1 #ifndef STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_PREC_LOG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_MULTI_NORMAL_PREC_LOG_HPP
33 template <
bool propto,
34 typename T_y,
typename T_loc,
typename T_covar>
35 typename return_type<T_y, T_loc, T_covar>::type
38 const T_covar& Sigma) {
39 static const char*
function(
"stan::math::multi_normal_prec_log");
71 int size_y = y_vec[0].size();
72 int size_mu = mu_vec[0].size();
74 int size_y_old = size_y;
77 int size_y_new = y_vec[i].size();
79 "Size of one of the vectors "
80 "of the random variable", size_y_new,
81 "Size of another vector of "
82 "the random variable", size_y_old);
83 size_y_old = size_y_new;
85 int size_mu_old = size_mu;
88 int size_mu_new = mu_vec[i].size();
90 "Size of one of the vectors "
91 "of the location variable", size_mu_new,
92 "Size of another vector of "
93 "the location variable", size_mu_old);
94 size_mu_old = size_mu_new;
103 "Size of random variable", size_y,
104 "size of location parameter", size_mu);
106 "Size of random variable", size_y,
107 "rows of covariance parameter", Sigma.rows());
109 "Size of random variable", size_y,
110 "columns of covariance parameter", Sigma.cols());
112 for (
size_t i = 0; i < size_vec; i++) {
113 check_finite(
function,
"Location parameter", mu_vec[i]);
127 lp_type sum_lp_vec(0.0);
128 for (
size_t i = 0; i < size_vec; i++) {
129 Eigen::Matrix<typename return_type<T_y, T_loc>::type, Dynamic, 1>
131 for (
int j = 0; j < size_y; j++)
132 y_minus_mu(j) = y_vec[i](j) - mu_vec[i](j);
135 lp -= 0.5*sum_lp_vec;
140 template <
typename T_y,
typename T_loc,
typename T_covar>
144 return multi_normal_prec_log<false>(y, mu, Sigma);
fvar< T > sum(const std::vector< fvar< T > > &m)
Return the sum of the entries of the specified standard vector.
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)
bool check_not_nan(const char *function, const char *name, const T_y &y)
Return true if y is not NaN.
bool check_symmetric(const char *function, const char *name, const Eigen::Matrix< T_y, Dynamic, Dynamic > &y)
Return true if the specified matrix is symmetric.
scalar_type_helper< is_vector< T >::value, T >::type type
Template metaprogram to calculate whether a summand needs to be included in a proportional (log) prob...
return_type< T_y, T_loc, T_covar >::type multi_normal_prec_log(const T_y &y, const T_loc &mu, const T_covar &Sigma)
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
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
bool check_size_match(const char *function, const char *name_i, T_size1 i, const char *name_j, T_size2 j)
Return true if the provided sizes match.
size_t length_mvt(const T &)
const double NEG_LOG_SQRT_TWO_PI
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
T log_determinant_ldlt(stan::math::LDLT_factor< T, R, C > &A)
bool check_ldlt_factor(const char *function, const char *name, stan::math::LDLT_factor< T, R, C > &A)
Return true if the argument is a valid stan::math::LDLT_factor.