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stan::math::laplace_likelihood Namespace Reference

Detailed Description

functions to compute the log density, first, second, and third-order derivatives for a likelihoood specified by the user.

Namespaces

namespace  internal
 

Functions

template<typename F , typename Theta , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr>
auto log_likelihood (F &&f, Theta &&theta, TupleArgs &&ll_tup, Stream *msgs)
 A wrapper that accepts a tuple as arguments.
 
template<typename F , typename Theta , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr>
auto diff (F &&f, Theta &&theta, const Eigen::Index hessian_block_size, TupleArgs &&ll_tuple, Stream *msgs)
 A wrapper that accepts a tuple as arguments.
 
template<typename F , typename Theta , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr>
Eigen::VectorXd third_diff (F &&f, Theta &&theta, TupleArgs &&ll_args, Stream *msgs)
 A wrapper that accepts a tuple as arguments.
 
template<typename F , typename Theta , typename AMat , typename TupleArgs , typename Stream , require_eigen_vector_t< Theta > * = nullptr, require_tuple_t< TupleArgs > * = nullptr>
auto compute_s2 (F &&f, Theta &&theta, AMat &&A, int hessian_block_size, TupleArgs &&ll_args, Stream *msgs)
 A wrapper that accepts a tuple as arguments.
 
template<typename F , typename V_t , typename Theta , typename TupleArgs , typename Stream , require_tuple_t< TupleArgs > * = nullptr, require_eigen_vector_t< Theta > * = nullptr>
auto diff_eta_implicit (F &&f, V_t &&v, Theta &&theta, TupleArgs &&ll_args, Stream *msgs)
 A wrapper that accepts a tuple as arguments.