## 7.3 Increment Log Density

The basis of Stan’s execution is the evaluation of a log probability
function (specifically, a probability density function) for a given
set of (real-valued) parameters; this function returns the log density
of the posterior up to an additive constant. Data and transformed
data are fixed before the log density is evaluated. The total log
probability is initialized to zero. Next, any log Jacobian
adjustments accrued by the variable constraints are added to the log
density (the Jacobian adjustment may be skipped for optimization).
Sampling and log probability increment statements may add to the log
density in the model block. A log probability increment statement
directly increments the log density with the value of an expression as
follows.^{6}

`target += -0.5 * y * y;`

The keyword `target`

here is actually not a variable, and may not
be accessed as such (though see below on how to access the value of
target through a special function).

In this example, the unnormalized log probability of a unit normal
variable \(y\) is added to the total log probability. In the general
case, the argument can be any expression.^{7}

An entire Stan model can be implemented this way. For instance, the following model will draw a single variable according to a unit normal probability.

```
parameters {
real y;
}
model {
target += -0.5 * y * y;
}
```

This model defines a log probability function

\[ \log p(y) = - \, \frac{y^2}{2} - \log Z \]

where \(Z\) is a normalizing constant that does not depend on \(y\). The constant \(Z\) is conventionally written this way because on the linear scale, \[ p(y) = \frac{1}{Z} \exp\left(-\frac{y^2}{2}\right). \] which is typically written without reference to \(Z\) as \[ p(y) \propto \exp\left(-\frac{y^2}{2}\right). \]

Stan only requires models to be defined up to a constant that does not depend on the parameters. This is convenient because often the normalizing constant \(Z\) is either time-consuming to compute or intractable to evaluate.

#### Relation to compound addition and assignment

The increment log density statement looks syntactically like compound
addition and assignment (see the compound arithmetic/assignment section, it is treated as a
primitive statement because `target`

is not itself a variable.
So, even though

`target += lp;`

is a legal statement, the corresponding long form is not legal.

`target = target + lp; // BAD, target is not a variable`

#### Vectorization

The `target += ...`

statement accepts an argument in place of
`...`

for any expression type, including integers, reals,
vectors, row vectors, matrices, and arrays of any dimensionality,
including arrays of vectors and matrices. For container arguments,
their sum will be added to the total log density.

### Accessing the Log Density

To access accumulated log density up to the current execution point,
the function `target()()`

may be used.

The current notation replaces two previous versions. Originally, a variable

`lp__`

was directly exposed and manipulated; this is no longer allowed. The original statement syntax for`target += u`

was`increment_log_prob(u)`

, but this form has been deprecated and will be removed in Stan 3.↩Writing this model with the expression

`-0.5 * y * y`

is more efficient than with the equivalent expression`y * y / -2`

because multiplication is more efficient than division; in both cases, the negation is rolled into the numeric literal (`-0.5`

and`-2`

). Writing`square(y)`

instead of`y * y`

would be even more efficient because the derivatives can be precomputed, reducing the memory and number of operations required for automatic differentiation.↩