Stan Math Library
5.0.0
Automatic Differentiation
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#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/as_value_column_vector_or_scalar.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/max_size_mvt.hpp>
#include <stan/math/prim/fun/mdivide_left_tri.hpp>
#include <stan/math/prim/fun/mdivide_right_tri.hpp>
#include <stan/math/prim/fun/size_mvt.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <stan/math/prim/fun/transpose.hpp>
#include <stan/math/prim/fun/vector_seq_view.hpp>
#include <stan/math/prim/functor/partials_propagator.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_loc , typename T_covar , require_any_not_vector_vt< is_stan_scalar, T_y, T_loc > * = nullptr, require_all_not_nonscalar_prim_or_rev_kernel_expression_t< T_y, T_loc, T_covar > * = nullptr> | |
return_type_t< T_y, T_loc, T_covar > | stan::math::multi_normal_cholesky_lpdf (const T_y &y, const T_loc &mu, const T_covar &L) |
The log of the multivariate normal density for the given y, mu, and a Cholesky factor L of the variance matrix. | |
template<typename T_y , typename T_loc , typename T_covar > | |
return_type_t< T_y, T_loc, T_covar > | stan::math::multi_normal_cholesky_lpdf (const T_y &y, const T_loc &mu, const T_covar &L) |