| /dports/math/stanmath/math-4.2.0/stan/math/prim/prob/ |
| H A D | multi_gp_lpdf.hpp | 56 auto ldlt_Sigma = make_ldlt_factor(Sigma_ref); in multi_gp_lpdf() local
57 check_ldlt_factor(function, "LDLT_Factor of Sigma", ldlt_Sigma); in multi_gp_lpdf()
70 lp -= 0.5 * log_determinant_ldlt(ldlt_Sigma) * y.rows(); in multi_gp_lpdf()
78 lp -= 0.5 * trace_gen_inv_quad_form_ldlt(w_ref, ldlt_Sigma, y_t_ref); in multi_gp_lpdf()
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| H A D | multi_normal_lpdf.hpp | 77 auto ldlt_Sigma = make_ldlt_factor(Sigma_ref); in multi_normal_lpdf() local
79 ldlt_Sigma); in multi_normal_lpdf()
90 lp -= 0.5 * log_determinant_ldlt(ldlt_Sigma) * size_vec; in multi_normal_lpdf()
98 sum_lp_vec += trace_inv_quad_form_ldlt(ldlt_Sigma, y_col - mu_col); in multi_normal_lpdf()
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| H A D | multi_student_t_lpdf.hpp | 103 auto ldlt_Sigma = make_ldlt_factor(Sigma_ref); in multi_student_t_lpdf() local
104 check_ldlt_factor(function, "LDLT_Factor of scale parameter", ldlt_Sigma); in multi_student_t_lpdf()
125 lp -= 0.5 * log_determinant_ldlt(ldlt_Sigma) * size_vec; in multi_student_t_lpdf()
134 += log1p(trace_inv_quad_form_ldlt(ldlt_Sigma, y_col - mu_col) / nu); in multi_student_t_lpdf()
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| H A D | matrix_normal_prec_lpdf.hpp | 43 auto ldlt_Sigma = make_ldlt_factor(Sigma); in matrix_normal_prec_lpdf() local
44 check_ldlt_factor(function, "LDLT_Factor of Sigma", ldlt_Sigma); in matrix_normal_prec_lpdf()
69 lp += log_determinant_ldlt(ldlt_Sigma) * (0.5 * y.rows()); in matrix_normal_prec_lpdf()
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| H A D | multi_normal_prec_lpdf.hpp | 78 auto ldlt_Sigma = make_ldlt_factor(Sigma_ref); in multi_normal_prec_lpdf() local
79 check_ldlt_factor(function, "LDLT_Factor of precision parameter", ldlt_Sigma); in multi_normal_prec_lpdf()
86 lp += 0.5 * log_determinant_ldlt(ldlt_Sigma) * size_vec; in multi_normal_prec_lpdf()
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| /dports/math/py-pystan/pystan-2.19.0.0/pystan/stan/lib/stan_math/stan/math/prim/mat/prob/ |
| H A D | multi_gp_lpdf.hpp | 55 LDLT_factor<T_covar, Eigen::Dynamic, Eigen::Dynamic> ldlt_Sigma(Sigma); in multi_gp_lpdf() local
56 check_ldlt_factor(function, "LDLT_Factor of Sigma", ldlt_Sigma); in multi_gp_lpdf()
73 lp -= 0.5 * log_determinant_ldlt(ldlt_Sigma) * y.rows(); in multi_gp_lpdf()
83 lp -= 0.5 * trace_gen_inv_quad_form_ldlt(w_mat, ldlt_Sigma, yT); in multi_gp_lpdf()
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| H A D | multi_normal_lpdf.hpp | 36 LDLT_factor<T_covar_elem, Dynamic, Dynamic> ldlt_Sigma(Sigma); in multi_normal_lpdf() local
38 ldlt_Sigma); in multi_normal_lpdf()
98 lp -= 0.5 * log_determinant_ldlt(ldlt_Sigma) * size_vec; in multi_normal_lpdf()
107 sum_lp_vec += trace_inv_quad_form_ldlt(ldlt_Sigma, y_minus_mu); in multi_normal_lpdf()
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| H A D | multi_student_t_lpdf.hpp | 103 LDLT_factor<T_scale_elem, Eigen::Dynamic, Eigen::Dynamic> ldlt_Sigma(Sigma); in multi_student_t_lpdf() local
104 check_ldlt_factor(function, "LDLT_Factor of scale parameter", ldlt_Sigma); in multi_student_t_lpdf()
121 lp -= 0.5 * log_determinant_ldlt(ldlt_Sigma) * size_vec; in multi_student_t_lpdf()
132 += log1p(trace_inv_quad_form_ldlt(ldlt_Sigma, y_minus_mu) / nu); in multi_student_t_lpdf()
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| H A D | matrix_normal_prec_lpdf.hpp | 55 LDLT_factor<T_Sigma, Eigen::Dynamic, Eigen::Dynamic> ldlt_Sigma(Sigma); in matrix_normal_prec_lpdf() local
56 check_ldlt_factor(function, "LDLT_Factor of Sigma", ldlt_Sigma); in matrix_normal_prec_lpdf()
78 lp += log_determinant_ldlt(ldlt_Sigma) * (0.5 * y.rows()); in matrix_normal_prec_lpdf()
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| H A D | multi_normal_prec_lpdf.hpp | 43 LDLT_factor<T_covar_elem, Eigen::Dynamic, Eigen::Dynamic> ldlt_Sigma(Sigma); in multi_normal_prec_lpdf() local
44 check_ldlt_factor(function, "LDLT_Factor of precision parameter", ldlt_Sigma); in multi_normal_prec_lpdf()
103 lp += 0.5 * log_determinant_ldlt(ldlt_Sigma) * size_vec; in multi_normal_prec_lpdf()
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