Automatic Differentiation
 
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gaussian_dlm_obs_lpdf.hpp File Reference

Go to the source code of this file.

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)