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sycliksyclik
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Merge pull request #608 from stan-dev/feature/fix-issue-589-vectorize-multi_normal
Fixes #589. Feature/fix issue 589 vectorize multi normal
2 parents 6fc5210 + 41c9bcb commit 88bbf51

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‎basic_estimators/normal_multi.data.R‎

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N <- 10
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J <- 5
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sigma <-
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structure(c(1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0,
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0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0,
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0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0,
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0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
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0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1), .Dim = c(10L,
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10L))
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y <- structure(c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15,
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16, 17, 1, 19, 20, 21, 22, 23, 24, 25, 26, 3, 28, 29, 30, 31,
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32, 33, 3, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47,
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48, 49, 50), .Dim = c(5L, 10L))
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z <- structure(c(11, 2, 3, 5, 5, 6, 1, 8, 9, 10, 1, 12, 13, 14, 15,
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16, 17, 1, 19, 2, 24, 24, 23, 26, 25, 26, 3, 2, 2, 30, 31,
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32, 33, 3, 3, 36, 37, 3, 39, 40, 4, 42, 43, 44, 4, 46, 47,
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48, 49, 5), .Dim = c(5L, 10L))

‎basic_estimators/normal_multi.stan‎

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data {
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int<lower=0> N; //response variable size
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int<lower=0> J; //number of observations
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vector[N] y[J];
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vector[N] z[J];
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matrix[N, N] sigma;
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}
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transformed data {
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row_vector[N] ry[J];
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row_vector[N] rz[J];
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matrix[N, N] inv_sigma;
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for (n in 1:N)
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for (j in 1:J) {
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ry[j][n] <- y[j][n];
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rz[j][n] <- z[j][n];
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}
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inv_sigma <- inverse_spd(sigma);
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}
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parameters {
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vector[N] beta[J];
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row_vector[N] rbeta[J];
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}
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model {
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y ~ multi_normal(beta, sigma);
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y ~ multi_normal(beta[1], sigma);
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y[1] ~ multi_normal(beta, sigma);
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y[1] ~ multi_normal(beta[1], sigma);
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y ~ multi_normal(z, sigma);
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y ~ multi_normal(z[1], sigma);
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y[1] ~ multi_normal(z, sigma);
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y[1] ~ multi_normal(z[1], sigma);
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y ~ multi_normal(rbeta, sigma);
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y ~ multi_normal(rbeta[1], sigma);
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y[1] ~ multi_normal(rbeta, sigma);
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y[1] ~ multi_normal(rbeta[1], sigma);
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y ~ multi_normal(rz, sigma);
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y ~ multi_normal(rz[1], sigma);
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y[1] ~ multi_normal(rz, sigma);
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y[1] ~ multi_normal(rz[1], sigma);
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ry ~ multi_normal(beta, sigma);
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ry ~ multi_normal(beta[1], sigma);
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ry[1] ~ multi_normal(beta, sigma);
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ry[1] ~ multi_normal(beta[1], sigma);
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ry ~ multi_normal(z, sigma);
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ry ~ multi_normal(z[1], sigma);
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ry[1] ~ multi_normal(z, sigma);
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ry[1] ~ multi_normal(z[1], sigma);
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ry ~ multi_normal(rbeta, sigma);
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ry ~ multi_normal(rbeta[1], sigma);
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ry[1] ~ multi_normal(rbeta, sigma);
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ry[1] ~ multi_normal(rbeta[1], sigma);
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ry ~ multi_normal(rz, sigma);
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ry ~ multi_normal(rz[1], sigma);
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ry[1] ~ multi_normal(rz, sigma);
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ry[1] ~ multi_normal(rz[1], sigma);
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y ~ multi_normal_cholesky(beta, sigma);
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y ~ multi_normal_cholesky(beta[1], sigma);
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y[1] ~ multi_normal_cholesky(beta, sigma);
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y[1] ~ multi_normal_cholesky(beta[1], sigma);
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y ~ multi_normal_cholesky(z, sigma);
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y ~ multi_normal_cholesky(z[1], sigma);
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y[1] ~ multi_normal_cholesky(z, sigma);
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y[1] ~ multi_normal_cholesky(z[1], sigma);
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y ~ multi_normal_cholesky(rbeta, sigma);
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y ~ multi_normal_cholesky(rbeta[1], sigma);
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y[1] ~ multi_normal_cholesky(rbeta, sigma);
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y[1] ~ multi_normal_cholesky(rbeta[1], sigma);
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y ~ multi_normal_cholesky(rz, sigma);
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y ~ multi_normal_cholesky(rz[1], sigma);
