Stan Math Library  2.15.0
reverse mode automatic differentiation
Namespaces | Functions
multi_normal_rng.hpp File Reference
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/scal/err/check_positive.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/meta/include_summand.hpp>
#include <stan/math/prim/mat/err/check_pos_definite.hpp>
#include <stan/math/prim/mat/err/check_symmetric.hpp>
#include <stan/math/prim/mat/fun/trace_inv_quad_form_ldlt.hpp>
#include <stan/math/prim/mat/fun/log_determinant_ldlt.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<class RNG >
Eigen::VectorXd stan::math::multi_normal_rng (const Eigen::VectorXd &mu, const Eigen::MatrixXd &S, RNG &rng)
 Return a pseudo-random vector with a multi-variate normal distribution given the specified location parameter and covariance matrix and pseudo-random number generator. More...
 

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