23.2 Multivariate normal distribution, precision parameterization
23.2.1 Probability density function
If K∈N, μ∈RK, and Ω∈RK×K is symmetric and positive definite, then for y∈RK, MultiNormalPrecision(y|μ,Ω)=MultiNormal(y|μ,Ω−1)
23.2.2 Sampling statement
y ~
multi_normal_prec
(mu, Omega)
Increment target log probability density with multi_normal_prec_lupdf(y | mu, Omega)
.
Available since 2.3
23.2.3 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
Available since 2.18
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
Available since 2.25
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
Available since 2.18
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
Available since 2.25
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
Available since 2.18
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
Available since 2.25
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
Available since 2.18
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
Available since 2.25