1 #ifndef STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_LPDF_HPP 2 #define STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_LPDF_HPP 19 template <
bool propto,
typename T_y,
typename T_loc,
typename T_covar>
21 const T_y& y,
const T_loc& mu,
const T_covar& Sigma) {
22 static const char*
function =
"multi_normal_lpdf";
37 if (number_of_y == 0 || number_of_mu == 0)
46 int size_y = y_vec[0].size();
47 int size_mu = mu_vec[0].size();
49 int size_y_old = size_y;
51 for (
size_t i = 1, size_ =
length_mvt(y); i < size_; i++) {
52 int size_y_new = y_vec[i].size();
54 "Size of one of the vectors of " 55 "the random variable",
57 "Size of another vector of the " 60 size_y_old = size_y_new;
62 int size_mu_old = size_mu;
64 for (
size_t i = 1, size_ =
length_mvt(mu); i < size_; i++) {
65 int size_mu_new = mu_vec[i].size();
67 "Size of one of the vectors of " 68 "the location variable",
70 "Size of another vector of the " 73 size_mu_old = size_mu_new;
82 "size of location parameter", size_mu);
84 "rows of covariance parameter", Sigma.rows());
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>
118 const T_y& y,
const T_loc& mu,
const T_covar& Sigma) {
119 return multi_normal_lpdf<false>(y, mu, Sigma);
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)
Raise domain error if the specified LDLT factor is invalid.
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...
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
void check_not_nan(const char *function, const char *name, const T_y &y)
Check if y is not NaN.
std::enable_if< !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)
const double NEG_LOG_SQRT_TWO_PI
This class provides a low-cost wrapper for situations where you either need an Eigen Vector or RowVec...
void check_consistent_sizes_mvt(const char *function, const char *name1, const T1 &x1, const char *name2, const T2 &x2)
Check if the dimension of x1 is consistent with x2.
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
void check_symmetric(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is symmetric.
size_t length_mvt(const Eigen::Matrix< T, R, C > &)
T log_determinant_ldlt(LDLT_factor< T, R, C > &A)