multi_gp_cholesky_lpdf.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/dot_self.hpp>
#include <stan/math/prim/fun/log.hpp>
#include <stan/math/prim/fun/mdivide_left_tri_low.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/to_ref.hpp>

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_covar , typename T_w , require_all_eigen_matrix_dynamic_t< T_y, T_covar > * = nullptr, require_eigen_col_vector_t< T_w > * = nullptr>
return_type_t< T_y, T_covar, T_w >	stan::math::multi_gp_cholesky_lpdf (const T_y &y, const T_covar &L, const T_w &w)
	The log of a multivariate Gaussian Process for the given y, w, and a Cholesky factor L of the kernel matrix Sigma.
template<typename T_y , typename T_covar , typename T_w >
return_type_t< T_y, T_covar, T_w >	stan::math::multi_gp_cholesky_lpdf (const T_y &y, const T_covar &L, const T_w &w)