logpdf_lazy_matrix_gaussian
function logpdf_lazy_matrix_gaussian(X:Expression<Real[_,_]>, M:Expression<Real[_,_]>, U:Expression<LLT>, V:Expression<LLT>) -> Expression<Real>
Observe a matrix Gaussian distribution.
- X: The variate.
- M: Mean.
- U: Among-row covariance.
- V: Among-column covariance.
Returns: the log probability density.
function logpdf_lazy_matrix_gaussian(X:Expression<Real[_,_]>, M:Expression<Real[_,_]>, U:Expression<LLT>, σ2:Expression<Real[_]>) -> Expression<Real>
Observe a matrix Gaussian distribution with independent columns.
- X: The variate.
- M: Mean.
- U: Among-row covariance.
- σ2: Among-column variances.
Returns: the log probability density.
function logpdf_lazy_matrix_gaussian(X:Expression<Real[_,_]>, M:Expression<Real[_,_]>, V:Expression<LLT>) -> Expression<Real>
Observe a matrix Gaussian distribution with independent rows.
- X: The variate.
- M: Mean.
- V: Among-column covariance.
Returns: the log probability density.
function logpdf_lazy_matrix_gaussian(X:Expression<Real[_,_]>, M:Expression<Real[_,_]>, σ2:Expression<Real[_]>) -> Expression<Real>
Observe a matrix Gaussian distribution with independent elements.
- X: The variate.
- M: Mean.
- σ2: Among-column variances.
Returns: the log probability density.
function logpdf_lazy_matrix_gaussian(X:Expression<Real[_,_]>, M:Expression<Real[_,_]>, σ2:Expression<Real>) -> Expression<Real>
Observe a matrix Gaussian distribution with independent elements of identical variance.
- X: The variate.
- M: Mean.
- σ2: Variance.
Returns: the log probability density.