Feature/issue 2966 add 7 parameter ddm cdf and ccdf

[Franzi2114]

Summary

With this PR the CDF and the CCDF of the 7-parameter diffuion model are added.
See issue #2966
Relates to issue #2822

Tests

We implemented analogous tests as for the PDF

Side Effects

no

Release notes

CDF and CCDF for the 7-parameter diffusion model. Allows modeling truncated and censored data.

Checklist

• Copyright holder: Franziska Henrich, Christoph Klauer

  The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
  - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
  - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

• the basic tests are passing

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • docs build, (make doxygen)
  • code passes the built in C++ standards checks (make cpplint)

• the code is written in idiomatic C++ and changes are documented in the doxygen

• the new changes are tested

[Franzi2114]

naming these functions something other than _l[c]cdf

@WardBrian, @bob-carpenter
Which name would you suggest instead of wiener_lcdf. Something like wiener_lcdf_defective? Then it would be clear that it is a defective implementation. In variants which are shorter it could become confusing, like wiener_lcdf_def.

[WardBrian]

naming these functions something other than _l[c]cdf

@WardBrian, @bob-carpenter Which name would you suggest instead of wiener_lcdf. Something like wiener_lcdf_defective? Then it would be clear that it is a defective implementation

That would be fine. We could also introduce a new suffix like ldcdf where the d was short for defective, but as you say that could be confusing. If we thought we'd be adding a bunch more defective cdfs in the future, then it would make sense to establish the convention, but assuming we don't plan to, I think the longer name is fine

[Franzi2114]

@bob-carpenter
Dear Bob, I am through with all your points! I marked everything that I implemented as resolved. There are about 10 comments where I had questions.

How shall we continue? Do you want to go through my questions or through your comments and say which one has to be worked on again?

I think that the tests should finish successfully tomorrow. If not, I will have another look into the error messages during the next days.

What is still missing is the renaming of the wiener_cdf functions. When all tests pass, I will rename the functions accordingly.
Best, Franzi

[bob-carpenter]

Thanks. I'll take a look at the questions and we can proceed in parallel. I'm guessing a lot of them will just be due to my misunderstanding.

[Franzi2114]

@bob-carpenter, there is an error message in the continuous-integration test that I do not understand. Do you have a hint what this message means and where it could come from?

[bob-carpenter]

thanks so much for addressing my bajillion requests. i am on vacation and should be able to get to this a week from today. sorry for the delay. you could try asking @SteveBronder about error msgs.

…

On Wed, Nov 5, 2025 at 9:28 AM Franzi2114 ***@***.***> wrote: *Franzi2114* left a comment (stan-dev/math#3042) <#3042 (comment)> @bob-carpenter <https://github.com/bob-carpenter>, there is an error message in the continuous-integration test that I do not understand. Do you have a hint what this message means and where it could come from? — Reply to this email directly, view it on GitHub <#3042 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAZ2D7YY3T357OZ5P24AEL333GYK7AVCNFSM6AAAAABFOYZOX6VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZTIOBZHEYTGMRVGA> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[Franzi2114]

@bob-carpenter, there is an error message in the continuous-integration test that I do not understand. Do you have a hint what this message means and where it could come from?

Dear @SteveBronder, do you have a hint what the error message that occured above means and where it could come from? I think all the tests that I implemented for the wiener function run successfully. Therefore, I do not know where to search for the error.

Dear @bob-carpenter, did you already have time to look into my changes?

Best, Franzi

[bob-carpenter]

Hi, @Franzi2114 and sorry for not doing this sooner. I should be able to get to it this week. I've been out of town on vacation for a week then we had a company retreat for most of another week and then nearly a week of national holidays.

@SteveBronder: could you please take a look at the test failure? The report looks minimal at the very end in upstream tests. This PR shouldn't have any upstream knock-on effects.

[bob-carpenter]

I'm trying to take a look, but I think there may have been an issue with a merge at some point because I'm seeing 300+ modified files here. @WardBrian or @SteveBronder: do either of you know how to fix this so I can find the actual code to do a final review?

[WardBrian]

It looks like the broken merge commit was a while ago, I'll see if I can get the diff corrected.

[WardBrian]

I believe I fixed the broken merge in 0a2f7fd, @Franzi2114 please inspect that diff to make sure I didn't accidentally overwrite any changes you intended to make back in 79ae69a.

[Franzi2114]

Dear @WardBrian, thanks for fixing the error! Now all tests pass successfully =D
I checked the files and all my changes are still present. Nothing has been overwritten.

Thanks @bob-carpenter for taking over again ;)

[bob-carpenter]

Just clicking through the change logs took forever. There's one contentful suggestion in here that's just a little efficiency/precision thing around not evaluating (1 - (1 - x)), but otherwise this is good to go. Thanks so much for making all these changes so thoughtfully. This is by far the biggest and most involved PR we've ever had.

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_regr/gp_regr.stan	0.1	0.09	1.01	1.24% faster
gp_regr/gen_gp_data.stan	0.02	0.02	1.01	0.73% faster
arK/arK.stan	1.83	1.82	1.01	0.7% faster
eight_schools/eight_schools.stan	0.06	0.05	1.0	0.43% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.93	8.8	1.01	1.38% faster
pkpd/one_comp_mm_elim_abs.stan	19.85	19.8	1.0	0.25% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.25	0.25	1.01	0.53% faster
sir/sir.stan	72.83	71.35	1.02	2.04% faster
gp_pois_regr/gp_pois_regr.stan	2.87	2.85	1.01	0.79% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.76	2.78	0.99	-0.57% slower
irt_2pl/irt_2pl.stan	4.16	4.12	1.01	1.12% faster
arma/arma.stan	0.29	0.29	1.01	1.38% faster
garch/garch.stan	0.43	0.42	1.01	0.98% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.01	0.01	1.04	3.73% faster
performance.compilation	237.39	233.5	1.02	1.64% faster
Mean result: 1.0111150636783752

---

Jenkins Console Log
Blue Ocean
Commit hash: 48da668c3e597af398bdcb6c140bf8004adb10ad

---

Machine information

No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
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Address sizes: 46 bits physical, 48 bits virtual
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Socket(s): 2
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Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 3275.719
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

[bob-carpenter]

Thank!

[bob-carpenter]

I also checked all of Steve's asks and everything looks good here, so I'm going to go ahead and merge.

[WardBrian]

This will still need the names changed before it can be exposed in the language