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Feature/split student - #1967

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fusaroli wants to merge 3 commits into
paul-buerkner:masterfrom
fusaroli:feature/split-student
Open

fusaroli wants to merge 3 commits into
paul-buerkner:masterfrom
fusaroli:feature/split-student

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@fusaroli

@fusaroli fusaroli commented Nov 7, 2026

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  • Implemented split_student (Fernández-Steel two-piece Student-t) parameterized with mean mu, asymptotic standard deviation sigma, skewness alpha (matching skew_normal convention k = exp(alpha)), and degrees of freedom nu.

  • Added fun_split_student.stan in inst/chunks/ with gradient-guarded autodiff expansions for lcdf/lccdf at u = 0.

  • Implemented dsplit_student, psplit_student, qsplit_student, rsplit_student in R/distributions.R and documented via roxygen2.

  • Added family registration in R/families.R and R/family-lists.R.

  • Added methods for log_lik (supporting weights, censoring, and truncation), posterior_epred, and posterior_predict.

  • Added unit tests for R distribution functions and Stan self-defined functions.

  • Updated NEWS.md referencing Implementing the Skewed T-Distribution #513.

- Implemented split_student (Fernández-Steel two-piece Student-t)
  parameterized with mean mu, asymptotic standard deviation sigma,
  skewness alpha (matching skew_normal convention k = exp(alpha)),
  and degrees of freedom nu.
- Added fun_split_student.stan in inst/chunks/ with gradient-guarded
  autodiff expansions for lcdf/lccdf at u = 0.
- Implemented dsplit_student, psplit_student, qsplit_student, rsplit_student
  in R/distributions.R and documented via roxygen2.
- Added family registration in R/families.R and R/family-lists.R.
- Added methods for log_lik (supporting weights, censoring, and truncation),
  posterior_epred, and posterior_predict.
- Added unit tests for R distribution functions and Stan self-defined functions.
- Updated NEWS.md referencing paul-buerkner#513.
Avoid static code analysis warning on R CMD check when cmdstanr < 1.0 is installed.

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