Merge pull request #2738 from spinkney/fix-expression-multi-student-t-cholesky

Fix expression multi student t cholesky

Author: spinkney

stan/math/prim/prob/multi_student_t_cholesky_lpdf.hpp

@@ -51,6 +51,10 @@ return_type_t<T_y, T_dof, T_loc, T_scale> multi_student_t_cholesky_lpdf(
   using Eigen::Matrix;
   using std::log;
   using std::vector;
+  using T_y_ref = ref_type_t<T_y>;
+  using T_mu_ref = ref_type_t<T_loc>;
+  using T_L_ref = ref_type_t<T_scale>;
+
   static const char* function = "multi_student_t_cholesky";
   check_not_nan(function, "Degrees of freedom parameter", nu);
   check_positive(function, "Degrees of freedom parameter", nu);
@@ -61,20 +65,25 @@ return_type_t<T_y, T_dof, T_loc, T_scale> multi_student_t_cholesky_lpdf(
 
   check_consistent_sizes_mvt(function, "y", y, "mu", mu);
 
-  vector_seq_view<T_y> y_vec(y);
-  vector_seq_view<T_loc> mu_vec(mu);
-  size_t size_vec = max_size_mvt(y, mu);
+  T_y_ref y_ref = y;
+  T_mu_ref mu_ref = mu;
+  T_L_ref L_ref = L;
+
+  vector_seq_view<T_y_ref> y_vec(y_ref);
+  vector_seq_view<T_mu_ref> mu_vec(mu_ref);
+  size_t size_vec = max_size_mvt(y_ref, mu_ref);
+
   if (size_vec == 0) {
-    return 0;
+    return lp_type(0);
   }
 
-  for (size_t i = 1, size_mvt_y = size_mvt(y); i < size_mvt_y; i++) {
+  for (size_t i = 1, size_mvt_y = num_y; i < size_mvt_y; i++) {
     check_size_match(
         function, "Size of one of the vectors of the random variable",
         y_vec[i].size(), "Size of another vector of the random variable",
         y_vec[i - 1].size());
   }
-  for (size_t i = 1, size_mvt_mu = size_mvt(mu); i < size_mvt_mu; i++) {
+  for (size_t i = 1, size_mvt_mu = num_mu; i < size_mvt_mu; i++) {
     check_size_match(function,
                      "Size of one of the vectors "
                      "of the location variable",
@@ -95,31 +104,31 @@ return_type_t<T_y, T_dof, T_loc, T_scale> multi_student_t_cholesky_lpdf(
   check_size_match(function, "Size of random variable", num_dims,
                    "columns of scale parameter", L.cols());
 
-  if (num_dims == 0) {
-    return 0;
+  if (unlikely(num_dims == 0)) {
+    return lp_type(0);
   }
 
   for (size_t i = 0; i < size_vec; i++) {
     check_finite(function, "Location parameter", mu_vec[i]);
     check_not_nan(function, "Random variable", y_vec[i]);
   }
 
-  check_cholesky_factor(function, "scale parameter", L);
+  check_cholesky_factor(function, "scale parameter", L_ref);
 
   lp_type lp(0);
 
   if (include_summand<propto, T_dof>::value) {
     lp += lgamma(0.5 * (nu + num_dims)) * size_vec;
-    lp -= lgamma(0.5 * nu) * size_vec;
-    lp -= (0.5 * num_dims) * log(nu) * size_vec;
+    lp += -lgamma(0.5 * nu) * size_vec;
+    lp += -(0.5 * num_dims) * log(nu) * size_vec;
   }
 
   if (include_summand<propto>::value) {
-    lp -= (0.5 * num_dims) * LOG_PI * size_vec;
+    lp += -(0.5 * num_dims) * LOG_PI * size_vec;
   }
 
   if (include_summand<propto, T_scale_elem>::value) {
-    lp -= sum(stan::math::log(L.diagonal())) * size_vec;
+    lp += -sum(stan::math::log(L_ref.diagonal())) * size_vec;
   }
 
   if (include_summand<propto, T_y, T_dof, T_loc, T_scale_elem>::value) {
@@ -129,10 +138,9 @@ return_type_t<T_y, T_dof, T_loc, T_scale> multi_student_t_cholesky_lpdf(
       const auto& y_col = as_column_vector_or_scalar(y_vec[i]);
       const auto& mu_col = as_column_vector_or_scalar(mu_vec[i]);
       sum_lp_vec += log1p(
-          dot_self(mdivide_left_tri<Eigen::Lower>(L, y_col - mu_col)) / nu);
+          dot_self(mdivide_left_tri<Eigen::Lower>(L_ref, y_col - mu_col)) / nu);
     }
-
-    lp -= 0.5 * (nu + num_dims) * sum_lp_vec;
+    lp += -0.5 * (nu + num_dims) * sum_lp_vec;
   }
   return lp;
 }