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.

[bob-carpenter]

This should just be log(w) because log1m(1 - w) = log(1 - (1 - w)) = log(w).