1 #ifndef STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_PREC_LPDF_HPP 2 #define STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_PREC_LPDF_HPP 20 template <
bool propto,
typename T_y,
typename T_loc,
typename T_covar>
22 const T_y& y,
const T_loc& mu,
const T_covar& Sigma) {
23 static const char*
function =
"multi_normal_prec_lpdf";
38 if (number_of_y == 0 || number_of_mu == 0)
47 int size_y = y_vec[0].size();
48 int size_mu = mu_vec[0].size();
50 int size_y_old = size_y;
52 for (
size_t i = 1, size_ =
length_mvt(y); i < size_; i++) {
53 int size_y_new = y_vec[i].size();
55 "Size of one of the vectors " 56 "of the random variable",
58 "Size of another vector of " 59 "the random variable",
61 size_y_old = size_y_new;
63 int size_mu_old = size_mu;
65 for (
size_t i = 1, size_ =
length_mvt(mu); i < size_; i++) {
66 int size_mu_new = mu_vec[i].size();
68 "Size of one of the vectors " 69 "of the location variable",
71 "Size of another vector of " 72 "the location variable",
74 size_mu_old = size_mu_new;
83 "size of location parameter", size_mu);
85 "rows of covariance parameter", Sigma.rows());
87 "columns of covariance parameter", Sigma.cols());
89 for (
size_t i = 0; i < size_vec; i++) {
104 lp_type sum_lp_vec(0.0);
105 for (
size_t i = 0; i < size_vec; i++) {
106 Eigen::Matrix<typename return_type<T_y, T_loc>::type, Eigen::Dynamic, 1>
108 for (
int j = 0; j < size_y; j++)
109 y_minus_mu(j) = y_vec[i](j) - mu_vec[i](j);
112 lp -= 0.5 * sum_lp_vec;
117 template <
typename T_y,
typename T_loc,
typename T_covar>
119 const T_y& y,
const T_loc& mu,
const T_covar& Sigma) {
120 return multi_normal_prec_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)
fvar< T > trace_quad_form(const Eigen::Matrix< fvar< T >, RA, CA > &A, const Eigen::Matrix< fvar< T >, RB, CB > &B)
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.
return_type< T_y, T_loc, T_covar >::type multi_normal_prec_lpdf(const T_y &y, const T_loc &mu, const T_covar &Sigma)
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.
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)