laplace_latent_rng()

template<typename LLFunc , typename LLArgs , typename CovarFun , typename CovarArgs , typename RNG >

auto stan::math::laplace_latent_rng ( LLFunc &&  L_f, LLArgs &&  ll_args, 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), where the log likelihood is given by L_f.

Template Parameters

LLFunc	Type of likelihood function.
LLArgs	Type of arguments of likelihood function.
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]	L_f	Function that returns log likelihood.
[in]	ll_args	Arguments for likelihood function.
[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 68 of file laplace_latent_rng.hpp.