multi_student_t.hpp File Reference

#include <cstdlib>
#include <boost/math/special_functions/gamma.hpp>
#include <boost/math/special_functions/fpclassify.hpp>
#include <stan/math/matrix.hpp>
#include <stan/math/error_handling.hpp>
#include <stan/math/matrix/multiply.hpp>
#include <stan/math/matrix/dot_product.hpp>
#include <stan/math/matrix/subtract.hpp>
#include <stan/math/matrix_error_handling.hpp>
#include <stan/prob/constants.hpp>
#include <stan/prob/traits.hpp>
#include <stan/prob/distributions/multivariate/continuous/multi_normal.hpp>
#include <stan/prob/distributions/univariate/continuous/inv_gamma.hpp>
#include <stan/math/error_handling/matrix/check_ldlt_factor.hpp>
#include <boost/random/variate_generator.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_dof , typename T_loc , typename T_scale >
boost::math::tools::promote_args < typename scalar_type< T_y > ::type, T_dof, typename scalar_type< T_loc >::type, T_scale >::type	stan::prob::multi_student_t_log (const T_y &y, const T_dof &nu, const T_loc &mu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &Sigma)
	Return the log of the multivariate Student t distribution at the specified arguments. More...
template<typename T_y , typename T_dof , typename T_loc , typename T_scale >
boost::math::tools::promote_args < typename scalar_type< T_y > ::type, T_dof, typename scalar_type< T_loc >::type, T_scale >::type	stan::prob::multi_student_t_log (const T_y &y, const T_dof &nu, const T_loc &mu, const Eigen::Matrix< T_scale, Eigen::Dynamic, Eigen::Dynamic > &Sigma)
template<class RNG >
Eigen::VectorXd	stan::prob::multi_student_t_rng (const double nu, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &s, RNG &rng)