stan-dev / stan-dev/math

Bivariate Gaussian copula cdf and lpdf

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@rtrangucci is already working on this.

Since Aug 28, 2018.

Dominant language
C++
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Merged PRs (30d)
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Description

Description

Add bivariate Gaussian copula distribution function and log pdf:

  • binormal_copula_cdf
template <typename T_u, typename T_rho>
stan::math::return_type<T_u, T_rho>::type 
binormal_copula_cdf(const T_u& u, const T_rho& rho)
  • binormal_copula_lpdf
template <typename T_u, typename T_rho>
stan::math::return_type<T_u, T_rho>::type 
binormal_copula_lpdf(const T_u& u, const T_rho& rho)

Example

Stan language examples:

real binormal_copula_cdf(real u, real rho)
real binormal_copula_lpdf(reals u, reals rho)

Current Math Version

v2.18.0

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