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y[1] ~ multi_normal_cholesky(rz, sigma);
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y[1] ~ multi_normal_cholesky(rz[1], sigma);
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ry ~ multi_normal_cholesky(beta, sigma);
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ry ~ multi_normal_cholesky(beta[1], sigma);
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ry[1] ~ multi_normal_cholesky(beta, sigma);
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ry[1] ~ multi_normal_cholesky(beta[1], sigma);
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ry ~ multi_normal_cholesky(z, sigma);
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ry ~ multi_normal_cholesky(z[1], sigma);
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ry[1] ~ multi_normal_cholesky(z, sigma);
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ry[1] ~ multi_normal_cholesky(z[1], sigma);
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ry ~ multi_normal_cholesky(rbeta, sigma);
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ry ~ multi_normal_cholesky(rbeta[1], sigma);
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ry[1] ~ multi_normal_cholesky(rbeta, sigma);
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ry[1] ~ multi_normal_cholesky(rbeta[1], sigma);
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ry ~ multi_normal_cholesky(rz, sigma);
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ry ~ multi_normal_cholesky(rz[1], sigma);
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ry[1] ~ multi_normal_cholesky(rz, sigma);
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ry[1] ~ multi_normal_cholesky(rz[1], sigma);
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y ~ multi_normal_prec(beta, sigma);
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y ~ multi_normal_prec(beta[1], sigma);
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y[1] ~ multi_normal_prec(beta, sigma);
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y[1] ~ multi_normal_prec(beta[1], sigma);
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y ~ multi_normal_prec(z, sigma);
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y ~ multi_normal_prec(z[1], sigma);
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y[1] ~ multi_normal_prec(z, sigma);
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y[1] ~ multi_normal_prec(z[1], sigma);
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y ~ multi_normal_prec(rbeta, sigma);
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y ~ multi_normal_prec(rbeta[1], sigma);
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y[1] ~ multi_normal_prec(rbeta, sigma);
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y[1] ~ multi_normal_prec(rbeta[1], sigma);
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y ~ multi_normal_prec(rz, sigma);
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y ~ multi_normal_prec(rz[1], sigma);
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y[1] ~ multi_normal_prec(rz, sigma);
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y[1] ~ multi_normal_prec(rz[1], sigma);
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ry ~ multi_normal_prec(beta, sigma);
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ry ~ multi_normal_prec(beta[1], sigma);
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ry[1] ~ multi_normal_prec(beta, sigma);
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ry[1] ~ multi_normal_prec(beta[1], sigma);
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ry ~ multi_normal_prec(z, sigma);
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ry ~ multi_normal_prec(z[1], sigma);
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ry[1] ~ multi_normal_prec(z, sigma);
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ry[1] ~ multi_normal_prec(z[1], sigma);
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ry ~ multi_normal_prec(rbeta, sigma);
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ry ~ multi_normal_prec(rbeta[1], sigma);
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ry[1] ~ multi_normal_prec(rbeta, sigma);
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ry[1] ~ multi_normal_prec(rbeta[1], sigma);
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ry ~ multi_normal_prec(rz, sigma);
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ry ~ multi_normal_prec(rz[1], sigma);
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ry[1] ~ multi_normal_prec(rz, sigma);
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ry[1] ~ multi_normal_prec(rz[1], sigma);
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y ~ multi_student_t(10, beta, sigma);
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y ~ multi_student_t(10, beta[1], sigma);
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y[1] ~ multi_student_t(10, beta, sigma);
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y[1] ~ multi_student_t(10, beta[1], sigma);
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y ~ multi_student_t(10, z, sigma);
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y ~ multi_student_t(10, z[1], sigma);
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y[1] ~ multi_student_t(10, z, sigma);
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y[1] ~ multi_student_t(10, z[1], sigma);
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y ~ multi_student_t(10, rbeta, sigma);
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y ~ multi_student_t(10, rbeta[1], sigma);
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y[1] ~ multi_student_t(10, rbeta, sigma);
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y[1] ~ multi_student_t(10, rbeta[1], sigma);
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y ~ multi_student_t(10, rz, sigma);
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y ~ multi_student_t(10, rz[1], sigma);
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y[1] ~ multi_student_t(10, rz, sigma);
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y[1] ~ multi_student_t(10, rz[1], sigma);
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ry ~ multi_student_t(10, beta, sigma);
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ry ~ multi_student_t(10, beta[1], sigma);
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ry[1] ~ multi_student_t(10, beta, sigma);
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ry[1] ~ multi_student_t(10, beta[1], sigma);
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ry ~ multi_student_t(10, z, sigma);
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ry ~ multi_student_t(10, z[1], sigma);
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ry[1] ~ multi_student_t(10, z, sigma);
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ry[1] ~ multi_student_t(10, z[1], sigma);
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ry ~ multi_student_t(10, rbeta, sigma);
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ry ~ multi_student_t(10, rbeta[1], sigma);
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ry[1] ~ multi_student_t(10, rbeta, sigma);
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ry[1] ~ multi_student_t(10, rbeta[1], sigma);
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ry ~ multi_student_t(10, rz, sigma);
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ry ~ multi_student_t(10, rz[1], sigma);
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ry[1] ~ multi_student_t(10, rz, sigma);
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ry[1] ~ multi_student_t(10, rz[1], sigma);
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}

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