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 Complex-Valued Basic Functions
5 Array Operations
6 Matrix Operations
7 Sparse Matrix Operations
8 Mixed Operations
9 Compound Arithmetic and Assignment
10 Higher-Order Functions
11 Deprecated Functions
12 Removed Functions
13 Conventions for Probability Functions
Discrete Distributions
14 Binary Distributions
15 Bounded Discrete Distributions
16 Unbounded Discrete Distributions
17 Multivariate Discrete Distributions
- 17.1 Multinomial distribution
- 17.2 Multinomial distribution, logit parameterization
Continuous Distributions
18 Unbounded Continuous Distributions
19 Positive Continuous Distributions
20 Positive Lower-Bounded Distributions
21 Continuous Distributions on [0, 1]
- 21.1 Beta distribution
- 21.2 Beta proportion distribution
22 Circular Distributions
- 22.1 Von Mises distribution
23 Bounded Continuous Distributions
- 23.1 Uniform distribution
24 Distributions over Unbounded Vectors
25 Simplex Distributions
- 25.1 Dirichlet distribution
26 Correlation Matrix Distributions
- 26.1 LKJ correlation distribution
- 26.2 Cholesky LKJ correlation distribution
27 Covariance Matrix Distributions
- 27.1 Wishart distribution
- 27.2 Inverse Wishart distribution
Additional Distributions
28 Hidden Markov Models
- 28.1 Stan functions
Appendix
29 Mathematical Functions
References

Stan Functions Reference

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24 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