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Inconsistent definition of quad_form #33

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daltonhance opened this issue Nov 30, 2018 · 0 comments
Open

Inconsistent definition of quad_form #33

daltonhance opened this issue Nov 30, 2018 · 0 comments

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@daltonhance
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In the bookdown document you have that Q* = RQR', with R being m x q and Q being q x q. This is consistent with Durbin and Koopman. But Stan defines quad_form as B' * A * B, rather than B * A * B'.

Pretty minor stuff but thought I'd point it out.

Really great work here. Thanks!

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