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

[WardBrian]

Just chiming in to add a reminder that we discussed naming these functions something other than _l[c]cdf, both for clarity and to avoid them being candidates for the truncation syntax when added to Stanc3. I don't immediately recall if we had an alternative we liked

[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.

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