issue 782: stan/src/models/misc/gaussian-process/gp-fit.stan will be the same as the model written in the manual

Author: randommm

misc/gaussian-process/gp-fit.stan

@@ -18,13 +18,18 @@ parameters {
 }
 model {
   matrix[N,N] Sigma;
-  for (i in 1:N)
-    for (j in i:N)
-      Sigma[i,j] <- eta_sq * exp(-rho_sq * pow(x[i] - x[j],2))
-                    + if_else(i==j, sigma_sq, 0.0);
-  for (i in 1:N)
-    for (j in (i+1):N)
+
+  // off-diagonal elements
+  for (i in 1:(N-1)) {
+    for (j in (i+1):N) {
+      Sigma[i,j] <- eta_sq * exp(-rho_sq * pow(x[i] - x[j],2));
       Sigma[j,i] <- Sigma[i,j];
+    }
+  }
+
+  // diagonal elements
+  for (k in 1:N)
+    Sigma[k,k] <- eta_sq + sigma_sq; // + jitter
 
   eta_sq ~ cauchy(0,5);
   rho_sq ~ cauchy(0,5);