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{xrst_begin wish_list}
{xrst_spell
  frequentist
  multi
}

CppAD Mixed Wish List
#####################

Better Asymptotic Statistics
****************************

#. Detect which fixed effects bound constraints are active and remove them
   from the asymptotic statistics (constant at bound value).
#. Use the rejection algorithm to get independent samples from the
   posterior for the fixed effects.
   The probability of acceptance :math:`p_a` is a measure of how good
   the Laplace approximation is; see section 3.7.7 of Wakefield's book
   Bayesian and Frequentist Regression Methods.

Multi-Threading and Statistics
******************************
Change ``fix_likelihood`` and ``ran_likelihood``
so that every data value is a separate element of the return vector.
This would require a separate argument to the cppad_mixed constructor
that tells which elements of ``fix_likelihood`` are absolute value terms.
It would also enable asymptotic statistics using Jacobians of the likelihood
vector, instead of Hessians of the total likelihood.

Fixed Likelihood Hessian
************************
Move the initialization of ``fix_like_hes_``
to a separate routine so it does not get calculated when
:ref:`derived_ctor@quasi_fixed` is true.
If *quasi_fixed* is true, ``fix_like_hes_``
would need to be initialized the first time
:ref:`information_mat-name` is called.

Examples
********
Where appropriate, change ``virtual`` function definitions
to ``override`` definitions.
In addition, change template functions to regular functions
when only one type is used as the template argument.

d_sparse_rcv
************
Convert all the sparse matrix structures to use
``CppAD::d_sparse_rcv`` instead of
Use :ref:`sparse_mat_info-name` and
*row* , *col* , *val* triples.

Aborting Optimization
*********************
It would be helpful to return the fixed and random effects
that correspond to the last attempted function evaluations that fail;
i.e., that result in ``nan`` .

Windows Install
***************
Make and test a set of Windows install instructions for ``cppad_mixed`` .

{xrst_end wish_list}