Stan Math Library  2.15.0
reverse mode automatic differentiation
make_nu.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_MAKE_NU_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_MAKE_NU_HPP
3 
6 
7 namespace stan {
8  namespace math {
9 
19  template<typename T>
20  const Eigen::Array<T, Eigen::Dynamic, 1>
21  make_nu(const T eta, size_t K) {
22  using Eigen::Array;
23  using Eigen::Dynamic;
24  using Eigen::Matrix;
25  typedef typename index_type<Matrix<T, Dynamic, 1> >::type size_type;
26 
27  Array<T, Dynamic, 1> nu(K * (K - 1) / 2);
28 
29  T alpha = eta + (K - 2.0) / 2.0; // from Lewandowski et. al.
30 
31  // Best (1978) implies nu = 2 * alpha for the dof in a t
32  // distribution that generates a beta variate on (-1, 1)
33  T alpha2 = 2.0 * alpha;
34  for (size_type j = 0; j < (K - 1); j++) {
35  nu(j) = alpha2;
36  }
37  size_t counter = K - 1;
38  for (size_type i = 1; i < (K - 1); i++) {
39  alpha -= 0.5;
40  alpha2 = 2.0 * alpha;
41  for (size_type j = i + 1; j < K; j++) {
42  nu(counter) = alpha2;
43  counter++;
44  }
45  }
46  return nu;
47  }
48 
49  }
50 
51 }
52 
53 #endif
const Eigen::Array< T, Eigen::Dynamic, 1 > make_nu(const T eta, size_t K)
This function calculates the degrees of freedom for the t distribution that corresponds to the shape ...
Definition: make_nu.hpp:21
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >::Index size_type
Type for sizes and indexes in an Eigen matrix with double e.
Definition: typedefs.hpp:13
Primary template class for the metaprogram to compute the index type of a container.
Definition: index_type.hpp:18

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