fix docs

[penelopeysm]

I realised that the actually-useful constructors of LogDensityFunction and ParamsWithStats were not being documented (because Documenter.jl doesn't document constructors by default, just the struct type itself). This PR adds them to the docs.

[github-actions]

Benchmark Report

• this PR's head: 54a9603632b9feadcd2315962a727ad429c61fec
• base branch: a4c4ae52bbf8c2123d4713f55688019e6440458f

Computer Information

Julia Version 1.11.9
Commit 53a02c0720c (2026-02-06 00:27 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 4 × AMD EPYC 7763 64-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver3)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)

Benchmark Results

┌───────────────────────┬───────┬─────────────┬────────┬───────────────────────────────┬────────────────────────────┬─────────────────────────────────┐
│                       │       │             │        │       t(eval) / t(ref)        │     t(grad) / t(eval)      │        t(grad) / t(ref)         │
│                       │       │             │        │ ─────────┬──────────┬──────── │ ───────┬─────────┬──────── │ ──────────┬───────────┬──────── │
│                 Model │   Dim │  AD Backend │ Linked │     base │  this PR │ speedup │   base │ this PR │ speedup │      base │   this PR │ speedup │
├───────────────────────┼───────┼─────────────┼────────┼──────────┼──────────┼─────────┼────────┼─────────┼─────────┼───────────┼───────────┼─────────┤
│               Dynamic │    10 │    mooncake │   true │   282.21 │   306.93 │    0.92 │   7.85 │    6.35 │    1.24 │   2215.24 │   1949.64 │    1.14 │
│                   LDA │    12 │ reversediff │   true │  2696.17 │  2764.69 │    0.98 │   2.07 │    1.95 │    1.06 │   5586.71 │   5381.05 │    1.04 │
│   Loop univariate 10k │ 10000 │    mooncake │   true │ 30362.81 │ 30948.88 │    0.98 │   7.48 │    6.97 │    1.07 │ 227220.55 │ 215656.46 │    1.05 │
├───────────────────────┼───────┼─────────────┼────────┼──────────┼──────────┼─────────┼────────┼─────────┼─────────┼───────────┼───────────┼─────────┤
│    Loop univariate 1k │  1000 │    mooncake │   true │  4055.93 │  4041.91 │    1.00 │   5.37 │    5.39 │    1.00 │  21796.46 │  21801.68 │    1.00 │
│      Multivariate 10k │ 10000 │    mooncake │   true │ 45811.12 │ 44425.15 │    1.03 │   6.70 │    7.03 │    0.95 │ 306990.90 │ 312281.50 │    0.98 │
│       Multivariate 1k │  1000 │    mooncake │   true │  4323.06 │  9428.66 │    0.46 │   7.43 │    3.46 │    2.15 │  32139.15 │  32639.75 │    0.98 │
├───────────────────────┼───────┼─────────────┼────────┼──────────┼──────────┼─────────┼────────┼─────────┼─────────┼───────────┼───────────┼─────────┤
│ Simple assume observe │     1 │ forwarddiff │  false │     0.88 │     0.87 │    1.01 │  11.08 │   11.29 │    0.98 │      9.76 │      9.85 │    0.99 │
│           Smorgasbord │   201 │ forwarddiff │  false │   914.51 │   967.80 │    0.94 │ 172.38 │   92.26 │    1.87 │ 157644.31 │  89284.94 │    1.77 │
│           Smorgasbord │   201 │      enzyme │   true │  1259.24 │  1762.60 │    0.71 │   4.56 │    3.33 │    1.37 │   5742.81 │   5864.21 │    0.98 │
├───────────────────────┼───────┼─────────────┼────────┼──────────┼──────────┼─────────┼────────┼─────────┼─────────┼───────────┼───────────┼─────────┤
│           Smorgasbord │   201 │ forwarddiff │   true │  1736.72 │  1275.32 │    1.36 │  54.96 │   99.50 │    0.55 │  95454.41 │ 126899.60 │    0.75 │
│           Smorgasbord │   201 │    mooncake │   true │  1294.53 │  1321.48 │    0.98 │   4.54 │    4.40 │    1.03 │   5876.08 │   5812.74 │    1.01 │
│           Smorgasbord │   201 │ reversediff │   true │  1296.77 │  1280.59 │    1.01 │ 120.38 │  124.91 │    0.96 │ 156111.24 │ 159965.35 │    0.98 │
├───────────────────────┼───────┼─────────────┼────────┼──────────┼──────────┼─────────┼────────┼─────────┼─────────┼───────────┼───────────┼─────────┤
│              Submodel │     1 │    mooncake │   true │     0.89 │     0.89 │    1.00 │  29.18 │   29.76 │    0.98 │     25.92 │     26.49 │    0.98 │
└───────────────────────┴───────┴─────────────┴────────┴──────────┴──────────┴─────────┴────────┴─────────┴─────────┴───────────┴───────────┴─────────┘

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 82.35%. Comparing base (81a245a) to head (54a9603).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1369   +/-   ##
=======================================
  Coverage   82.35%   82.35%           
=======================================
  Files          49       49           
  Lines        3502     3502           
=======================================
  Hits         2884     2884           
  Misses        618      618           

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