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Stan Math Library
5.2.0
Automatic Differentiation
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| WR stan::math::internal::laplace_density_estimates< ThetaVec, WR, L_t, A_vec, ThetaGrad, LU_t, KRoot >::W_r |
Solver-dependent Hessian quantity.
W_r = sqrt(W) where W = -d^2/dtheta^2 log_likelihood(theta) (diagonal or block-diagonal).W itself. Definition at line 193 of file laplace_marginal_density_estimator.hpp.