Documentation for the wiener cdf functions

[WardBrian]

Submission Checklist

• Builds locally
• New functions marked with <<{ since VERSION }>>
• Declare copyright holder and open-source license: see below

Summary

Documentation for stan-dev/stanc3#1576 / stan-dev/math#3042.

The tex and prose was provided by @Franzi2114, I've just done the formatting and signature documentation.

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Simons Foundation
Franziska Henrich

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC BY-ND 4.0 (https://creativecommons.org/licenses/by-nd/4.0/)

[bob-carpenter]

Mostly minor comments on form and naming

[bob-carpenter]

We should not be citing things as "in press". That's not something anyone can find, so it's useless in doc. If there's an arXiv preprint we can cite that.

[WardBrian]

@Franzi2114 is there a preprint available?

[bob-carpenter]

I think one reference is enough, at least for now. You could add the reference to the derivatives:

Raphael Hartmann and Karl Christoph Klauer. 2021. Partial derivatives for the first-passage time distribution in Wiener diffusion models. Journal of Mathematical Psychology.

@article{hartmann2021partial,
  title={Partial derivatives for the first-passage time distribution in {W}iener diffusion models},
  author={Hartmann, Raphael and Klauer, Karl Christoph},
  journal={Journal of Mathematical Psychology},
  volume={103},
  pages={102550},
  year={2021},
  publisher={Elsevier}
}

[Franzi2114]

@Franzi2114 is there a preprint available?

No, there is no preprint available. I hope that it will be published soon. All proofs are already done.

[WardBrian]

I'll remove it for now. Let us know when it is available and we will add the citation then

[bob-carpenter]

Thanks, @Franzi2114 and good luck getting the paper out---I know how frustrating this is. Do they not let you put up arXiv versions in the interim? We could cite that.