laplace_latent_poisson_log_rng()

template<typename CovarFun , typename CovarArgs , typename RNG , typename Mean >

Eigen::VectorXd stan::math::laplace_latent_poisson_log_rng ( const std::vector< int > &  y, const std::vector< int > &  y_index, Mean &&  mean, CovarFun &&  covariance_function, CovarArgs &&  covar_args, RNG &  rng, std::ostream *  msgs  )

inline

In a latent gaussian model,.

theta ~ Normal(0, Sigma(phi)) y ~ p(y|theta,phi)

return a sample from the Laplace approximation to p(theta|y,phi). The Laplace approximation is computed using a Newton solver. In this specialized function, the likelihood p(y|theta) is a Poisson with a log link.

Template Parameters

Mean	type of the mean of the latent normal distribution
CovarFun	A functor with an operator()(CovarArgsElements..., {TrainTupleElements...| PredTupleElements...}) method. The operator() method should accept as arguments the inner elements of CovarArgs. The return type of the operator() method should be a type inheriting from Eigen::EigenBase with dynamic sized rows and columns.
CovarArgs	A tuple of types to passed as the first arguments of CovarFun::operator()
RNG	A valid boost rng type

Parameters

[in]	y	Observed counts.
[in]	y_index	Index indicating which group each observation belongs to.
[in]	mean	The mean of the latent normal variable.
[in]	covariance_function	a function which returns the prior covariance.
[in]	covar_args	arguments for the covariance function.
[in,out]	rng	Random number generator
[in,out]	msgs	stream for messages from likelihood and covariance

Definition at line 73 of file laplace_latent_poisson_log_rng.hpp.