Stan Functions Reference
Overview
Built-In Functions
1 Void Functions
- 1.1 Print Statement
- 1.2 Reject Statement
2 Integer-Valued Basic Functions
3 Real-Valued Basic Functions
4 Array Operations
5 Matrix Operations
6 Sparse Matrix Operations
7 Mixed Operations
8 Compound Arithmetic and Assignment
9 Higher-Order Functions
Discrete Distributions
10 Conventions for Probability Functions
11 Binary Distributions
12 Bounded Discrete Distributions
13 Unbounded Discrete Distributions
14 Multivariate Discrete Distributions
- 14.1 Multinomial Distribution
Continuous Distributions
15 Unbounded Continuous Distributions
16 Positive Continuous Distributions
17 Positive Lower-Bounded Distributions
18 Continuous Distributions on [0, 1]
- 18.1 Beta Distribution
- 18.2 Beta Proportion Distribution
19 Circular Distributions
- 19.1 Von Mises Distribution
20 Bounded Continuous Distributions
- 20.1 Uniform Distribution
21 Distributions over Unbounded Vectors
22 Simplex Distributions
- 22.1 Dirichlet Distribution
23 Correlation Matrix Distributions
- 23.1 LKJ Correlation Distribution
- 23.2 Cholesky LKJ Correlation Distribution
24 Covariance Matrix Distributions
- 24.1 Wishart Distribution
- 24.2 Inverse Wishart Distribution
Appendix
25 Mathematical Functions
References

Stan Functions Reference

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21 Distributions over Unbounded Vectors

The unbounded vector probability distributions have support on all of \(\mathbb{R}^K\) for some fixed \(K\).

Multivariate Normal Distribution
Multivariate Normal Distribution, Precision Parameterization
Multivariate Normal Distribution, Cholesky Parameterization
Multivariate Gaussian Process Distribution
Multivariate Gaussian Process Distribution, Cholesky parameterization
Multivariate Student-T Distribution
Gaussian Dynamic Linear Models