Automatic Differentiation
 
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multi_normal_cholesky_lpdf.hpp File Reference

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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_cl , typename T_loc_cl , typename T_covar_cl , require_all_prim_or_rev_kernel_expression_t< T_y_cl, T_loc_cl, T_covar_cl > * = nullptr>
return_type_t< T_y_cl, T_loc_cl, T_covar_cl > stan::math::multi_normal_cholesky_lpdf (const T_y_cl &y, const T_loc_cl &mu, const T_covar_cl &L)
 The log of the multivariate normal density for the given y, mu, and a Cholesky factor L of the variance matrix.