1 #ifndef STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_LPDF_HPP 2 #define STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_LPDF_HPP 17 #include <boost/random/normal_distribution.hpp> 18 #include <boost/random/variate_generator.hpp> 23 template <
bool propto,
24 typename T_y,
typename T_loc,
typename T_covar>
28 const T_covar& Sigma) {
29 static const char*
function(
"multi_normal_lpdf");
41 "LDLT_Factor of covariance parameter", ldlt_Sigma);
47 int size_y = y_vec[0].size();
48 int size_mu = mu_vec[0].size();
50 int size_y_old = size_y;
53 int size_y_new = y_vec[i].size();
55 "Size of one of the vectors of " 56 "the random variable", size_y_new,
57 "Size of another vector of the " 58 "random variable", size_y_old);
59 size_y_old = size_y_new;
61 int size_mu_old = size_mu;
64 int size_mu_new = mu_vec[i].size();
66 "Size of one of the vectors of " 67 "the location variable", size_mu_new,
68 "Size of another vector of the " 69 "location variable", size_mu_old);
70 size_mu_old = size_mu_new;
79 "Size of random variable", size_y,
80 "size of location parameter", size_mu);
82 "Size of random variable", size_y,
83 "rows of covariance parameter", Sigma.rows());
85 "Size of random variable", size_y,
86 "columns of covariance parameter", Sigma.cols());
88 for (
size_t i = 0; i < size_vec; i++) {
103 lp_type sum_lp_vec(0.0);
104 for (
size_t i = 0; i < size_vec; i++) {
105 Eigen::Matrix<typename return_type<T_y, T_loc>::type, Dynamic, 1>
107 for (
int j = 0; j < size_y; j++)
108 y_minus_mu(j) = y_vec[i](j)-mu_vec[i](j);
111 lp -= 0.5*sum_lp_vec;
116 template <
typename T_y,
typename T_loc,
typename T_covar>
121 const T_covar& Sigma) {
122 return multi_normal_lpdf<false>(y, mu, Sigma);
boost::enable_if_c<!stan::is_var< T1 >::value &&!stan::is_var< T2 >::value, typename boost::math::tools::promote_args< T1, T2 >::type >::type trace_inv_quad_form_ldlt(const LDLT_factor< T1, R2, C2 > &A, const Eigen::Matrix< T2, R3, C3 > &B)
void check_finite(const char *function, const char *name, const T_y &y)
Check if y is finite.
size_t max_size_mvt(const T1 &x1, const T2 &x2)
return_type< T_y, T_loc, T_covar >::type multi_normal_lpdf(const T_y &y, const T_loc &mu, const T_covar &Sigma)
void check_ldlt_factor(const char *function, const char *name, LDLT_factor< T, R, C > &A)
Check if the argument is a valid LDLT_factor.
scalar_type_helper< is_vector< T >::value, T >::type type
void check_size_match(const char *function, const char *name_i, T_size1 i, const char *name_j, T_size2 j)
Check if the provided sizes match.
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
boost::math::tools::promote_args< typename scalar_type< T1 >::type, typename scalar_type< T2 >::type, typename scalar_type< T3 >::type, typename scalar_type< T4 >::type, typename scalar_type< T5 >::type, typename scalar_type< T6 >::type >::type type
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
void check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Check if the specified matrix is symmetric.
const double NEG_LOG_SQRT_TWO_PI
VectorViewMvt is a template expression that wraps either an Eigen::Matrix or a std::vector<Eigen::Mat...
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
size_t length_mvt(const Eigen::Matrix< T, R, C > &)
T log_determinant_ldlt(LDLT_factor< T, R, C > &A)