gaussian_dlm_obs_lpdf.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/add.hpp>
#include <stan/math/prim/fun/dot_product.hpp>
#include <stan/math/prim/fun/inverse_spd.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/log_determinant_spd.hpp>
#include <stan/math/prim/fun/multiply.hpp>
#include <stan/math/prim/fun/quad_form.hpp>
#include <stan/math/prim/fun/quad_form_sym.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <stan/math/prim/fun/subtract.hpp>
#include <stan/math/prim/fun/tcrossprod.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/trace_quad_form.hpp>
#include <stan/math/prim/fun/transpose.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <cmath>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<bool propto, typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 , require_all_eigen_matrix_dynamic_t< T_y, T_F, T_G, T_V, T_W, T_C0 > * = nullptr, require_eigen_col_vector_t< T_m0 > * = nullptr>
return_type_t< T_y, T_F, T_G, T_V, T_W, T_m0, T_C0 >	stan::math::gaussian_dlm_obs_lpdf (const T_y &y, const T_F &F, const T_G &G, const T_V &V, const T_W &W, const T_m0 &m0, const T_C0 &C0)
	The log of a Gaussian dynamic linear model (GDLM).
template<typename T_y , typename T_F , typename T_G , typename T_V , typename T_W , typename T_m0 , typename T_C0 >
return_type_t< T_y, T_F, T_G, T_V, T_W, T_m0, T_C0 >	stan::math::gaussian_dlm_obs_lpdf (const T_y &y, const T_F &F, const T_G &G, const T_V &V, const T_W &W, const T_m0 &m0, const T_C0 &C0)