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22.2 Multivariate normal distribution, precision parameterization

22.2.1 Probability density function

If KN, μRK, and ΩRK×K is symmetric and positive definite, then for yRK, MultiNormalPrecision(y|μ,Ω)=MultiNormal(y|μ,Ω1)

22.2.2 Sampling statement

y ~ multi_normal_prec(mu, Omega)

Increment target log probability density with multi_normal_prec_lupdf(y | mu, Omega).

22.2.3 Stan functions

real multi_normal_prec_lpdf(vectors y | vectors mu, matrix Omega)
The log of the multivariate normal density of vector(s) y given location vector(s) mu and positive definite precision matrix Omega

real multi_normal_prec_lupdf(vectors y | vectors mu, matrix Omega)
The log of the multivariate normal density of vector(s) y given location vector(s) mu and positive definite precision matrix Omega dropping constant additive terms

real multi_normal_prec_lpdf(vectors y | row_vectors mu, matrix Omega)
The log of the multivariate normal density of vector(s) y given location row vector(s) mu and positive definite precision matrix Omega

real multi_normal_prec_lupdf(vectors y | row_vectors mu, matrix Omega)
The log of the multivariate normal density of vector(s) y given location row vector(s) mu and positive definite precision matrix Omega dropping constant additive terms

real multi_normal_prec_lpdf(row_vectors y | vectors mu, matrix Omega)
The log of the multivariate normal density of row vector(s) y given location vector(s) mu and positive definite precision matrix Omega

real multi_normal_prec_lupdf(row_vectors y | vectors mu, matrix Omega)
The log of the multivariate normal density of row vector(s) y given location vector(s) mu and positive definite precision matrix Omega dropping constant additive terms

real multi_normal_prec_lpdf(row_vectors y | row_vectors mu, matrix Omega)
The log of the multivariate normal density of row vector(s) y given location row vector(s) mu and positive definite precision matrix Omega

real multi_normal_prec_lupdf(row_vectors y | row_vectors mu, matrix Omega)
The log of the multivariate normal density of row vector(s) y given location row vector(s) mu and positive definite precision matrix Omega dropping constant additive terms