec, typename CovarFun,
@@ -54,7 +41,7 @@ inline Eigen::VectorXd laplace_base_rng(LLFunc&& ll_fun, LLArgs&& ll_args,
                                         CovarArgs&& covar_args,
                                         const laplace_options& options,
                                         RNG& rng, std::ostream* msgs) {
-  auto md_est = laplace_marginal_density_est(
+  auto md_est = internal::laplace_marginal_density_est(
       ll_fun, std::forward<LLArgs>(ll_args), std::forward<ThetaVec>(theta_0),
       std::forward<CovarFun>(covariance_function),
       to_ref(std::forward<CovarArgs>(covar_args)), options, msgs);