laplace_latent_solve()

template<typename LLFunc , typename LLArgs , typename CovarFun , typename CovarArgs >

auto stan::math::laplace_latent_solve ( LLFunc &&  ll_fun, LLArgs &&  ll_args, int  hessian_block_size, CovarFun &&  covariance_function, CovarArgs &&  covar_args, std::ostream *  msgs  )

inline

In a latent gaussian model,.

theta ~ Normal(0, Sigma(phi)) y ~ p(y|theta,phi)

returns the posterior mean and Cholesky factor from the Laplace approximation of p(theta | y, phi).

Template Parameters

LLFunc	Type of likelihood function.
LLArgs	Tuple of arguments types of likelihood function.
CovarFun	A functor with an operator()(CovarArgsElements..., {TrainTupleElements...| PredTupleElements...}) method. The operator() method should accept as arguments the inner elements of CovarArgs. The return type of the operator() method should be a type inheriting from Eigen::EigenBase with dynamic sized rows and columns.
CovarArgs	A tuple of types to passed as the first arguments of CovarFun::operator()
OpsTuple	A tuple of laplace_options types
RNG	A valid boost rng type

Parameters

	ll_fun	Likelihood function.
	ll_args	Arguments for likelihood function.
[in]	covariance_function	a function which returns the prior covariance.
[in]	covar_args	arguments for the covariance function.
[in]	hessian_block_size	Block size for the Hessian approximation with respect to the latent gaussian variable theta.
[in,out]	msgs	stream for messages from likelihood and covariance

Definition at line 75 of file laplace_latent_solve.hpp.