A 'DiffDoubleModel' is tag given to a probability distribution that measures a real-valued scalar outcome, and whose log density is twice differentiable with respect to the random variable. The tag is a signal to underlying C++ code that the object being passed is one of a subset of understood distributions. Presently that subset includes the following distributions.
SdPrior
NormalPrior
BetaPrior
UniformPrior
GammaPrior
TruncatedGammaPrior
LognormalPrior
Clearly this list is non-exhaustive, and other distributions may be added in the future.
Steven L. Scott steve.the.bayesian@gmail.com