gaussian_dlm_obs_rng.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <vector>

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.
namespace	stan::math::internal
	A comparator that works for any container type that has the brackets operator.

Functions
template<class RNG >
Eigen::VectorXd	stan::math::internal::multi_normal_semidefinite_rng (const Eigen::VectorXd &mu, const Eigen::LDLT< Eigen::MatrixXd > &S_ldlt, RNG &rng)
	Return a multivariate normal random variate with the given location and covariance using the specified random number generator.
template<class RNG >
Eigen::MatrixXd	stan::math::gaussian_dlm_obs_rng (const Eigen::MatrixXd &F, const Eigen::MatrixXd &G, const Eigen::MatrixXd &V, const Eigen::MatrixXd &W, const Eigen::VectorXd &m0, const Eigen::MatrixXd &C0, const int T, RNG &rng)
	Simulate random draw from Gaussian dynamic linear model (GDLM).
template<class RNG >
Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic >	stan::math::gaussian_dlm_obs_rng (const Eigen::MatrixXd &F, const Eigen::MatrixXd &G, const Eigen::VectorXd &V, const Eigen::MatrixXd &W, const Eigen::VectorXd &m0, const Eigen::MatrixXd &C0, const int T, RNG &rng)