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Stan Math Library
5.2.0
Automatic Differentiation
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Definition at line 181 of file laplace_marginal_density_estimator.hpp.
#include <laplace_marginal_density_estimator.hpp>
Public Member Functions | |
| laplace_density_estimates (double lmd_, ThetaVec &&theta_, WR &&W_r_, L_t &&L_, A_vec &&a_, ThetaGrad &&theta_grad_, LU_t &&LU_, KRoot &&K_root_, int solver_used_) | |
Public Attributes | |
| double | lmd {std::numeric_limits<double>::infinity()} |
| ThetaVec | theta |
| WR | W_r |
| Solver-dependent Hessian quantity. | |
| L_t | L |
Solver-dependent factorization of the system matrix B. | |
| A_vec | a |
Mode in the a parameterization, where theta = covariance * a. | |
| ThetaGrad | theta_grad |
Gradient of the log-likelihood with respect to theta at the mode. | |
| LU_t | LU |
| KRoot | K_root |
| Lower Cholesky factor of the covariance matrix. | |
| int | solver_used {1} |