1 #ifndef STAN_MATH_PRIM_MAT_PROB_WISHART_LPDF_HPP 2 #define STAN_MATH_PRIM_MAT_PROB_WISHART_LPDF_HPP 48 template <
bool propto,
typename T_y,
typename T_dof,
typename T_scale>
49 typename boost::math::tools::promote_args<T_y, T_dof, T_scale>::type
50 wishart_lpdf(
const Eigen::Matrix<T_y, Eigen::Dynamic, Eigen::Dynamic>& W,
52 const Eigen::Matrix<T_scale, Eigen::Dynamic, Eigen::Dynamic>& S) {
53 static const char*
function =
"wishart_lpdf";
58 using boost::math::tools::promote_args;
61 typename promote_args<T_y, T_dof, T_scale>::type lp(0.0);
62 check_greater(
function,
"Degrees of freedom parameter", nu, k - 1);
66 "columns of scale parameter", S.rows());
84 Matrix<typename promote_args<T_y, T_scale>::type, Dynamic, Dynamic> Sinv_W(
86 W.template selfadjointView<Lower>())));
87 lp -= 0.5 *
trace(Sinv_W);
95 template <
typename T_y,
typename T_dof,
typename T_scale>
96 inline typename boost::math::tools::promote_args<T_y, T_dof, T_scale>::type
97 wishart_lpdf(
const Eigen::Matrix<T_y, Eigen::Dynamic, Eigen::Dynamic>& W,
99 const Eigen::Matrix<T_scale, Eigen::Dynamic, Eigen::Dynamic>& S) {
100 return wishart_lpdf<false>(W, nu, S);
Eigen::Matrix< fvar< T2 >, R1, C2 > mdivide_left_ldlt(const LDLT_factor< double, R1, C1 > &A, const Eigen::Matrix< fvar< T2 >, R2, C2 > &b)
Returns the solution of the system Ax=b given an LDLT_factor of A.
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_square(const char *function, const char *name, const matrix_cl &y)
Check if the matrix_cl is square.
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...
Primary template class for the metaprogram to compute the index type of a container.
LDLT_factor is a thin wrapper on Eigen::LDLT to allow for reusing factorizations and efficient autodi...
T trace(const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &m)
Returns the trace of the specified matrix.
const double NEG_LOG_TWO_OVER_TWO
void check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Check if y is strictly greater than low.
fvar< typename stan::return_type< T, int >::type > lmgamma(int x1, const fvar< T > &x2)
boost::math::tools::promote_args< T_y, T_dof, T_scale >::type wishart_lpdf(const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &W, const T_dof &nu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &S)
The log of the Wishart density for the given W, degrees of freedom, and scale matrix.
T log_determinant_ldlt(LDLT_factor< T, R, C > &A)