hmm_marginal.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/row.hpp>
#include <stan/math/prim/fun/col.hpp>
#include <stan/math/prim/fun/transpose.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <stan/math/prim/core.hpp>
#include <stan/math/prim/functor/partials_propagator.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.

Functions
template<typename T_omega , typename T_Gamma , typename T_rho , typename T_alpha >
auto	stan::math::hmm_marginal_val (const Eigen::Matrix< T_omega, Eigen::Dynamic, Eigen::Dynamic > &omegas, const T_Gamma &Gamma_val, const T_rho &rho_val, Eigen::Matrix< T_alpha, Eigen::Dynamic, Eigen::Dynamic > &alphas, Eigen::Matrix< T_alpha, Eigen::Dynamic, 1 > &alpha_log_norms, T_alpha &norm_norm)
template<typename T_omega , typename T_Gamma , typename T_rho , require_all_eigen_t< T_omega, T_Gamma > * = nullptr, require_eigen_col_vector_t< T_rho > * = nullptr>
auto	stan::math::hmm_marginal (const T_omega &log_omegas, const T_Gamma &Gamma, const T_rho &rho)
	For a Hidden Markov Model with observation y, hidden state x, and parameters theta, return the log marginal density, log p(y | theta).