1 #ifndef STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_CHOLESKY_LPDF_HPP 2 #define STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_CHOLESKY_LPDF_HPP 15 template <
bool propto,
typename T_covar,
typename T_shape>
16 typename boost::math::tools::promote_args<T_covar, T_shape>::type
18 const Eigen::Matrix<T_covar, Eigen::Dynamic, Eigen::Dynamic>& L,
20 static const char*
function =
"lkj_corr_cholesky_lpdf";
22 using boost::math::tools::promote_args;
24 typedef typename promote_args<T_covar, T_shape>::type lp_ret;
29 const unsigned int K = L.rows();
36 const int Km1 = K - 1;
37 Eigen::Matrix<T_covar, Eigen::Dynamic, 1> log_diagonals
38 = L.diagonal().tail(Km1).array().log();
39 Eigen::Matrix<lp_ret, Eigen::Dynamic, 1> values(Km1);
40 for (
int k = 0; k < Km1; k++)
41 values(k) = (Km1 - k - 1) * log_diagonals(k);
47 values +=
multiply(2.0 * eta - 2.0, log_diagonals);
54 template <
typename T_covar,
typename T_shape>
55 inline typename boost::math::tools::promote_args<T_covar, T_shape>::type
57 const Eigen::Matrix<T_covar, Eigen::Dynamic, Eigen::Dynamic>& L,
59 return lkj_corr_cholesky_lpdf<false>(L, eta);
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
void check_lower_triangular(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Check if the specified matrix is lower triangular.
Extends std::true_type when instantiated with zero or more template parameters, all of which extend t...
Eigen::Matrix< fvar< T >, R1, C1 > multiply(const Eigen::Matrix< fvar< T >, R1, C1 > &m, const fvar< T > &c)
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
boost::math::tools::promote_args< T_covar, T_shape >::type lkj_corr_cholesky_lpdf(const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L, const T_shape &eta)
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
boost::math::tools::promote_args< double, T_shape >::type do_lkj_constant(const T_shape &eta, const unsigned int &K)