multi_normal_cholesky.hpp File Reference

#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>
#include <stan/agrad/rev.hpp>
#include <stan/agrad/rev/matrix.hpp>
#include <stan/math/error_handling.hpp>
#include <stan/math/matrix/columns_dot_product.hpp>
#include <stan/math/matrix/columns_dot_self.hpp>
#include <stan/math/matrix/dot_product.hpp>
#include <stan/math/matrix/dot_self.hpp>
#include <stan/math/matrix_error_handling.hpp>
#include <stan/math/matrix/log.hpp>
#include <stan/math/matrix/log_determinant.hpp>
#include <stan/math/matrix/mdivide_left_spd.hpp>
#include <stan/math/matrix/mdivide_left_tri_low.hpp>
#include <stan/math/matrix/multiply.hpp>
#include <stan/math/matrix/subtract.hpp>
#include <stan/math/matrix/sum.hpp>
#include <stan/meta/traits.hpp>
#include <stan/prob/constants.hpp>
#include <stan/prob/traits.hpp>

Go to the source code of this file.

Namespaces
	stan
	Probability, optimization and sampling library.
	stan::prob
	Templated probability distributions.

Functions
template<bool propto, typename T_y , typename T_loc , typename T_covar >
boost::math::tools::promote_args < typename scalar_type< T_y > ::type, typename scalar_type < T_loc >::type, T_covar > ::type	stan::prob::multi_normal_cholesky_log (const T_y &y, const T_loc &mu, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L)
	The log of the multivariate normal density for the given y, mu, and a Cholesky factor L of the variance matrix. More...
template<typename T_y , typename T_loc , typename T_covar >
boost::math::tools::promote_args < typename scalar_type< T_y > ::type, typename scalar_type < T_loc >::type, T_covar > ::type	stan::prob::multi_normal_cholesky_log (const T_y &y, const T_loc &mu, const Eigen::Matrix< T_covar, Eigen::Dynamic, Eigen::Dynamic > &L)
template<class RNG >
Eigen::VectorXd	stan::prob::multi_normal_cholesky_rng (const Eigen::Matrix< double, Eigen::Dynamic, 1 > &mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &S, RNG &rng)