Add inverse Gaussian distribution (closes #2788) - #3382

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GidonFrischkorn wants to merge 15 commits into

stan-dev:developfrom

GidonFrischkorn:feature/issue-2788-inv-gaussian

Commits on Aug 22, 2026

feat: add inv_gaussian_lpdf and inv_gaussian_rng
GidonFrischkorn
committed
284747e
feat: add inv_gaussian_cdf, inv_gaussian_lcdf and inv_gaussian_lccdf
GidonFrischkorn
committed
162b63e
test: add test/prob fixtures and prim, rev and mix unit tests
GidonFrischkorn
committed
4b633b1

Commits on Aug 23, 2026

fix: stabilize inv_gaussian_rng root against catastrophic cancellation
GidonFrischkorn
committed
a77ebe0
fix: return -inf from inv_gaussian_lpdf at y == inf
GidonFrischkorn
committed
7a60ee5
fix: handle y boundaries elementwise in inv_gaussian cdf/lcdf/lccdf
GidonFrischkorn
committed
7056868
chore: rename internal::log_phi to log_std_normal_density
GidonFrischkorn
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07dd10b
test: cover vectorized cdf/lcdf gradients and std::vector inputs
GidonFrischkorn
committed
70c24ed

Commits on Aug 24, 2026

docs: tighten inv_gaussian comments
GidonFrischkorn
committed
c082e39

Commits on Aug 25, 2026

tests: drop coverage duplicated across suites
GidonFrischkorn
committed
5e6f41b

Commits on Sep 1, 2026

Commits on Sep 10, 2026

Commits on Sep 16, 2026

refactor: share std_normal_lcdf core with the inverse Gaussian cdf family
GidonFrischkorn
committed
9ad8ab9