1 #ifndef STAN_MATH_PRIM_MAT_PROB_INV_WISHART_LOG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_INV_WISHART_LOG_HPP
49 template <
bool propto,
50 typename T_y,
typename T_dof,
typename T_scale>
51 typename boost::math::tools::promote_args<T_y, T_dof, T_scale>::type
55 <T_scale, Eigen::Dynamic, Eigen::Dynamic>& S) {
56 static const char*
function(
"stan::math::inv_wishart_log");
58 using boost::math::tools::promote_args;
68 typename promote_args<T_y, T_dof, T_scale>::type lp(0.0);
70 check_greater(
function,
"Degrees of freedom parameter", nu, k-1);
74 "Rows of random variable", W.rows(),
75 "columns of scale parameter", S.rows());
108 Eigen::Matrix<typename promote_args<T_y, T_scale>::type,
109 Eigen::Dynamic, Eigen::Dynamic>
112 static_cast<Eigen::Matrix
113 <T_scale, Eigen::Dynamic, Eigen::Dynamic
> >
114 (S.template selfadjointView<Eigen::Lower>())));
115 lp -= 0.5*
trace(Winv_S);
122 template <
typename T_y,
typename T_dof,
typename T_scale>
124 typename boost::math::tools::promote_args<T_y, T_dof, T_scale>::type
128 <T_scale, Eigen::Dynamic, Eigen::Dynamic>& S) {
129 return inv_wishart_log<false>(W, nu, S);
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.
Eigen::Matrix< fvar< T2 >, R1, C2 > mdivide_left_ldlt(const stan::math::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.
boost::math::tools::promote_args< T_y, T_dof, T_scale >::type inv_wishart_log(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 Inverse-Wishart density for the given W, degrees of freedom, and scale matrix...
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.
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
T log_determinant_ldlt(stan::math::LDLT_factor< T, R, C > &A)
fvar< typename stan::return_type< T, int >::type > lmgamma(int x1, const fvar< T > &x2)
bool check_square(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, Eigen::Dynamic > &y)
Return true if the specified matrix is square.
bool check_greater(const char *function, const char *name, const T_y &y, const T_low &low)
Return true if y is strictly greater than low.
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.